akononovicius / arfima

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

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:

• Personal website
• Physics of Risk blog
• Google Scholar
• Research Gate