Publications


43. Nonequilibrium thermodynamics of uncertain stochastic processes
Jan Korbel, David Wolpert
Physical Review Research 6 (2024) 013021
doi: 10.1103/PhysRevResearch.6.013021

42. A large-scale empirical investigation of specialization in criminal career
Georg Heiler, Tuan Pham Minh, Jan Korbel, Johannes Wachs, Stefan Thurner
Scientific Reports 13 (2023) 17160
doi: 10.1038/s41598-023-43552-6

41. Thermodynamics of exponential Kolmogorov-Nagumo averages
Pablo A. Morales, Jan Korbel, Fernando E. Rosas
New Journal of Physics 25 (2023) 073011
doi: 10.1088/1367-2630/ACE4EB

40. Geometric Structures Induced by Deformations of the Legendre Transform
Pablo A. Morales, Jan Korbel, Fernando E. Rosas
Entropy 25(4) (2023) 678
doi: 10.3390/E25040678

39. Homophily-Based Social Group Formation in a Spin Glass Self-Assembly Framework
Jan Korbel, Simon D. Lindner, Tuan Pham, Rudolf Hanel, Stefan Thurner
Physical Review Letters 130 (2023) 057401
doi: 10.1103/PhysRevLett.130.057401

38. Energy distribution of inelastic gas in a box is dominated by a power law – a derivation in the framework of sample space reducing processes
Stefan Thurner, Jan Korbel, Rudolf Hanel
New Journal of Physics 25 (2023) 013014
doi: 10.1088/1367-2630/ACAF15

37. Empirical social triad statistics can be explained with dyadic homophylic interactions
Tuan Pham Minh, Jan Korbel, Rudolf Hanel, Stefan Thurner
PNAS 119 (6) (2022) e2121103119
doi: 10.1073/pnas.2121103119

36. On the Quantitative Properties of Some Market Models Involving Fractional Derivatives
Jean-Philippe Aguilar, Jan Korbel, Nicolas Pesci
Mathematics  9(24) (2021) 3198
doi: 10.3390/math9243198

35. The Statistical Foundations of Entropy
Petr Jizba, Jan Korbel
Entropy 23(10) (2021) 1367
doi: 10.3390/e23101367

34. Balance and fragmentation in societies with homophily and social balance
Tuan Pham Minh, Andrew C. Alexander, Jan Korbel, Rudolf Hanel, Stefan Thurner
Scientific Reports 11 (2021) 17188 
doi: 10.1038/S41598-021-96065-5

33. Stochastic thermodynamics and fluctuation theorems for non-linear systems
Jan Korbel, David Wolpert
New Journal of Physics 23 (2021) 033049
doi: 10.1088/1367-2630/ABEA46

32. An overview of generalized entropic forms
Velimir Ilic, Jan Korbel, Shamik Gupta, Antonio Maria Scarfone
Europhysics Letters 133 (2021) 50005
doi: 10.1209/0295-5075/133/50005

31. Thermodynamics of structure-forming systems
Jan Korbel, Simon D. Lindner, Rudolf Hanel, Stefan Thurner
Nature Communications 12 (2021) 1127
doi: 10.1038/S41467-021-21272-7

30. Calibration Invariance of the MaxEnt Distribution in the Maximum Entropy Principle
Jan Korbel
Entropy 23(1) (2021) 96
doi: 10.3390/E23010096

29. Pricing, Risk and Volatility in Subordinated Market Models
Jean-Philippe Aguilar, Justin Lars Kirkby, Jan Korbel
Risks 8(4) (2020) 124
doi: 10.3390/risks8040124

28. A structured open dataset of government interventions in response to COVID-19
Amelie Desvars-Larrive et al.
Scientific Data 7 (2020) 285
doi: 10.1038/S41597-020-00609-9

27. Applications of Hilfer-Prabhakar Operator to Option Pricing Financial Model
Živorad Tomovski, Johan L. A. Dubbeldam, Jan Korbel
Fractional Calculus and Applied Analysis 23 (2020) 996–1012
doi: 10.1515/FCA-2020-0052

26. When Shannon and Khinchin meet Shore and Johnson: Equivalence of information theory and statistical inference axiomatics
Petr Jizba, Jan Korbel
Physical Review E 101 (2020) 042126
doi: 10.1103/PhysRevE.101.042126

25. Information geometry of scaling expansions of non-exponentially growing configuration spaces
Jan Korbel, Rudolf Hanel, Stefan Thurner
European Physical Journal Special Topics 229 (2020) 787–807 
doi: 10.1140/epjst/e2020-900190-x

24. Predicting collapse of adaptive networked systems without knowing the network
Leonhard Horstmeyer, Tuan Pham Minh, Jan Korbel, Stefan Thurner
Scientific Reports 10 (2020) 1223 
doi: 10.1038/s41598-020-57751-y

23. Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model
Jean-Philippe Aguilar, Jan Korbel
Risks 7(2) (2019) 36 
doi: 10.3390/risks7020036

22. Information Geometric Duality of phi-Deformed Exponential Families
Jan Korbel, Rudolf Hanel, Stefan Thurner
Entropy 21(2) (2019) 112
doi: 10.3390/e21020112

21. Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations
Jean-Philippe Aguilar, Jan Korbel, Yuri Luchko
Mathematics 7(9) (2019) 796
doi: 10.3390/math7090796

20. Maximum Entropy Principle in Statistical Inference: Case for Non-Shannonian Entropies
Petr Jizba, Jan Korbel
Physical Review Letters 122 (2019) 120601
doi: 10.1103/PhysRevLett.122.120601

19. Comment on „Renyi entropy yields artificial biases not in the data and incorrect updating due to the finite size data“
Petr Jizba, Jan Korbel
Physical Review E 100 (2019) 026101
doi: 10.1103/PhysRevE.100.026101

18. Transfer Entropy between Communities in Complex Financial Networks
Jan Korbel, Xiongfei Jiang, Bo Zheng
Entropy 21(11) (2019) 1124
doi: 10.3390/e21111124

17. Least informative distributions in maximum q-log-likelihood estimation
Mehmet Niyazi Cankaya, Jan Korbel
Physica A 509 (2018) 140-150
doi: 10.1016/j.physa.2018.06.004

16. Classification of complex systems by their sample-space scaling exponents
Jan Korbel, Rudolf Hanel, Stefan Thurner
New Journal of Physics 20 (2018) 093007
doi: 10.1088/1367-2630/aadcbe

15. Series representation of the pricing formula for the European option driven by space-time fractional diffusion
Jean-Philippe Aguilar, Cyril Coste, Jan Korbel
Fractional Calculus and Applied Analysis 21 (2018) 981–1004
doi: 10.1515/fca-2018-0054

14. Transitions between superstatistical regimes: Validity, breakdown and applications
Petr Jizba, Jan Korbel, Hynek Lavička, Martin Prokš, Václav Svoboda, Christian Beck
Physica A 493 (2018) 29-46
doi: 10.1016/j.physa.2017.09.109

13. Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications
Jean-Philippe Aguilar, Jan Korbel
Fractal and Fractional 2(1) (2018) 15
doi: 10.3390/fractalfract2010015

12. Point Divergence Gain and Multidimensional Data Sequences Analysis
Renata Rychtáriková, Jan Korbel, Petr Macháček, Dalibor Štys
Entropy 20(2) (2018) 106
doi: 10.3390/e2002010

11. On the Uniqueness Theorem for Pseudo-Additive Entropies
Petr Jizba, Jan Korbel
Entropy 19(11) (2018) 605
doi: 10.3390/e19110605

10. Rescaling the nonadditivity parameter in Tsallis thermostatistics
Jan Korbel
Physics Letters A 381(32) (2017) 2588-2592
doi: 10.1016/j.physleta.2017.06.033

9. On statistical properties of Jizba-Arimitsu hybrid entropy
Jan Korbel
Physica A 475 (2017) 1-10
doi: 10.1016/j.physa.2017.02.009

8. Tsallis thermostatics as a statistical physics of random chains
Petr Jizba, Jan Korbel, and Václav Zatloukal
Physical Review E 95 (2017) 022103
doi: 10.1103/PhysRevE.95.022103

7. Remarks on „Comments on ‚On q-non-extensive statistics with non-Tsallisian entropy‘ “ [Physica A 466 (2017) 160]
Petr Jizba, Jan Korbel
Physica A 468 (2017) 238-243
doi: 10.1016/j.physa.2016.11.006

6. Point Information Gain and Multidimensional Data Analysis
Renata Rychtáriková, Jan Korbel, Petr Macháček, Petr Císař, Jan Urban, Dalibor Štys
Entropy 18(10) (2015) 372
doi: 10.3390/e18100372

5. Modeling of Financial Processes with A Space-Time Fractional Diffusion Equation of Varying Order
Jan Korbel, Yuri Luchko
Fractional Calculus and Applied Analysis 19 (2016) 1414–1433
doi: 10.1515/fca-2016-0073

4. Option pricing beyond Black-Scholes based on double-fractional diffusion
Hagen Kleinert, Jan Korbel
Physica A 449 (2016) 200-214
doi: 10.1016/j.physa.2015.12.125

3. On q-non-extensive statistics with non-Tsallisian entropy
Petr Jizba, Jan Korbel
Physica A 444 (2016) 808-827
doi: 10.1016/j.physa.2015.10.084

2. Techniques for multifractal spectrum estimation in financial time series
Petr Jizba, Jan Korbel
International Journal of Design & Nature and Ecodynamics 10 (2015) 261-266+0.3390/fractalfract2010015
doi: 10.2495/DNE-V10-N3-261-266

1. Multifractal diffusion entropy analysis: Optimal bin width of probability histograms
Petr Jizba, Jan Korbel
Physica A 413 (2014) 438-458+0.3390/fractalfract2010015
doi: 10.1016/j.physa.2014.07.008