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Jan Korbel - Publications

23 V.M. Ilic, J. Korbel, S. Gupta, and A.M. Scarfone
An 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}
}


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