Aleksejus Kononovicius

Senior 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.

Presentations

Talks

  1. A. Kononovicius. Noisy voter model of the parliamentary attendance data. 11th Polish Symposium on Physics in Econophysics and Social Sciences (FENS 2021). Online, 2021. Download.
  2. 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.
  3. A. Kononovicius. Compartmental voter model. 10th Polish Symposium on Physics in Economy and Social Sciences (FENS 2019). Otwock--Swierk, Poland, 2019. Download.
  4. A. Kononovicius, J. Ruseckas. Order book model with herd behavior and long-range memory. DPG Verhandlungen 2019, SOE 5.2. Regensburg, Germany, 2019. Download.
  5. A. Kononovicius, V. Gontis. Intrinsic and spurious long-range memory in financial markets and ABMs through the lense of first passage times. DPG Verhandlungen 2018, SOE 10.2. Berlin, Germany, 2018. Download.
  6. 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.
  7. A. Kononovicius, A. Ramonaite. Lietuvos Respublikos Seimo rinkimų rezultatų aiškinimas agentų modeliu. Lietuvos socialinių mokslų forumas 2016. Molėtų astronomijos observatorija, Lietuva, 2016. Download.
  8. A. Kononovicius, V. Gontis, J. Ruseckas. Complexity and statistical physics of herding behavior. Naujametė fizikos konferencija, p. 11. Vilnius, Lithuania, 2015. Download.
  9. A. Kononovicius, V. Gontis. Controlling the Dynamics of Herding Dominant Financial Market. International Conference on Statistical Physics, p. 80. Rhodes, Greece, 2014. Download.
  10. A. Kononovicius, J. Ruseckas. Non-extensive and extensive statistics in the agent-based herding model. Open Readings 2014, p. 52. Vilnius, Lithuania, 2014. Download.
  11. 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.
  12. 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.
  13. A. Kononovicius, V. Gontis. Generalizing binary choice agent-based herding model. WEHIA 2013: Conference Program, p. 8. Reykjavik, Iceland, 2013. Download.
  14. 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.
  15. 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.
  16. 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.
  17. 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. DPG Verhandlungen 2012, SOE 21.4. Berlin, Germany, 2012. Download.
  18. A. Kononovicius, V. Gontis. Mikroskopinis stochastinių modelių aiškinimas. 39-oji Lietuvos nacionalinė fizikos konferencija: Programa ir pranešimų tezės, p. 34. Vilnius, Lietuva, 2011. Download.
  19. 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.
  20. 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

  1. A. Kononovicius, R. Kazakevicius, B. Kaulakys. Point processes driven by fractional Gaussian noisse. 44-oji Lietuvos nacionalinė fizikos konferencija. Vilnius, Lietuva, 2021. Download
  2. A. Kononovicius. Correspondence between spatial and classical voter model. 43-oji Lietuvos nacionalinė fizikos konferencija, p. 161. Kaunas, Lietuva, 2019. Download.
  3. A. Kononovicius. Statistical patterns of Lithuanian municipality elections. DPG Verhandlungen 2019, SOE 12.1. Regensburg, Germany, 2019. Download.
  4. A. Kononovicius. Statistical patterns of Lithuanian parliamentary elections. DPG Verhandlungen 2018, SOE 7.7. Berlin, Germany, 2018. Download.
  5. A. Kononovicius, V. Gontis. Pliūpsnių statistika ir netikra ilga atmintis Forex duomenyse. 42-oji Lietuvos nacionalinė fizikos konferencija, p. 123. Vilnius, Lietuva, 2017. doi: 10.15388/proceedings/LNFK.42. Download.
  6. A. Kononovicius. Universalios Seimo rinkimų statistinės savybės ir jų modeliavimas. 42-oji Lietuvos nacionalinė fizikos konferencija, p. 122. Vilnius, Lietuva, 2017. doi: 10.15388/proceedings/LNFK.42. Download.
  7. A. Kononovicius, V. Gontis. Pikų statistika minučių, dienų ir mėnesių laiko skalėse. 41-oji Lietuvos nacionalinė fizikos konferencija, p. 355. Vilnius, Lietuva, 2015. doi: 10.15388/proceedings/LNFK.41. Download.
  8. A. Kononovicius, J. Ruseckas. Long-range memory in non-linear GARCH(1,1) models. Open Readings 2015, p. 247. Vilnius, Lithuania, 2015. Download.
  9. A. Kononovicius, V. Gontis. Leadership phenomenon in the agent-based herding model. Open Readings 2014, p. 201. Vilnius, Lithuania, 2014. Download.
  10. A. Kononovicius, V. Gontis. Controlling the collective behavior in the agent-based herding model. DPG Verhandlungen 2014, SOE 6.15. Dresden, Germany, 2014. Download.
  11. A. Kononovicius, V. Gontis. Inter-burst times of the empirical high-frequency financial market data and non-linear stochastic models. DPG Verhandlungen 2013, SOE 25.12. Regensburg, Germany, 2013.
  12. 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.
  13. A. Kononovicius, V. Gontis, J. Ruseckas, B. Kaulakys. Bursting behavior of non-linear stochastic model and empirical high-frequency return. DPG Verhandlungen 2012, SOE 15.2. Berlin, Germany, 2012. Download.
  14. A. Kononovicius, V. Gontis, B. Kaulakys. Agent based reasoning of the nonlinear stochastic models. DPG Verhandlungen 2011, SOE 11.11. Dresden, Germany, 2011. Download.
  15. 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.
  16. 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.

Co-author

  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. DPG Verhandlungen 2010. 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

  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. Note: as an interviewee.
  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: as a co-author.
  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: as a co-author.
  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.