#stochastic models archive
- February 01, 2022
- Interpolation of Brownian motion (part 2)
- January 18, 2022
- Interpolation of Brownian motion
- September 21, 2021
- Random walk as AR process
- September 07, 2021
- Big review of works by our group
- December 22, 2020
- Standard deviation of anomalous diffusion
- December 08, 2020
- Brief introduction into anomalous diffusion
- October 06, 2020
- V. Gontis in European Centre for Living Technology seminar
- 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?
- January 23, 2016
- Mokslo sriuba: Why financial crises occur?
- January 05, 2016
- LSE debate: "Too much maths, too little history: The problem of economics"
- December 14, 2015
- Thesis defense of A. Kononovicius
- November 11, 2015
- Seminar at IMI: Nonlinearity in stochastic models of financial markets
- 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
- March 03, 2015
- V. Gontis: "Econophysics = Physics of Risk"
- December 08, 2014
- D. Helbing: Next civilization
- July 28, 2014
- Market price - is it economic or sociological concept?
- November 13, 2013
- Cafe Scientifique "Physics of Risk: the more physics, the less risk" video recording
- October 30, 2013
- Cafe Scientifique: Physics of Risk
- June 03, 2013
- Lots of activities during the summer of 2013
- May 10, 2013
- Seminar at VU MIF: Modeling power-law distribution, 1/f noise and financial markets using stochastic differential equations
- March 04, 2013
- Power spectral density (part 2)
- January 14, 2013
- FuturICT: participatory science and computing for our complex world
- December 17, 2012
- V. Gontis: Econophysics - brand new outlook into social sciences
- December 03, 2012
- Download rates of our open-access review
- November 19, 2012
- On the stochastic theory of nonequilibrium steady states
- November 06, 2012
- Seminar at VU MIF: Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance
- October 29, 2012
- Quantum mechanics + statistical physics = ?
- October 16, 2012
- Seminar at VU Faculty of Physics: Brief introduction into the Physics of Risk
- October 01, 2012
- Lotka-Volterra equations
- August 20, 2012
- Colors of Noise
- July 09, 2012
- Special cases of the stochastic differential equation reproducing 1/f noise
- June 11, 2012
- K. Staliunas on econophysics
- May 28, 2012
- Numerical methods for the stochastic differential equations
- April 30, 2012
- Music, point processes and 1/f noise
- March 31, 2012
- February and March active time for econophysicists
- February 27, 2012
- IARIA publication reviewing our different research directions
- January 17, 2012
- Our recent articles on agent-based reasoning and the burst statistics
- October 27, 2011
- Multifractality of time series
- October 10, 2011
- Presentations at 39th Lithuanian national physics conference
- September 02, 2011
- Burst statistics in non-linear stochastic models
- July 08, 2011
- Agent-based herding model of financial markets
- June 30, 2011
- Agent-based versus macroscopic modeling of competition and business processes in economics
- December 10, 2010
- Long-range memory stochastic model of return
- November 28, 2010
- Stochastic ant colony model
- November 14, 2010
- A Non-Linear Double Stochastic Model of Return in Financial Markets