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#J. Ruseckas archive

November 13, 2018
Order book model with herd behavior
March 15, 2016
Dynamical correlated spin model
April 07, 2015
Nonlinear feedback and long-range memory in GARCH model
March 31, 2015
Long-range memory in nonlinear GARCH model
March 17, 2015
Power-law distribution in linear GARCH model
June 03, 2013
Lots of activities during the summer of 2013
December 03, 2012
Download rates of our open-access review
November 19, 2012
On the stochastic theory of nonequilibrium steady states
December 10, 2010
Long-range memory stochastic model of return
November 14, 2010
A Non-Linear Double Stochastic Model of Return in Financial Markets
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  • Vilnius University
  • Faculty of Physics
  • Institute of Theoretical Physics and Astronomy
  • COST P10 meeting in Vilnius (2006)
  • DPG Physics of Socio-Economic Systems Division
  • European Centre for Living Technology
  • PPS Physics in Economy and Social Sciences
#interactive #video #agent-based models #economics #statistics #opinion dynamics #general #statistical physics #financial markets #stochastic models #politics #voter model #postdoctoral project #A. Kononovicius #networks #1/f noise #V. Gontis #game theory #Kirman model #sociology #popular culture #biology #fractals #ted.com #methods #Numberphile #competition #spectral density #free market #conflicts #traffic #epidemiology #macroeconomics #dynamical chaos #burst statistics #market price #wealth #kinetic models #students #sports #Brownian motion #gross domestic product #paradox #conference #topic: price formation #topic: ARFIMA #order book #supply and demand #J. Ruseckas #marketing
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