V. Gontis in European Centre for Living Technology seminar

October 06, 2020 Vygintas Gontis #video #Stochastic models #financial markets #V. Gontis #burst statistics #order book #ECLT

European Centre for Living Technology is an international and interdisciplinary research network involving 17 research institutions from Europe and other continents. Researchers in this network study life-like properties observed in variety of complex systems. Our university is represented by dr. Vygintas Gontis, who few weeks ago has made a presentation on his most recent research (see [1] for more details). We invite you to watch a video recording of his talk.

References

V. Gontis. Long-range memory test by the burst and inter-burst duration distribution. Journal of Statistical Mechanics 2020: 093406 (2020). doi: 10.1088/1742-5468/abb4db. arXiv: 2006.00596 [q-fin.ST].