#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