Research
- Statistical physics
- Econophysics
- Agent based and stochastic modeling
- Plasma physics
- Dynamically chaotic systems
Projects Led, Research Experience at Home and Abroad
- 2001 The leader of Baltic cooperation in UNESCO participation project "Regional and national follow-up to the world Conference on Science";
- 2003 09 04 - 2008 12 07 National representative and member of the Management Comity of the COST project P10 Physics of Risk;
- 2008 07 28 - 2012 09 21 National representative and member of the Management Comity of the COST project MP0801 Physics of competition and conflicts;
- 2004-2012 Management of projects funded by Research Council of Lithuania;
- 2008-2012 Management of ES structural assistance to the Lithuania projects;
- 2014 Baltic American Freedom Foundation Award for the 11 month research internship at the Center of Polymer Studies of Boston University.
Publications
Full text publicatons at personal Website http://gontis.eu/en/publications/.
Most cited publications:
- V. Gontis, B. Kaulakys. Stochastic dynamics of hydrogenic atoms in the microwave field: Modelling by maps and quantum description. J. Phys B 20, 1987, pp. 5051 - 5064.
- B. Kaulakys, V. Gontis. Quantum anti-Zeno effect. Phys. Rev. A 56, 1997, pp. 1138-1141.
- V. Gontis, B. Kaulakys. Modeling financial markets by the multiplicative sequence of trades. Physica A 344, 2004, pp. 128-133.
- V. Gontis, B. Kaulakys. Multiplicative point process as a model of trading activity. Physica A 343, 2004, pp. 505-514.
- B. Kaulakys, V. Gontis, M. Alaburda. Point process model of 1/f noise vs a sum of Lorentzians. Physical Review E 71 (051105), 2005, pp. 1-11.
- B. Kaulakys, J. Ruseckas, V. Gontis, M. Alaburda. Nonlinear stochastic models of 1/f noise and power-law distributions. Physica A 365, 2006, pp. 217-221.
- V. Gontis, B. Kaulakys. Long-range memory model of trading activity and volatility. Journal of Statistical Mechanics P10016, 2006, pp. 1-11.
- V. Gontis, B. Kaulakys. Modeling long-range memory trading activity by stochastic differential equations. Physica A 382, 2007, pp. 114-120.
- V. Gontis, B. Kaulakys, J. Ruseckas. Trading activity as driven Poisson process: comparison with empirical data. Physica A 387, 2008, pp. 3891-3896.
- V. Gontis, J. Ruseckas, A. Kononovicius. A long-range memory stochastic model of the return in financial markets. Physica A 389 (1), 2010, pp. 100-106.
- J. Ruseckas, B. Kaulakys, V. Gontis. Herding model and 1/f noise. EPL 96, 2011, p. 60007.
- A. Kononovicius, V. Gontis. Agent based reasoning for the non-linear stochastic models of long-range memory. Physica A 391 (4), 2012, pp. 1309-1314.
- V. Gontis, A. Kononovicius, S. Reimann. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets. Advances in Complex Systems 15 (supp01), 2012, p. 1250071.
- A. Kononovicius, V. Gontis. Three state herding model of the financial markets. EPL 101, 2013, p. 28001.
- V. Gontis, A. Kononovicius. Consentaneous agent-based and stochastic model of the financial markets. PLoS ONE 9 (7), 2014, p. e102201.
- V. Gontis, S. Havlin, A. Kononovicius, B. Podobnik, H.E. Stanley. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. Physica A 462, 2016, pp. 1091-1102.
Other activities
Academic
Plos One Academic editor.
Reviewer for Europhysics Letters (EPL), Physica A: Statistical Mechanics and its Applications, Quantitative Finance, Empirical Economics, Plos One, CNSNS, Entropy.
PhD supervision of Dr. A. Kononovičius, 2016.
Professor of Vilnius University, Faculty of Physics, 2008, 2009, 2011.
Institute of Economics and Privatization, Research Fellow, 1994–1996.
Management
Government of the Republic of Lithuania, Director General of the Agency for Science, Higher Education and Technologies, Head of Science and Higher Education Department at the Prime Ministers Office, May 1991–June 1993.
Director Business Development Services, US IESC Office Lithuania, 1996–2001.
Chairman of the Board, Lithuanian Media Support Foundation, October 1996– October 1999.
Deputy Director, Institute of Theoretical Physics and Astronomy, 2006–2008.
President, Lithuanian Scientific Society, 1998–2006, 2012–2016.
About myself
Education
Institution: Vilnius University. 5 Years Higher Education Degree, Theoretical Physics, Vilnius University, 1977.
Ph.D. Theoretical and Mathematical Physics, Vilnius University, 1985. – Dissertation: “Radiation Properties of Impurities in the Thermonuclear Plasma”.
Habilitation Award, Institute of Theoretical Physics and Astronomy, 2007. – Title of habilitation thesis: “Quantum-Classical Correspondence for Dynamically Chaotic Systems, Fractal Point Processes and Their Applications”.
Fellowships
Summer 3 month Internship, US National Science Foundation, 1994.
Memberships
Member of Euroscience, 2008–present.
Member of Lithuanian Scientific Society, 1989–present.
Member of Lithuanian Physical Society, 1977–present.
Dr. (Habil. Proc.) Vygintas Gontis