#1/f noise archive

February 13, 2024
Power-law gap times in random telegraph noise
January 30, 2024
Superposition of Lorentzians with fixed height pulses
January 16, 2024
Obtaining 1/f noise from superposition of Lorentzians
November 28, 2023
A. Hajimiri: Shot noise and other noises
November 30, 2021
Numerical fractional derivative
November 16, 2021
Fractional derivatives
September 07, 2021
Big review of works by our group
October 18, 2016
SciShow: Colored Noise, and How It Can Help You Focus
June 07, 2016
DNews: Why Does White Noise Make You Fall Asleep?
December 14, 2015
Thesis defense of A. Kononovicius
November 11, 2015
Seminar at IMI: Nonlinearity in stochastic models of financial markets
September 29, 2015
Sandpile model
April 07, 2015
Nonlinear feedback and long-range memory in GARCH model
March 31, 2015
Long-range memory in nonlinear GARCH model
March 03, 2015
V. Gontis: "Econophysics = Physics of Risk"
November 13, 2013
Cafe Scientifique "Physics of Risk: the more physics, the less risk" video recording
October 30, 2013
Cafe Scientifique: Physics of Risk
May 10, 2013
Seminar at VU MIF: Modeling power-law distribution, 1/f noise and financial markets using stochastic differential equations
November 06, 2012
Seminar at VU MIF: Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance
October 16, 2012
Seminar at VU Faculty of Physics: Brief introduction into the Physics of Risk
September 03, 2012
Fractals in pork!
August 20, 2012
Colors of Noise
July 09, 2012
Special cases of the stochastic differential equation reproducing 1/f noise
April 30, 2012
Music, point processes and 1/f noise
March 31, 2012
February and March active time for econophysicists
January 17, 2012
Our recent articles on agent-based reasoning and the burst statistics
October 10, 2011
Presentations at 39th Lithuanian national physics conference
July 08, 2011
Agent-based herding model of financial markets
December 10, 2010
Long-range memory stochastic model of return
November 14, 2010
A Non-Linear Double Stochastic Model of Return in Financial Markets