Aleksejus Kononovicius

Researcher at Institute of Theoretical Physics and Astronomy (Faculty of Physics, Vilnius University). Research interests: stochastic and agent-based modeling, complex systems, Econophysics, Sociophysics, Statistical Physics and Data Science. Contributor to Physics of Risk science blog.

Main highlights

Introduction: My name is Aleksejus Kononovicius (lt. Kononovičius). I hold PhD in Physics (for more details see here) and currently work as a researcher at Institute of Theoretical Physics and Astronomy (see here). Besides conducting research in Econophysics and Sociophysics, which involves stochastic and agent-based modeling as well as a bit of Data Science (see here), I also teach "Numerical methods I" course (see here). In spare time, when not skying, cycling or doing various geeky stuff, I blog about my and related research on Physics of Risk.

Recent papers I am most proud of (see the full publication list):

You might have seen me in:

Contact me: g731446, t476639

Publications

Scientific papers (Web of Science)

  1. V. Gontis, A. Kononovicius. Bessel-like birth-death process. Physica A 540: 123119 (2020). doi: 10.1016/j.physa.2019.123119. arXiv:1904.13064 [physics.soc-ph].
  2. A. Kononovicius. Compartmental voter model. Journal of Statistical Mechanics 2019: 103402 (2019). doi: 10.1088/1742-5468/ab409b. arXiv: 1906.01842 [physics.soc-ph].
  3. A. Kononovicius, V. Gontis. Approximation of the first passage time distribution for the birth-death processes. Journal of Statistical Mechanics 2019: 073402 (2019). doi: 10.1088/1742-5468/ab2709. arXiv: 1902.00924 [q-fin.ST].
  4. M. Levene, A. Kononovicius. Empirical Survival Jensen-Shannon Divergence as a Goodness-of-Fit Measure for Maximum Likelihood Estimation and Curve Fitting. Communications in Statistics - Simulation and Computation (2019) doi: 10.1080/03610918.2019.1630435. arXiv:1809.11052 [stat.ME].
  5. A. Kononovicius, J. Ruseckas. Order book model with herding behavior exhibiting long-range memory. Physica A 525: 171-191 (2019). doi: 10.1016/j.physa.2019.03.059. arXiv: 1809.02772 [q-fin.ST].
  6. A. Kononovicius. Illusion of persistence in NBA 1995-2018 regular season data. Physica A 520: 250-256 (2019). doi: 10.1016/j.physa.2019.01.039. arXiv: 1810.03383 [physics.soc-ph].
  7. A. Kononovicius. Modeling of the parties' vote share distributions. Acta Physica Polonica A 133 (6): 1450 (2018). doi: 10.12693/APhysPolA.133.1450. arXiv: 1709.07655 [physics.soc-ph].
  8. V. Gontis, A. Kononovicius. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. Physica A 505: 1075-1083 (2018). doi: 10.1016/j.physa.2018.04.053. arXiv:1712.05121 [q-fin.ST].
  9. A. Kononovicius. Empirical analysis and agent-based modeling of Lithuanian parliamentary elections. Complexity 2017: 7354642 (2017). doi: 10.1155/2017/7354642. arXiv: 1704.02101 [physics.soc-ph].
  10. V. Gontis, A. Kononovicius. Spurious memory in non-equilibrium stochastic models of imitative behavior. Entropy 19 (8): 387 (2017). doi: 10.3390/e19080387. arXiv: 1707.09801 [q-fin.ST].
  11. V. Gontis, A. Kononovicius. Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets. Physica A 483: 266-272 (2017). doi: 10.1016/j.physa.2017.04.163. arXiv: 1701.01255 [q-fin.ST].
  12. V. Gontis, S. Havlin, A. Kononovicius, B. Podobnik, H.E. Stanley. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. Physica A 462: 1091-1102 (2016). doi: 10.1016/j.physa.2016.06.143. arXiv: 1507.05203 [q-fin.GN].
  13. A. Kononovicius, J. Ruseckas. Stochastic dynamics of N correlated binary variables and non-extensive statistical mechanics. Physics Letters A 380: 1582-1588 (2016). doi: 10.1016/j.physleta.2016.03.006. arXiv: 1601.06968 [cond-mat.stat-mech].
  14. A. Kononovicius, J. Ruseckas. Nonlinear GARCH model and 1/f noise. Physica A 427: 74-81 (2015). doi: 10.1016/j.physa.2015.02.040. arXiv: 1412.6244 [q-fin.ST].
  15. A. Kononovicius, V. Gontis. Herding interactions as an opportunity to prevent extreme events in financial markets. European Physical Journal B 88 (7): 189 (2015). doi: 10.1140/epjb/e2015-60160-0. arXiv: 1409.8024 [q-fin.ST].
  16. A. Kononovicius, J. Ruseckas. Continuous transition from the extensive to the non-extensive statistics in an agent-based herding model. European Physics Journal B 87 (8): 169 (2014). doi: 10.1140/epjb/e2014-50349-0. arXiv: 1404.0856 [physics.soc-ph].
  17. V. Gontis, A. Kononovicius. Consentaneous agent-based and stochastic model of the financial markets. PLoS ONE 9 (7): e102201 (2014). doi: 10.1371/journal.pone.0102201. arXiv: 1403.1574 [q-fin.ST].
  18. A. Kononovicius, V. Gontis. Control of the socio-economic systems using herding interactions. Physica A 405: 80-84 (2014). doi: 10.1016/j.physa.2014.03.003. arXiv: 1309.6105 [physics.soc-ph].
  19. V. Gontis, A. Kononovicius. Fluctuation analysis of the three agent groups herding model. Noise and Fluctuations (ICNF), 2013 22nd International Conference on. Montpeiler, France, 2013. doi: 10.1109/ICNF.2013.6578896. arXiv: 1305.5958 [q-fin.ST].
  20. A. Kononovicius, V. Gontis. Three state herding model of the financial markets. EPL 101: 28001 (2013). doi: 10.1209/0295-5075/101/28001. arXiv: 1210.1838 [q-fin.ST].
  21. V. Gontis, A. Kononovicius, S. Reimann. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets. Advances in Complex Systems 15 (supp01): 1250071 (2012). doi: 10.1142/S0219525912500713. arXiv: 1201.3083 [q-fin.ST].
  22. A. Kononovicius, V. Gontis. Agent based reasoning for the non-linear stochastic models of long-range memory. Physica A 391: 1309-1314 (2012). doi: 10.1016/j.physa.2011.08.061. arXiv: 1106.2685 [q-fin.ST].
  23. V. Daniunas, V. Gontis, A. Kononovicius. Agent-based versus macroscopic modeling of competition and business processes in economics. ICCGI 2011, The Sixth International Multi-Conference on Computing in the Global Information Technology, pp. 84-88. Luxembourg, 2011. The paper received IARIA Best Paper Award. thinkmind: iccgi_2011_4_40_10188. arXiv: 1104.2895 [physics.soc-ph].
  24. V. Gontis, J. Ruseckas, A. Kononovicius. A long-range memory stochastic model of the return in financial markets. Physica A 389 (1): 100-106 (2010). doi: 10.1016/j.physa.2009.09.011. arXiv: 0901.0903 [q-fin.ST].

Scientific papers (other)

  1. A. Kononovicius, V. Daniunas. Agent-based and macroscopic modeling of the complex socio-economic systems. Social Technologies 3 (1): 85-103 (2013). doi: 10.13165/ST-13-3-1-06. arXiv: 1303.3693 [physics.soc-ph].
  2. A. Kononovicius, V. Gontis, V. Daniunas. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. International Journal On Advances in Intelligent Systems 5 (1-2): 111-126 (2012). thinkmind: intsys_v5_n12_2012_9. arXiv: 1202.3533 [q-fin.GN].
  3. V. Gontis, A. Kononovicius. Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges. Dynamics of Socio-Economic Systems 2 (1): 101-109 (2011). arXiv: 1003.5356 [q-fin.ST].
  4. V. Gontis, J. Ruseckas, A. Kononovicius. A Non-linear Stochastic Model of Return in Financial Markets. In: Stochastic Control, ed. C. Myers. InTech, 2010. doi: 10.5772/9748.

Academic papers

  1. A. Kononovicius. Applications of Statistical Physics in Modeling of Financial Markets and Social Processes. Vilnius University, PhD thesis, 2015. Supervisor dr. Vygintas Gontis. Download.
  2. A. Kononovicius. Microscopic reasoning for the stochastic models. Vilnius University, Master thesis, 2011. Supervisor prof. habil. dr. V. Gontis, reviewer prof. habil. dr. K. Staliūnas. Download.
  3. A. Kononovicius. Agent based models expressable using non-linear stochastic differential equations. Vilnius University, Term paper, Vilnius, Lithuania, 2011. Supervisor habil. dr. V. Gontis. Download.
  4. A. Kononovicius. Correspondence between stochastic and agent based models of financial markets. Vilnius University, Term paper, Vilnius, Lithuania, 2010. Supervisor habil. dr. V. Gontis. Download.
  5. A. Kononovicius. Modeling of return in NASDAQ OMX Vilnius stock exchange. Vilnius University, Term paper, Vilnius, Lithuania, 2010. Supervisor habil. dr. V. Gontis. Download.
  6. A. Kononovičius. Akcijų grąžos finansų rinkose modeliavimas. Vilniaus universitetas, Bakalauro baigiamasis darbas, Vilnius, Lietuva, 2009. Darbo vadovas dr. V. Gontis, recenzentas doc. dr. J. Šulskus.
  7. A. Kononovičius. Mikroskopinis sudėtingų sistemų modeliavimas agentų metodu. Vilniaus universitetas, Kursinis darbas, Vilnius, Lietuva, 2009. Darbo vadovas dr. V. Gontis.

Other notable texts

  1. A. Kononovicius. Kodėl jūsų draugai turi vidutiniškai daugiau draugų nei jūs? Technologijos.lt, 2016 gruodis. http://www.technologijos.lt/n/mokslas/idomusis_mokslas/S-58486/.
  2. A. Kononovicius. Žaislinis modelis, padedantis suprasti ekonomiką: kaip susiję grobis, plėšrūnai ir verslo ciklai. Technologijos.lt, 2016 spalis. http://www.technologijos.lt/n/zmoniu_pasaulis/redakcijos_akiratis/S-58072/.
  3. A. Kononovicius. Idealios dujos ir neidealūs žmonės: kokie demonai lemia dujų elgesį ir turtinę nelygybę. Technologijos.lt, 2016 rugpjūtis. http://www.technologijos.lt/n/mokslas/fizika/S-56430/.
  4. A. Kononovicius. Kaip piratavimas padeda programinės įrangos kūrėjams? Technologijos.lt, 2016 liepa. http://www.technologijos.lt/n/technologijos/it/S-56007/.
  5. A. Kononovicius. Įtikinėjimo menas: kaip mažumos formuoja visuomenės nuomonę. Technologijos.lt, 2016 biržėlis. http://www.technologijos.lt/n/zmoniu_pasaulis/kaip_mes_gyvename/S-55598/.
  6. A. Kononovicius. Tarptautinis valiutos fondas skelbia, kad neoliberalizmas yra pervertintas. Mokslo Lietuvaportalas, 2016 birželis. http://mokslolietuva.lt/2016/06/tarptautinis-valiutos-fondas-skelbia-kad-neoliberalizmas-yra-pervertintas/.
  7. A. Kononovicius. Bandos imunitetas: skie­pai prieš epi­de­mi­jas (sumodeliuok pats). Technologijos.lt, 2016 gegužė. http://www.technologijos.lt/n/zmoniu_pasaulis/redakcijos_akiratis/S-54908/.
  8. V. Gontis, A. Kononovicius. Market price - is it economic or sociological concept? Physics of Risk, July 2014. http://rf.mokslasplius.lt/market-price-is-it-economic-or-sociological-concept.
  9. A. Kononovicius. Bitkoinas, laisva rinka ir nelygybė. Mokslo Lietuva portalas, 2014 vasaris. http://mokslolietuva.lt/2014/02/bitkoinas-laisva-rinka-ir-nelygybe/.
  10. A. Kononovicius. Socialism and capitalism in the kinetic exchange models. Physics of Risk, December 2013. http://rf.mokslasplius.lt/aleksejus-kononovicius-socializmas-ir-kapitalizmas-kinetiniuose-modeliuose.
  11. A. Kononovicius. Statistical physics - a key to understanding of the social and economic complexity. Konstanta.lt / technologijos.lt / mokslolietuva.lt / Physics of Risk, 2013 / 2014. Won the scientific jury prize at scientific writing contest. http://rf.mokslasplius.lt/statistical-physics-a-key-to-understanding-of-the-social-and-economic-complexity.
  12. V. Gontis, A. Kononovicius, K. Acus. Baltic countries should continue EU leadership in the sustained economic growth. Physics of Risk, September 2013. http://rf.mokslasplius.lt/v-gontis-a-kononovicius-k-acus-baltijos-valstybes-turi-realias-galimybes-islikti-ilgalaikio-ekonominio-augimo-lyderemis-es.
  13. A. Kononovicius, I. Kazakevicius. Impact of the controlled agents on the dynamics of the Kirman model. Physics of Risk, September 2013. http://rf.mokslasplius.lt/a-kononovicius-i-kazakevicius-valdomu-agentu-itaka-kirmano-modelio-dinamikai.
  14. V. Gontis, A. Kononovicius. The phenomenon of economic growth of Baltic states. Physics of Risk, March 2013. http://rf.mokslasplius.lt/the-phenomenon-of-economic-growth-of-baltic-states.
  15. M. Rudzevičiūtė. Neišmanote fizikos? Kyla rizika įmonei? bznstart.lt, 2013. Interview given by A. Kononovicius. http://www.bznstart.lt/verslas/verslo-salygos/1574/Neismanote-fizikos-Kyla-rizika-imonei. Download.
  16. A. Kononovicius. What can the Bass diffusion model tell us about piracy? Physics of Risk, March 2012. http://rf.mokslasplius.lt/what-can-the-bass-diffusion-model-tell-us-about-piracy.
  17. A. Kononovicius. Prekybos Vilniaus vertybinių popierių biržoje ir Niujorko vertybinių popierių biržoje palyginimas. Vilnius, Lietuva, 2009. Darbas pateko į NASDAQ OMX Vilnius studentų mokslinių darbų konkurso finalą.

Presentations

Talks given during scientific events

  1. A. Kononovicius. Voter model for electoral and census data. International EURO Mini Conference on Modelling and Simulation of Social-Behavioural Phenomena in Creative Societies (MSBC-2019), p. 31. Vilnius, Lithuania, 2019. Download.
  2. A. Kononovicius. Compartmental voter model. 10th Polish Symposium on Physics in Economy and Social Sciences (FENS 2019). Otwock--Swierk, Poland, 2019. Download.
  3. A. Kononovicius, J. Ruseckas. Order book model with herd behavior and long-range memory. DPG Spring Meeting 2019, SOE 5.2. Regensburg, Germany, 2019. Download.
  4. A. Kononovicius, V. Gontis. Intrinsic and spurious long-range memory in financial markets and ABMs through the lense of first passage times. DPG Spring Meeting 2018, SOE 10.2. Berlin, Germany, 2018. Download.
  5. A. Kononovicius. Modeling of Lithuanian parliamentary elections using ABM. 13th Econophysics Colloquium & 9th Polish Symposium on Physics in Economy and Social Sciences, p. 21. Warsaw, Poland, 2017. Download.
  6. A. Kononovicius, A. Ramonaite. Lietuvos Respublikos Seimo rinkimų rezultatų aiškinimas agentų modeliu. Lietuvos socialinių mokslų forumas 2016. Molėtų astronomijos observatorija, Lietuva, 2016. Download.
  7. A. Kononovicius, V. Gontis, J. Ruseckas. Complexity and statistical physics of herding behavior. Naujametė fizikos konferencija, p. 11. Vilnius, Lithuania, 2015. Download.
  8. A. Kononovicius, V. Gontis. Controlling the Dynamics of Herding Dominant Financial Market. International Conference on Statistical Physics, p. 80. Rhodes, Greece, 2014. Download.
  9. A. Kononovicius, J. Ruseckas. Non-extensive and extensive statistics in the agent-based herding model. Open Readings 2014, p. 52. Vilnius, Lithuania, 2014. Download.
  10. A. Kononovicius, V. Gontis. Sudėtingų socialinių vyksmų aiškinimas siejant jų mikroskopinius ir makroskopinius aprašymus. Fizinių ir technologijos mokslų tarpdalykiniai tyrimai (4-oji jaunųjų mokslininkų konferencija): Fizinių mokslų sekcija, pp. 11-13. Lietuvos mokslų akademija, Vilnius, Lietuva, 2014. Note: tėzės išleistos elektroniniu pavidalu (CD). Download.
  11. A. Kononovicius, V. Gontis. Mikroskopinis ir makroskopinis sudėtingų sistemų modeliavimas. 40-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, p. 28. Vilnius, Lietuva, 2013. Download.
  12. A. Kononovicius, V. Gontis. Generalizing binary choice agent-based herding model. WEHIA 2013: Conference Program, p. 8. Reykjavik, Iceland, 2013. Download.
  13. A. Kononovicius, V. Gontis. Bursting behavior of the non-linear stochastic models applicable to the financial markets. Open Readings 2013, p. 57. Vilnius, Lithuania, 2013. Download.
  14. A. Kononovicius, V. Daniunas. Agent-based and macroscopic modeling of the complex socio-economic systems. International Scientific Conference for Young Researchers on Social Transformations in Contemporary Society 2013. Vilnius, Lithuania, 2013. Download.
  15. A. Kononovicius, V. Gontis, B. Kaulakys. Herding behavior of agents as a background of financial fluctuations. 25th European Conference on Operational Research, p. 75. Vilnius, Lithuania, 2012. Download.
  16. B. Kaulakys, V. Gontis, A. Kononovicius, J. Ruseckas. Microscopic herding model leading to long-range processes and 1/f noise with application to absolute return in financial markets. Verhandlungen DPG (VI) 47, p. 403. Berlin, Germany, 2012. Download.
  17. A. Kononovicius, V. Gontis. Mikroskopinis stochastinių modelių aiškinimas. 39-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, p. 34. Vilnius, Lietuva, 2011. Download.
  18. A. Kononovicius, V. Gontis. Stochastic model of return matching to the data of financial markets with differing liquidity. Open Readings 2010. Vilnius, Lithuania, 2010. Download.
  19. A. Kononovicius, V. Gontis, J. Ruseckas. Grąžos statistinių savybių, stebimų finansų rinkoje, modeliavimas stochastiniu modeliu su ilga atmintimi. Laisvieji skaitymai 2009. Vilnius, Lietuva, 2009. Download.

Posters presented in scientific events

  1. A. Kononovicius. Correspondence between spatial and classical voter model. 43-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, p. 161. Kaunas, Lietuva, 2019. Download.
  2. A. Kononovicius. Statistical patterns of Lithuanian municipality elections. DPG Spring Meeting 2019, SOE 12.1. Regensburg, Germany, 2019. Download.
  3. A. Kononovicius. Statistical patterns of Lithuanian parliamentary elections. DPG Spring Meeting 2018, SOE 7.7. Berlin, Germany, 2018. Download.
  4. A. Kononovicius, V. Gontis. Pliūpsnių statistika ir netikra ilga atmintis Forex duomenyse. 42-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, p. 123. Vilnius, Lietuva, 2017. doi: 10.15388/proceedings/LNFK.42. Download.
  5. A. Kononovicius. Universalios Seimo rinkimų statistinės savybės ir jų modeliavimas. 42-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, p. 122. Vilnius, Lietuva, 2017. doi: 10.15388/proceedings/LNFK.42. Download.
  6. A. Kononovicius, V. Gontis. Pikų statistika minučių, dienų ir mėnesių laiko skalėse. 41-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, p. 355. Vilnius, Lietuva, 2015. doi: 10.15388/proceedings/LNFK.410. Download.
  7. A. Kononovicius, J. Ruseckas. Long-range memory in non-linear GARCH(1,1) models. Open Readings 2015, p. 247. Vilnius, Lithuania, 2015. Download.
  8. A. Kononovicius, V. Gontis. Leadership phenomenon in the agent-based herding model. Open Readings 2014, p. 201. Vilnius, Lithuania, 2014. Download.
  9. A. Kononovicius, V. Gontis. Controlling the collective behavior in the agent-based herding model. Verhandlungen DPG (VI) 49, SOE 6.15. Dresden, Germany, 2014. Download.
  10. A. Kononovicius, V. Gontis. Inter-burst times of the empirical high-frequency financial market data and non-linear stochastic models. Verhandlungen DPG (VI) 48. Regensburg, Germany, 2013.
  11. A. Kononovicius, V. Gontis, J. Ruseckas, B. Kaulakys. Bursting dynamics of the high-frequency empirical return and non-linear stochastic model. COST Action MP0801 Annual Meeting 2012, p. 31. Galway, Ireland, 2012. Download.
  12. A. Kononovicius, V. Gontis, J. Ruseckas, B. Kaulakys. Bursting behavior of non-linear stochastic model and empirical high-frequency return. Verhandlungen DPG (VI) 47, p. 401. Berlin, Germany, 2012. Download.
  13. A. Kononovicius, V. Gontis, B. Kaulakys. Agent based reasoning of the nonlinear stochastic models. Verhandlungen DPG (VI) 46, p. 502. Dresden, Germany, 2011. Download.
  14. V. Gontis, A. Kononovicius. Double stochastic model of return in the financial markets. Siena, Italy, 2010. Note: poster presentation at international school on "Multidisciplinary Approaches to Economic and Social Complex Systems", presenter A. Kononovicius. Download.
  15. A. Kononovicius, V. Gontis. Empirical analysis of Vilnius stock exchange absolute return time series. 2nd Annual Meeting COST Action MP0801: Physics of Competition and Conflicts. Sunny Beach, Bulgaria, 2010. Download.

As a coauthor

  1. A. Ramonaitė, A. Kononovicius. Nuo fizikos prie sociologijos: kompiuterinis dinaminių socialinių procesų modeliavimas. X-oji nacionalinė Lietuvos sociologų draugijos konferencija. Klaipėda, Lietuva, 2018.
  2. V. Gontis, A. Kononovicius. Financial herding of three agent groups under the impact of exogenous noise. International Conference on Statistical Physics, pp. 54-55. Rhodes, Greece, 2014.
  3. V. Gontis, A. Kononovicius. The Class of Nonlinear Stochastic Equations as a Background Modeling Financial Systems. ETH Zurich Latsis Symposium 2012 Satellite Workshop, p. 37. ETH Zurich, Zurich, Switzerland, 2012. http://web.sg.ethz.ch/Latsis_2012/.
  4. V. Gontis, A. Kononovicius, B. Kaulakys. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. COST Action MP0801 Annual Meeting 2012, p. 19. Galway, Ireland, 2012.
  5. V. Gontis, A. Kononovicius. Agent-based versus macroscopic modeling of competition and business processes in economics and finance. Meeting of Workgroup 3 of COST Action MP0801. Jerusalem, Izrael, 2012.
  6. P. Purlys, A. Kononovicius, V. Gontis. Various ways of introducing herding behavior into the agent based models of complex systems. Open Readings 2012, p. 150. Vilnius, Lithuania, 2012. Download.
  7. B. Kaulakys, M. Alaburda, V. Gontis, A. Kononovicius, J. Ruseckas. Modeling by the nonlinear stochastic differential equation of the power-law distribution of extreme events in the financial systems. 6th International Conference on Unsolved Problems on Noise. Kolkata, India, 2012.
  8. V. Gontis, A. Kononovicius, B. Kaulakys. Minimal agent based models as a microscopic reasoning of nonlinear stochastic models. 3rd Annual Meeting COST Action MP0801: Physics of Competition and Conflicts. Eindhoven, Holland, 2011.
  9. V. Gontis, B. Kaulakys, A. Kononovicius. Scaled nonlinear stochastic model of return versus empirical data. 2nd Annual Meeting COST Action MP0801: Physics of Competition and Conflicts. Sunny Beach, Bulgaria, 2010.
  10. V. Gontis, J. Ruseckas, A. Kononovicius, M. Alaburda, B. Kaulakys. Nonextensive statistics with application to financial processes from nonlinear stochastic differential equations. Verhandlungen DPG Spring Meeting. Regensburg, Germany, 2010.
  11. V. Gontis, J. Ruseckas, A. Kononovicius. Long range memory stochastic model of return in financial markets. Applications of Physics in Financial Analysis 7. Tokyo, Japan, 2009.
  12. V. Gontis, J. Ruseckas, A. Kononovicius. Stochastic modeling of trading activity and volatility in financial markets. 4th International Conference on News, Expectations and Trends in Statistical Physics. Crete, Greece, 2008.
  13. V. Gontis, B. Kaulakys, J. Ruseckas, A. Kononovicius. Comparative statistics of trading activity and word occurrences. 4th Annual Meeting COST Action P10: Physics of Risk. Palermo, Italy, 2007.

Other talks

  1. A. Kononovicius. Non-extensive voter model for socio-economic phenomena. Seminar @ Wroclaw University of Science and Technology, Wroclaw, 2019. Download.
  2. A. Kononovicius. Erdvinis rinkėjo modelis. KFSSG seminaras, VU TFAI, Vilnius, 2019. Download.
  3. A. Kononovicius. Tolydūs procesai, diskretūs procesai ir burbulų statistika. KFSSG seminaras, VU TFAI, Vilnius, 2019. Download.
  4. A. Kononovicius. Žvilgsnis į nuomonių dinamiką per LRS rinkimų prizmę. KFSSG seminaras, VU TFAI, Vilnius, 2018. Download.
  5. A. Kononovicius. Sąveikaujančių agentų modeliai. Seminaras BPTI, Vilnius, 2016. Download.
  6. Mokslo Sriuba. Kodėl kyla ekonominės krizės? TV laida per LRT Kultūra, 2016. https://www.youtube.com/watch?v=P159OlFIaNY.
  7. A. Kononovicius. Netiesiškumas stochastiniuose finansų rinkų modeliuose. Seminaras VU MII, 2015. Download.
  8. V. Gontis, A. Kononovicius. Econophysics = Physics of Risk. Seminar @ Boston Lithuanian School, 2015. https://www.youtube.com/watch?v=uu4Ql5TfeXc. Note: co-author of popular science presentation.
  9. A. Kononovicius. Ekonofizikos (Rizikos fizikos) darbai daromi VU TFAI. Seminaras VU TFAI doktorantams, 2014. Download.
  10. J. Ruseckas, A. Kononovicius. Continuous transition from the extensive to the non-extensive statistics in a simple model. Seminar @ Rio de Janeiro, Brazil, 2014. Note: co-author of the presented research.
  11. A. Kononovicius. Įvadas į tinklų modeliavimą. VSTS seminaras, Vilnius, 2014. Download.
  12. A. Kononovicius. Kinetiniai socio-ekonominių sistemų modeliai. VSTS seminaras, Vilnius, 2013. Download.
  13. A. Kononovicius. Rizikos fizika: kuo daugiau fizikos, tuo mažiau rizikos. Cafe Scientifique (VU FF SMD), Vilnius, 2013. http://www.youtube.com/watch?v=3DaL8KKNcQ8. Download.
  14. A. Kononovicius. Nuo atsitiktinio klaidžiojimo iki Levy procesų. VSTS seminaras, Vilnius, 2013. Download.
  15. A. Kononovicius. Signalų spektrų korektiškas gavimas. VSTS seminaras, Vilnius, 2012. Download.
  16. A. Kononovicius. Fizika - ne rizika: Trumpas įvadas į rizikos fiziką. Seminaras VU FF SMD nariams, Vilnius, 2012. Download.
  17. A. Kononovicius. Laiko eilučių fraktališkumas. VSTS seminaras, Vilnius, 2012. Download.

Teaching and supervision

Work experience

Research positions

Non-research positions

Reviewing articles

I have reviewed scientific articles for: Applied Sciences, Communications in Statistics -- Simulation and Computation, Complexity, Cryptography, Energies, Entropy, Future Internet, International Review of Financial Analysis, Journal of Artificial Societies and Social Simulation, Journal of Economic Interaction and Coordination, Journal of Physics Communications, Physica A, Physics Letters A, PLOS ONE, Sustainability. My reviewing record is being tracked on Publons.

Organizing scientific events

Education

Computers and programming