|
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 |
- B. Kaulakys, V. Gontis. Quantum anti-Zeno effect. Phys. Rev. A 56, 1997, psl. 1138-1141.
- 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.
- 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.
- V. Gontis, A. Kononovicius. Consentaneous agent-based and stochastic model of the financial markets. PLoS ONE 9 (7), 2014, psl. e102201.
- 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.
- 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.
- 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.
- A. Kononovicius, V. Gontis. Three state herding model of the financial markets. EPL 101, 2013, psl. 28001.
- V. Gontis, B. Kaulakys. Modeling long-range memory trading activity by stochastic differential equations. Physica A 382, 2007, psl. 114-120.
- 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
|
- 2011-2015 Supervision of Doctoral Student Aleksejus Kononovičius
- 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/
|