Sidebar

 

638f20d9d367f Gontis lake JAV

 

Habil. dr. prof. Vygintas Gontis

Phone: +370 698 12 384

E-mail: 

Facebook: https://www.facebook.com/vygintas.gontis/

 

Institute / Center

Experimental nuclear and particle physics center

Research Area

Physical sciencies

Present position

Research Professor

Scientific Interests, Keywords

Statistical physics, Dynamically chaotic systems, Econophysics, Agent based and stochastic modeling.

Links to External Profile

https://orcid.org/0000-0002-1859-1318

Most important publications
  1. B. Kaulakys, V. Gontis. Quantum anti-Zeno effect. Phys. Rev. A 56, 1997, psl. 1138-1141.
  2. B. Kaulakys, V. Gontis, M. Alaburda. Point process model of 1/f noise vs a sum of Lorentzians. Physical Review E 71 (051105), 2005, psl. 1-11.
  3. B. Kaulakys, J. Ruseckas, V. Gontis, M. Alaburda. Nonlinear stochastic models of 1/f noise and power-law distributions. Physica A 365, 2006, psl. 217-221.
  4. V. Gontis, A. Kononovicius. Consentaneous agent-based and stochastic model of the financial markets. PLoS ONE 9 (7), 2014, psl. e102201.
  5. A. Kononovicius, V. Gontis. Agent based reasoning for the non-linear stochastic models of long-range memory. Physica A 391 (4), 2012, psl. 1309-1314.
  6. V. Gontis, J. Ruseckas, A. Kononovicius. A long-range memory stochastic model of the return in financial markets. Physica A 389 (1), 2010, psl. 100-106.
  7. 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, psl. 1091-1102.
  8. A. Kononovicius, V. Gontis. Three state herding model of the financial markets. EPL 101, 2013, psl. 28001.
  9. V. Gontis, B. Kaulakys. Modeling long-range memory trading activity by stochastic differential equations. Physica A 382, 2007, psl. 114-120.
  10. V. Gontis, B. Kaulakys. Stochastic dynamics of hydrogenic atoms in the microwave field: Modelling by maps and quantum description. J. Phys B 20, 1987, psl. 5051 - 5064.
Project and/or Grant leadership

• 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

Invited talks

“Non-extensive birth-death processes as an origin of spurious long-range memory”, FENS simposium, July 3–5, 2019, Warsaw. Poland https://fens2019.ncbj.gov.pl/

Supervision of Doctoral Students and/or Postdoc Students
  1. 2011-2015 Supervision of Doctoral Student Aleksejus Kononovičius
  2. 2020-2022 Suprevision of postdoc Student Rytis Kazakevičius

Participation in the national/international governing bodies, commissions, committees, boards etc.

The head of the Group of Complex Physical and Social Sytems

Link to Personal website 

https://gontis.eu/

 

 

Cookies make it easier for us to provide you with our services. With the usage of our services you permit us to use cookies. More information