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 | 203 | 2020 |
Maximum Entropy Principle in statistical inference: case for non-Shannonian entropies P Jizba, J Korbel Physical Review Letters 122, 120601, 2019 | 90 | 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 | 75 | 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 | 73 | 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 | 30 | 2018 |
An overview of generalized entropic forms (a) VM Ilić, J Korbel, S Gupta, AM Scarfone Europhysics Letters 133 (5), 50005, 2021 | 27 | 2021 |
Transfer entropy between communities in complex financial networks J Korbel, X Jiang, B Zheng Entropy 21 (11), 1124, 2019 | 26 | 2019 |
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 |
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 | 24 | 2021 |
Tsallis thermostatics as a statistical physics of random chains P Jizba, J Korbel, V Zatloukal Physical Review E 95, 022103, 2017 | 22 | 2017 |
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 | 20 | 2022 |
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 |
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 | 19 | 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 | 18 | 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 | 18 | 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 | 15 | 2018 |