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Hi, my name is Aleksejus Kononovicius. I am working as a senior researcher at Institute of Theoretical Physics and Astronomy (Faculty of Physics, Vilnius University). My research interests are stochastic and agent-based modeling, complex systems, Econophysics, Sociophysics, Statistical Physics and Data Science.

I use GitHub primarily to share data and source code related to my research. I also use GitHub to store contents of the Physics of Risk blog.

Currently, I am using programming for scientific purposes as well as to facilitate everyday interactions with my computers (most of which run some kind of Linux distribution).

For scientific calculations I tend to rely on Python (for quick empirical analysis and model prototyping), numba library or C (for "heavy" calculations) and JavaScript (for interactive web models and complicated calculations requiring object oriented design). Sometimes, mostly for algebraic manipulations, I rely on Mathematica (Wolfram Engine). Although I try to replace it with sympy library.

In everyday usage I rely on shell (mostly Bash) scripting and Python.

Actively using: Python (numpy, matplotlib, pandas, scipy, numba, sympy, pymc3), C (GNU Scientific Library), JavaScript (Node.js, jQuery, plotly, d3, Leaflet, TypeScript), Mathematica (Wolfram Engine).

Markup languages: LaTeX, Markdown, HTML, CSS.

Used in the past: Java, PHP, SQL, Matlab, GNU Octave, Object Pascal.

Got familiar with: R, Maple, Mathcad, SPSS, PostScript, SVG.

🌐 Links:

Aleksejus Kononovicius's Projects

arfima icon arfima

Python implementation of ARFIMA process with an aim to simulate series.

fin-market-control-2014 icon fin-market-control-2014

Java program used to produce results, which are presented in the paper "Herding interactions as an opportunity to prevent extreme events in financial markets" (A. Kononovicius, V. Gontis).

flicker-snorp icon flicker-snorp

Exploration of signal with non-overlapping rectangular pulses in the context of flicker noise.

football-model icon football-model

Football data analysis and statistical modeling scripts prepared as a showcase for students in Numerical Methods I (2019) course.

interactive-map icon interactive-map

Small javascript library built upon d3, which plots geospatial data and allows limited interaction with it.

nlin-garch-and-1f-noise icon nlin-garch-and-1f-noise

Java program (and its source code) used to produce results, which are presented in the paper "Nonlinear GARCH model and 1/f noise" (A. Kononovicius, J. Ruseckas, Physica A 427, 2015, pp. 74-81, doi: 10.1016/j.physa.2015.02.040).

pyjsd icon pyjsd

Python implementation of the Jensen-Shannon divergence

pynsde icon pynsde

Solving nonlinear stochastic differential equation

python-stats icon python-stats

Python library containing variety of statistics related functions used in my research.

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