Publications
P. Jizba and J.
Korbel. Multifractal diffusion entropy analysis: Optimal bin width of
probability histograms. Physica A:
Statistical Mechanics and its Applications 413, 2014.
438-458.
P. Jizba and J. Korbel. Techniques for multifractal spectrum estimation in financial time series. International Journal of Design & Nature and Ecodynamics 10(3), 2015, 261-266.
P. Jizba and J. Korbel. On q-non-extensive statistics with non-Tsallisian entropy. Physica A: Statistical Mechanics and its Applications 444, 2016. 808-827. virual presentation
H. Kleinert and J. Korbel. Option pricing beyond Black-Scholes based on double-fractional diffusion. Physica A: Statistical Mechanics nd its Applications 449, 2016. 200-214.
R. Rychtáriková, J. Korbel, P. Macháček, P. Císař, J. Urban and D. Štys. Point information gain and multidimensional data analysis. Entropy 18(10), 2016, 372.
J. Korbel and Yu. Luchko. Modelling of financial processes with a space-time fractional diffusion equation of varying order. Fractional Calculus and Applied Analysis 19(6), 2016, 1414-1433.
P. Jizba and J. Korbel. Remarks on "Comments on 'On q-non-extenstive statistics with non-Tsallisian entropy' ". Physica A 468, 2017, 238-243.
P. Jizba, J. Korbel and V Zatloukal. Tsallis thermostatistics as a statistical physics of random chains. Physical Review E 95(2), 2017, 022103.
M. Cankaya and J. Korbel. On
statistical properties of Jizba-Arimitsu hybrid entropy.
Physica A 475,
2017, 1-10.
J. Korbel. Rescaling th enonadditivity
parameter in Tsallis thermostatistics.
Physics Letters A 281(32),
2017, 2588-2592.
P. Jizba and J. Korbel. On the
uniqueness theorem for pseudo-additive entropies.
Entropy 19(11),
2017, 605.
P.
Jizba, J.
Korbel,
H.
Lavička, V. Svoboda, M. Prokš, C. Beck. Transitions between
superstatistical regimes: validity, breakdown and applications.
Physica
A 493,
2018, 29-46.
Proceedings
P. Jizba and J.
Korbel. Methods and techniques for multifractal spectrum estimation in
financial time series. In Proceedings ASMDA 2013, 2014.
P.
Jizba and J. Korbel. Modeling financial
time series: multifractal cascades and Rényi entropy. In ISCS 2013:
Interdisciplinary Symposium on Complex Systems:
227-236.
Springer Berlin Heidelberg, 2014.
P. Jizba and J. Korbel. Applications of multifractal diffusion entropy analysis to daily and intraday financial time series. In ISCS 2014: Interdisciplinary Symposium on Complex Systems: 333-342. Springer International Publishing, 2015.
Theses
J. Korbel. Applications of Generalized Statistics and Multifractals in Financial Markets and Thermodynamics. Doctoral thesis. Czech Technical University in Prague, 2016. PDF
J. Korbel. Applications of Multifractals in Financial Markets. Master thesis. Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, 2012. PDF
J. Korbel. Applications of Generalized Statistics in Econophysics. Bachelor thesis. Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, 2010. PDF