Three-state herding model of the financial markets
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Citations
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Cited by:
- Gontis, V. & Havlin, S. & Kononovicius, A. & Podobnik, B. & Stanley, H.E., 2016. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1091-1102.
- Aleksejus Kononovicius, 2017. "Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections," Complexity, Hindawi, vol. 2017, pages 1-15, November.
- Vygintas Gontis, 2021. "Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion," Papers 2105.02057, arXiv.org, revised Nov 2021.
- Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
- Ausloos, Marcel, 2021. "Hagiotoponyms in France: Saint popularity, like a herding phase transition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
- Rytis Kazakeviv{c}ius & Aleksejus Kononovicius, 2023. "Anomalous diffusion and long-range memory in the scaled voter model," Papers 2301.08088, arXiv.org, revised Feb 2023.
- Gontis, V. & Kononovicius, A., 2017. "Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 266-272.
- Vygintas Gontis & Aleksejus Kononovicius, 2014. "Consentaneous Agent-Based and Stochastic Model of the Financial Markets," PLOS ONE, Public Library of Science, vol. 9(7), pages 1-12, July.
- Rytis Kazakevicius & Aleksejus Kononovicius & Bronislovas Kaulakys & Vygintas Gontis, 2021. "Understanding the nature of the long-range memory phenomenon in socioeconomic systems," Papers 2108.02506, arXiv.org, revised Aug 2021.
- Vygintas Gontis & Shlomo Havlin & Aleksejus Kononovicius & Boris Podobnik & H. Eugene Stanley, 2015. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Papers 1507.05203, arXiv.org, revised Oct 2016.
- Kononovicius, A. & Gontis, V., 2014. "Control of the socio-economic systems using herding interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 80-84.
- Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda, 2017. "Informative Contagion Dynamics in a Multilayer Network Model of Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 3(3), pages 343-366, November.
- Vygintas Gontis & Aleksejus Kononovicius, 2017. "Spurious memory in non-equilibrium stochastic models of imitative behavior," Papers 1707.09801, arXiv.org.
- V. Gontis & A. Kononovicius, 2017. "Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets," Papers 1701.01255, arXiv.org.
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