Physics – Physics and Society
Scientist
Physics
Physics and Society
Scientist
ITPA, Vilnius, Lithuania
A long-range memory stochastic model of the return in financial markets
Agent based reasoning for the non-linear stochastic models of long-range memory
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance
Herding model and 1/f noise
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