Jan Korbel

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Citations	973	835
h-index	17	16
i10-index	28	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 Niels Bohr InstituteVerified email at meduniwien.ac.at
David H. WolpertSanta Fe InstituteVerified email at santafe.edu
Yuri LuchkoProfessor of Mathematics, Berlin University of Applied Sciences and Technology, GermanyVerified email at beuth-hochschule.de
Mehmet CankayaUsak UniversityVerified email at usak.edu.tr
Fernando E. RosasLecturer at University of SussexVerified email at imperial.ac.uk
Pablo MoralesArayaVerified email at araya.org
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
Christian BeckQueen Mary University of LondonVerified email at qmul.ac.uk
Johan DubbeldamDelft University of TechnologyVerified email at tudelft.nl
Justin Lars KirkbyGeorgia Institute of TechnologyVerified email at gatech.edu
Farita TasnimMassachusetts Institute of TechnologyVerified email at mit.edu
Leonhard HorstmeyerUniversity of Music and Performing Arts, ViennaVerified email at mdw.ac.at
Johannes WachsCorvinus University of Budapest | Centre for Economic and Regional StudiesVerified email at uni-corvinus.hu
Georg HeilerComplexity Science Hub ViennaVerified email at csh.ac.at
Gülce KardeşCU Boulder & Santa Fe InstituteVerified email at colorado.edu
Nicolas PesciCovéa FinanceVerified email at covea-finance.fr

Jan Korbel

Medical University of Vienna, Complexity Science Hub Vienna

Verified email at meduniwien.ac.at

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	199	2020
Maximum Entropy Principle in statistical inference: case for non-Shannonian entropies P Jizba, J Korbel Physical Review Letters 122, 120601, 2019	85	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	76	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	70	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	37	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	30	2018
Applications of the fractional diffusion equation to option pricing and risk calculations JP Aguilar, J Korbel, Y Luchko Mathematics 7 (9), 796, 2019	26	2019
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	26*	2016
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	25	2020
An overview of generalized entropic forms (a) VM Ilić, J Korbel, S Gupta, AM Scarfone Europhysics Letters 133 (5), 50005, 2021	24	2021
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	23	2021
Transfer entropy between communities in complex financial networks J Korbel, X Jiang, B Zheng Entropy 21 (11), 1124, 2019	23	2019
Tsallis thermostatics as a statistical physics of random chains P Jizba, J Korbel, V Zatloukal Physical Review E 95, 022103, 2017	22	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	20	2018
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	18	2022
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	18	2018
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	17	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	16	2020
Least informative distributions in maximum q-log-likelihood estimation MN Çankaya, J Korbel Physica A: Statistical Mechanics and its Applications 509, 140-150, 2018	15	2018

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