1 code implementation • 5 Nov 2020 • Rytis Kazakevičius, Aleksejus Kononovicius
Voter models are well known in the interdisciplinary community, yet they haven't been studied from the perspective of anomalous diffusion.
Statistical Mechanics Physics and Society
1 code implementation • 5 Jun 2019 • Aleksejus Kononovicius
Numerous models in opinion dynamics focus on the temporal dynamics within a single electoral unit (e. g., country).
Physics and Society
1 code implementation • 8 Oct 2018 • Aleksejus Kononovicius
Among the sports fans beliefs about "hot hands" and "winning streaks" are widely spread, while the scientific debate about these effects is still ongoing.
Physics and Society
1 code implementation • 28 Sep 2018 • Mark Levene, Aleksejus Kononovicius
We demonstrate, via a straightforward procedure making use of the ${\cal E}SJS$, that it can be used as part of maximum likelihood estimation or curve fitting as a measure of goodness-of-fit, including the construction of a confidence interval for the fitted parametric distribution.
Methodology Data Analysis, Statistics and Probability Statistical Finance
1 code implementation • 8 Sep 2018 • Aleksejus Kononovicius, Julius Ruseckas
We also show that the fracture in the spectral density of the high-frequency absolute return time series might be related to the mechanism of convergence towards the equilibrium price.
1 code implementation • 19 Dec 2014 • Aleksejus Kononovicius, Julius Ruseckas
We investigate the possibility to reproduce power law statistics, probability density function and power spectral density, using ARCH family models.
1 code implementation • 29 Sep 2014 • Aleksejus Kononovicius, Vygintas Gontis
A characteristic feature of complex systems in general is a tight coupling between their constituent parts.
Statistical Finance Physics and Society