# Jan Korbel - Publications

23 V.M. Ilic, J. Korbel, S. Gupta, and A.M. ScarfoneAn overview of generalized entropic forms

Europhysics Letters 133, 50005, (2021) [bib]

```
@ARTICLE{ilic2021oge,
author = {Ilic, V.M.~ and Korbel, J.~ and Gupta, S.~ and Scarfone, A.M.~},
title = {An overview of generalized entropic forms},
journal = {Europhysics Letters},
year = {2021},
volume = {133},
number = {5},
pages = {50005},
url = {https://iopscience.iop.org/article/10.1209/0295-5075/133/50005}
}
```

22 J. Korbel and D.H. Wolpert

Stochastic thermodynamics and fluctuation theorems for non-linear systems

New Journal of Physics 23, 033049, (2021) [bib]

```
@ARTICLE{korbel2021stf,
author = {Korbel, J.~ and Wolpert, D.H.~},
title = {Stochastic thermodynamics and fluctuation theorems for non-linear systems},
journal = {New Journal of Physics},
year = {2021},
volume = {23},
pages = {033049},
url = {https://iopscience.iop.org/article/10.1088/1367-2630/abea46#Acknowledgments}
}
```

21 J. Korbel

Calibration Invariance of the MaxEnt Distribution in the Maximum Entropy Principle

Entropy 23, e23010096, (2021) [bib]

```
@ARTICLE{korbel2021cim,
author = {Korbel, J.~},
title = {Calibration Invariance of the MaxEnt Distribution in the Maximum Entropy Principle},
journal = {Entropy},
year = {2021},
volume = {23},
number = {1},
pages = {e23010096},
url = {https://www.mdpi.com/1099-4300/23/1/96}
}
```

20 T.M. Pham, C.A. Alexander, J. Korbel, R. Hanel, and S. Thurner

Balanced and fragmented phases in societies with homophily and social balance

2020 (in review) [bib]

```
@ARTICLE{pham2020bfp,
author = {Pham, T.M.~ and Alexander, C.A.~ and Korbel, J.~ and Hanel, R.~ and Thurner, S.~},
title = {Balanced and fragmented phases in societies with homophily and social balance},
journal = {},
year = {2020},
note = {in review},
url = {https://arxiv.org/abs/2012.11221}
}
```

19 J.-P. Aguilar, J.L. Kirkby, and J. Korbel

Pricing, Risk and Volatility in Subordinated Market Models

Risks 8, 8040124, (2020) [bib]

```
@ARTICLE{aguilar2020prv,
author = {Aguilar, J.-P.~ and Kirkby, J.L.~ and Korbel, J.~},
title = {Pricing, Risk and Volatility in Subordinated Market Models},
journal = {Risks},
year = {2020},
volume = {8},
number = {4},
pages = {8040124},
url = {https://www.mdpi.com/2227-9091/8/4/124}
}
```

18 Z. Tomovski, J.L.A. Dubbeldam, and J. Korbel

Applications of Hilfer-Prabhakar operator to option pricing financial model

Fractional Calculus and Applied Analysis 23, 2020 (doi.org/10.1515/fca-2020-0052 ) [bib]

```
@ARTICLE{tomovski2020aho,
author = {Tomovski, Z.~ and Dubbeldam, J.L.A.~ and Korbel, J.~},
title = {Applications of Hilfer-Prabhakar operator to option pricing financial model},
journal = {Fractional Calculus and Applied Analysis},
year = {2020},
volume = {23},
number = {4},
note = {doi.org/10.1515/fca-2020-0052 },
url = {https://www.degruyter.com/view/journals/fca/23/4/article-p996.xml}
}
```

17 J. Korbel, S.D. Lindner, R. Hanel, and S. Thurner

Thermodynamics of structure-forming systems

Nature Communications 12, 1127, (2021) [bib]

```
@ARTICLE{korbel2021tss,
author = {Korbel, J.~ and Lindner, S.D.~ and Hanel, R.~ and Thurner, S.~},
title = {Thermodynamics of structure-forming systems},
journal = {Nature Communications},
year = {2021},
volume = {12},
pages = {1127},
url = {https://www.nature.com/articles/s41467-021-21272-7#Ack1}
}
```

16 J. Korbel, R. Hanel, and S. Thurner

Information geometry of scaling expansions of non-exponentially growing configuration spaces

European Physical Journal Special Topics 229, 787–807, (2020) [bib]

```
@ARTICLE{korbel2020igs,
author = {Korbel, J.~ and Hanel, R.~ and Thurner, S.~},
title = {Information geometry of scaling expansions of non-exponentially growing configuration spaces},
journal = {European Physical Journal Special Topics},
year = {2020},
volume = {229},
pages = {787–807},
url = {https://epjst.epj.org/articles/epjst/abs/2020/04/epjst1900190/epjst1900190.html}
}
```

15 J. Korbel, X. Jiang, and B. Zheng

Transfer Entropy between Communities in Complex Financial Networks

Entropy 21, e21111124 , (2019) [bib]

```
@ARTICLE{korbel2019teb,
author = {Korbel, J.~ and Jiang, X.~ and Zheng, B.~},
title = {Transfer Entropy between Communities in Complex Financial Networks},
journal = {Entropy},
year = {2019},
volume = {21},
number = {11},
pages = {e21111124 },
url = {https://www.mdpi.com/1099-4300/21/11/1124}
}
```

14 P. Jizba and J. Korbel

When Shannon and Khinchin meet Shore and Johnson: equivalence of information theory and statistical inference axiomatics

Physical Review E 101, 042126, (2020) [bib]

```
@ARTICLE{jizba2020wsk,
author = {Jizba, P.~ and Korbel, J.~},
title = {When Shannon and Khinchin meet Shore and Johnson: equivalence of information theory and statistical inference axiomatics},
journal = {Physical Review E},
year = {2020},
volume = {101},
number = {4},
pages = {042126},
url = {https://journals.aps.org/pre/abstract/10.1103/PhysRevE.101.042126}
}
```

13 J.-P. Aguilar, J. Korbel, and Y. Luchko

Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations

Mathematics 7, 796, (2019) [bib]

```
@ARTICLE{aguilar2019afd,
author = {Aguilar, J.-P.~ and Korbel, J.~ and Luchko, Y.~},
title = {Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations},
journal = {Mathematics},
year = {2019},
volume = {7},
number = {9},
pages = {796},
url = {https://www.mdpi.com/2227-7390/7/9/796}
}
```

12 P. Jizba and J. Korbel

Comment on "Rényi entropy yields artificial biases not in the data and incorrect updating due to the finite-size data"

Physical Review E 100, 026101, (2019) [bib]

```
@ARTICLE{jizba2019c"e,
author = {Jizba, P.~ and Korbel, J.~},
title = {Comment on "Rényi entropy yields artificial biases not in the data and incorrect updating due to the finite-size data"},
journal = {Physical Review E},
year = {2019},
volume = {100},
pages = {026101},
url = {https://journals.aps.org/pre/abstract/10.1103/PhysRevE.100.026101}
}
```

11 L. Horstmeyer, T.M. Pham, J. Korbel, and S. Thurner

Predicting collapse of networked dynamical systems without knowing the network

Scientific Reports 10, 1223, (2020) [bib]

```
@ARTICLE{horstmeyer2020pcn,
author = {Horstmeyer, L.~ and Pham, T.M.~ and Korbel, J.~ and Thurner, S.~},
title = {Predicting collapse of networked dynamical systems without knowing the network},
journal = {Scientific Reports},
year = {2020},
volume = {10},
number = {1},
pages = {1223},
url = {https://www.nature.com/articles/s41598-020-57751-y}
}
```

10 J.-P. Aguilar and J. Korbel

Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model

Risks 7, 36, (2019) [bib]

```
@ARTICLE{aguilar2019sfp,
author = {Aguilar, J.-P.~ and Korbel, J.~},
title = {Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model},
journal = {Risks},
year = {2019},
volume = {7},
number = {2},
pages = {36},
url = {https://www.mdpi.com/2227-9091/7/2/36}
}
```

9 J. Korbel, R. Hanel, and S. Thurner

Information Geometric Duality of Phi-Deformed Exponential Families

Entropy 21, e21020112, (2019) [bib]

```
@ARTICLE{korbel2019igd,
author = {Korbel, J.~ and Hanel, R.~ and Thurner, S.~},
title = {Information Geometric Duality of Phi-Deformed Exponential Families},
journal = {Entropy},
year = {2019},
volume = {21},
number = {2},
pages = {e21020112},
url = {https://www.mdpi.com/1099-4300/21/2/112}
}
```

8 P. Jizba and J. Korbel

Maximum Entropy Principle in Statistical Inference: Case for Non-Shannonian Entropies

Physical Review Letters 122, 120601, (2019) [bib]

```
@ARTICLE{jizba2019mep,
author = {Jizba, P.~ and Korbel, J.~},
title = {Maximum Entropy Principle in Statistical Inference: Case for Non-Shannonian Entropies},
journal = {Physical Review Letters},
year = {2019},
volume = {122},
pages = {120601},
url = {https://journals.aps.org/prl/abstract/10.1103/PhysRevLett.122.120601}
}
```

7 J.-P. Aguilar, C. Coste, and J. Korbel

Series representation of the pricing formula for the European option driven by space-time fractional diffusion

Fractional Calculus and Applied Analysis 21, 981, (2018) [bib]

```
@ARTICLE{aguilar2018srp,
author = {Aguilar, J.-P.~ and Coste, C.~ and Korbel, J.~},
title = {Series representation of the pricing formula for the European option driven by space-time fractional diffusion},
journal = {Fractional Calculus and Applied Analysis},
year = {2018},
volume = {21},
number = {4},
pages = {981},
url = {https://www.degruyter.com/view/j/fca.2018.21.issue-4/fca-2018-0054/fca-2018-0054.xml?format=INT}
}
```

6 M.N. Cankaya and J. Korbel

Least informative distributions in maximum qq-log-likelihood estimation

Physica A 509, 140-150, (2018) [bib]

```
@ARTICLE{cankaya2018lid,
author = {Cankaya, M.N.~ and Korbel, J.~},
title = {Least informative distributions in maximum qq-log-likelihood estimation},
journal = {Physica A},
year = {2018},
volume = {509},
pages = {140--150},
url = {https://www.sciencedirect.com/science/article/pii/S0378437118307283}
}
```

5 J. Korbel, R. Hanel, and S. Thurner

Classification of complex systems by their sample-space scaling exponents

New Journal of Physics 20, 093007, (2018) [bib]

```
@ARTICLE{korbel2018ccs,
author = {Korbel, J.~ and Hanel, R.~ and Thurner, S.~},
title = {Classification of complex systems by their sample-space scaling exponents},
journal = {New Journal of Physics},
year = {2018},
volume = {20},
pages = {093007},
url = {http://iopscience.iop.org/article/10.1088/1367-2630/aadcbe/meta}
}
```

4 J.-P. Aguilar and J. Korbel

Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications

Fractal and Fractional 2, 2010015, (2018) [bib]

```
@ARTICLE{aguilar2018opm,
author = {Aguilar, J.-P.~ and Korbel, J.~},
title = {Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications},
journal = {Fractal and Fractional},
year = {2018},
volume = {2},
number = {1},
pages = {2010015},
url = {Fractal and Fractional}
}
```

3 P. Jizba, J. Korbel, H. Lavicka, M. Prokš, V. Svoboda, and C. Beck

Transitions between superstatistical regimes: Validity, breakdown and applications

Physica A 493, 29-46, (2018) [bib]

```
@ARTICLE{jizba2018tbs,
author = {Jizba, P.~ and Korbel, J.~ and Lavicka, H.~ and Prokš, M.~ and Svoboda, V.~ and Beck, C.~},
title = {Transitions between superstatistical regimes: Validity, breakdown and applications},
journal = {Physica A},
year = {2018},
volume = {493},
pages = {29--46},
url = {https://www.sciencedirect.com/science/article/pii/S0378437117309949}
}
```

2 R. Rychtáriková, J. Korbel, P. Machácek, and D. Štys

Point Divergence Gain and Multidimensional Data Sequences Analysis

Entropy 20, 106, (2018) [bib]

```
@ARTICLE{rychtáriková2018pdg,
author = {Rychtáriková, R.~ and Korbel, J.~ and Machácek, P.~ and Štys, D.~},
title = {Point Divergence Gain and Multidimensional Data Sequences Analysis},
journal = {Entropy},
year = {2018},
volume = {20},
number = {2},
pages = {106},
url = {http://www.mdpi.com/1099-4300/20/2/106}
}
```

1 P. Jizba and J. Korbel

On the Uniqueness Theorem for Pseudo-Additive Entropies

Entropy 19, e19110605, (2017) [bib]

```
@ARTICLE{jizba2017utp,
author = {Jizba, P.~ and Korbel, J.~},
title = {On the Uniqueness Theorem for Pseudo-Additive Entropies},
journal = {Entropy},
year = {2017},
volume = {19},
number = {11},
pages = {e19110605},
url = {http://www.mdpi.com/1099-4300/19/11/605}
}
```