Alexey Kononovich
Professor
Theoretical Physics and Astronomy
Vilnius University
Lithuania
Biography
Junior researcher at the University of Vilnius, Institute of Theoretical Physics and Astronomy. 2015 . He defended his doctoral thesis "Application of statistical physics in the modeling of financial markets and social processes". Head - Dr. Vygintas Gontis (Vilnius University, Institute of Theoretical Physics and Astronomy). 2009-2012 . Engineer at the Vilnius University, Institute of Theoretical Physics and Astronomy. 2011 . He has gained a Master's degree in physics at the Vilnius University, Faculty of Physics (study program - Theoretical Physics and Astrophysics). 2009 . Bachelor's degree in physics at Vilnius University, Faculty of Physics (study program - Computer Physics). 2005. Graduated from Vilnius January 13th Secondary School.
Research Interest
Dominant research topics: - Complex socioeconomic systems - Statistical physics applications - Stochastic modeling - Agent modeling - Network theory.
Publications
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A. Kononovicius, J. Ruseckas. Stochastic dynamics of N correlated binary variables and non-extensive statistical mechanics . Physics Letters A 380 , 2016, pp. 1582-1588.
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V. Gontis, S. Havlin, A. Kononovicius, B. Podobnik, HE Stanley. Stochastic model of financial markets, reproducing scaling and memory in volatility return intervals . Physica A 462 , 2016, p. 1091-1102