Jan Korbel

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Citations	1099	881
h-index	19	16
i10-index	30	26

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petr jizbaAssociate professor of theoretical physics, FNSPE, Czech Technical University in PragueVerified email at fjfi.cvut.cz
Jean-Philippe AguilarSociété GénéraleVerified email at sgcib.com
Tuan Minh PhamPostdoc at University of AmsterdamVerified email at meduniwien.ac.at
Yuri LuchkoProfessor of Mathematics, Berlin University of Applied Sciences and Technology, GermanyVerified email at bht-berlin.de
David H. WolpertSanta Fe InstituteVerified email at santafe.edu
Mehmet CankayaUsak UniversityVerified email at usak.edu.tr
Simon David LindnerMedical University of Vienna, Complexity Science Hub VIennaVerified email at meduniwien.ac.at
Velimir M. IlićMathematical Institute of the Serbian Academy of Sciences and ArtsVerified email at turing.mi.sanu.ac.rs
Antonio Maria ScarfoneISC-CNRVerified email at cnr.it
Johan DubbeldamDelft University of TechnologyVerified email at tudelft.nl
Fernando E. RosasLecturer at University of SussexVerified email at sussex.ac.uk
Pablo MoralesArayaVerified email at araya.org
Christian BeckQueen Mary University of LondonVerified email at qmul.ac.uk
Justin Lars KirkbyGeorgia Institute of TechnologyVerified email at gatech.edu
Farita TasnimMassachusetts Institute of TechnologyVerified email at mit.edu
Vijay BalasubramanianUniversity of PennsylvaniaVerified email at physics.upenn.edu
Thomas OuldridgeDepartment of Bioengineering, Imperial College LondonVerified email at imperial.ac.uk
Edgar RoldanResearch Scientist, ICTPVerified email at ictp.it
Eric De GiuliDepartment of Physics, Toronto Metropolitan University (formerly Ryerson), TorontoVerified email at ryerson.ca
Gülce KardeşCU Boulder & Santa Fe InstituteVerified email at colorado.edu

Jan Korbel

Complexity Science Hub Vienna

Verified email at csh.ac.at - Homepage

econophysics statistical physics complex systems


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A structured open dataset of government interventions in response to COVID-19 A Desvars-Larrive, E Dervic, N Haug, T Niederkrotenthaler, J Chen, ... Scientific data 7 (1), 285, 2020	217	2020
Maximum Entropy Principle in statistical inference: case for non-Shannonian entropies P Jizba, J Korbel Physical Review Letters 122, 120601, 2019	100	2019
Option Pricing Beyond Black-Scholes Based on Double-Fractional Diffusion H Kleinert, J Korbel Physica A: Statistical Mechanics and its Applications 449, 200-214, 2016	78	2016
Modeling of financial processes with a space-time fractional diffusion equation of varying order J Korbel, Y Luchko Fractional Calculus and Applied Analysis 19 (6), 1414-1433, 2016	77	2016
Multifractal diffusion entropy analysis: Optimal bin width of probability histograms P Jizba, J Korbel Physica A: Statistical Mechanics and its Applications 413, 438-458, 2014	38	2014
On q-Non-extensive Statistics with Non-Tsallisian Entropy P Jizba, J Korbel Physica A: Statistical Mechanics and its Applications 444, 808-827, 2016	36	2016
Classification of complex systems by their sample-space scaling exponents J Korbel, R Hanel, S Thurner New Journal od Physics 20, 093007, 2018	33	2018
An overview of generalized entropic forms (a) VM Ilić, J Korbel, S Gupta, AM Scarfone Europhysics Letters 133 (5), 50005, 2021	31	2021
Transfer entropy between communities in complex financial networks J Korbel, X Jiang, B Zheng Entropy 21 (11), 1124, 2019	30	2019
Applications of the fractional diffusion equation to option pricing and risk calculations JP Aguilar, J Korbel, Y Luchko Mathematics 7 (9), 796, 2019	30	2019
Balance and fragmentation in societies with homophily and social balance TM Pham, AC Alexander, J Korbel, R Hanel, S Thurner Scientific reports 11 (1), 17188, 2021	28*	2021
When Shannon and Khinchin meet Shore and Johnson: Equivalence of information theory and statistical inference axiomatics P Jizba, J Korbel Physical Review E 101 (4), 042126, 2020	27	2020
Point Information Gain and Multidimensional Data Analysis R Rychtáriková, J Korbel, P Macháček, P Císař, J Urban, D Štys Entropy 2016, 18(10), 372, 2016	27*	2016
Empirical social triad statistics can be explained with dyadic homophylic interactions TM Pham, J Korbel, R Hanel, S Thurner Proceedings of the National Academy of Sciences 119 (6), e2121103119, 2022	26	2022
Tsallis thermostatics as a statistical physics of random chains P Jizba, J Korbel, V Zatloukal Physical Review E 95, 022103, 2017	24	2017
Series representation of the pricing formula for the European option driven by space-time fractional diffusion JP Aguilar, C Coste, J Korbel Fractional Calculus and Applied Analysis 21 (4), 981-1004, 2018	22	2018
Applications of Hilfer-Prabhakar operator to option pricing financial model Ž Tomovski, JLA Dubbeldam, J Korbel Fractional Calculus and Applied Analysis 23 (4), 996-1012, 2020	20	2020
Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications JP Aguilar, J Korbel Fractal and Fractional 2 (1), 15, 2018	19	2018
Transition between superstatistical regimes: validity, breakdown and applications P Jizba, J Korbel, H Lavička, M Prokš, V Svoboda, C Beck Physica A 493, 29-46, 2018	19	2018
Least informative distributions in maximum q-log-likelihood estimation MN Çankaya, J Korbel Physica A: Statistical Mechanics and its Applications 509, 140-150, 2018	17	2018

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