Dr. Aleksejus Kononovičius

Dr. Aleksejus Kononovičius

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Facebook: https://www.facebook.com/aleksejus.kononovicius

Institute of Theoretical Physics and Astronomy (ITPA)

Physics of Complex Systems

Senior Researcher

Sociophysics Econophysics opinion dynamics long-range memory nonlinear stochastic dynamics agent-based modeling

Google Scholar: https://scholar.google.lt/citations?user=Imx5EF0AAAAJ

ResearchGate: https://www.researchgate.net/profile/Aleksejus_Kononovicius

ORCID: https://orcid.org/0000-0001-6365-0252

GitHub: https://github.com/akononovicius

R. Kazakevičius, A. Kononovicius, B. Kaulakys, V. Gontis. Understanding the nature of the long-range memory phenomenon in socio-economic systems. Entropy 23: 1125 (2021). doi: 10.3390/e23091125.

M. Levene, A. Kononovicius. Empirical Survival Jensen-Shannon Divergence as a Goodness-of-Fit Measure for Maximum Likelihood Estimation and Curve Fitting. Communications in Statistics - Simulation and Computation 50: 3751-3767 (2021). doi: 10.1080/03610918.2019.1630435.

R. Kazakevičius, A. Kononovicius. Anomalous diffusion in nonlinear transformations of the noisy voter model. Physical Review E 103: 032154 (2021). doi: 10.1103/PhysRevE.103.032154.

A. Kononovicius. Compartmental voter model. Journal of Statistical Mechanics 2019: 103402 (2019). doi: 10.1088/1742-5468/ab409b. A. Kononovicius. Empirical analysis and agent-based modeling of Lithuanian parliamentary elections. Complexity 2017: 7354642 (2017). doi: 10.1155/2017/7354642.

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: 1091-1102 (2016). doi: 10.1016/j.physa.2016.06.143.

A. Kononovicius, J. Ruseckas. Continuous transition from the extensive to the non-extensive statistics in an agent-based herding model. European Physics Journal B 87 (8): 169 (2014). doi: 10.1140/epjb/e2014-50349-0.

V. Gontis, A. Kononovicius. Consentaneous agent-based and stochastic model of the financial markets. PLoS ONE 9 (7): e102201 (2014). doi: 10.1371/journal.pone.0102201.

A. Kononovicius, V. Gontis. Agent based reasoning for the non-linear stochastic models of long-range memory. Physica A 391: 1309-1314 (2012). doi: 10.1016/j.physa.2011.08.061.

V. Gontis, J. Ruseckas, A. Kononovicius. A long-range memory stochastic model of the return in financial markets. Physica A 389 (1): 100-106 (2010). doi: 10.1016/j.physa.2009.09.011.

Supervisor of 3 bachelor degree thesis.

2020 Young scientist scholarship "Effect of non-linearity on long-range memory properties of fractional Gaussian noise". Awarded by Lithuanian Academy of Sciences.

Physics of Risk: https://rf.mokslasplius.lt

http://kononovicius.lt