Search Results for author: Aleksejus Kononovicius

Found 7 papers, 7 papers with code

Anomalous diffusion in nonlinear transformations of the noisy voter model

1 code implementation5 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

Compartmental voter model

1 code implementation5 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

Illusion of persistence in NBA 1995-2018 regular season data

1 code implementation8 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

Empirical Survival Jensen-Shannon Divergence as a Goodness-of-Fit Measure for Maximum Likelihood Estimation and Curve Fitting

1 code implementation28 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

Order book model with herd behavior exhibiting long-range memory

1 code implementation8 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.

Time Series Time Series Analysis

Nonlinear GARCH model and 1/f noise

1 code implementation19 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.

model

Herding interactions as an opportunity to prevent extreme events in financial markets

1 code implementation29 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

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