V. Gontis

MaRDI QIDQ1619949zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nonextensive statistical mechanics distributions and dynamics of financial observables from the nonlinear stochastic differential equations Advances in Complex Systems	2025-04-25	Paper
The class of nonlinear stochastic models as a background for the bursty behavior in financial markets Advances in Complex Systems	2025-04-25	Paper
Bessel-like birth-death process Physica A	2022-01-17	Paper
Order flow in the financial markets from the perspective of the fractional Lévy stable motion Communications in Nonlinear Science and Numerical Simulation	2021-12-13	Paper
Long-range memory test by the burst and inter-burst duration distribution Journal of Statistical Mechanics: Theory and Experiment	2021-03-30	Paper
Approximation of the first passage time distribution for the birth-death processes Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals Physica A	2018-11-13	Paper
Control of the socio-economic systems using herding interactions Physica A	2018-09-20	Paper
Multifractality of the multiplicative autoregressive point processes (available as arXiv preprint)	2009-01-28	Paper
Nonlinear stochastic models of 1/f noise and power-law distributions	2005-09-24	Paper
Nonlinear stochastic models of 1/f noise and power-law distributions (available as arXiv preprint)	2005-01-01	Paper
Multiplicative point process as a model of trading activity	2003-03-05	Paper
Multiplicative point process as a model of trading activity (available as arXiv preprint)	2003-01-01	Paper
scientific article; zbMATH DE number 1895649 (Why is no real title available?) (available as arXiv preprint)	2002-01-01	Paper

Research outcomes over time

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