Detail

Keywords

Complex Adaptive Systems; Econophysics; Entropy; Network Theory; Thermodynamics

Research group(s)

• Complexity Science Hub Vienna
  Head: Stefan Thurner
  Research Area: Understanding complexity to tackle present and future challenges The Complexity Science Hub Vienna was founded with the vision to become the focal point of complexity science in Europe. The aim is to provide an exciting, creative environment for open-minded visionaries who are brave enough to step out of mainstream science. The Hub will be an incubator and playground for radically new ideas. Outreach activities share the excitement for complexity science with a wider public.
  Members:
  Stefan Thurner
  Jan Korbel
  Hannah Metzler

Research interests

I am interested in the following research topics:

• Complex systems:
• Information theory of complex systems
• Complex networks
• Statistical physics of complex systems
• Correlated systems
• Systems with emergent structures.
• Statistical physics:
• Generalized entropies
• Stochastic thermodynamics
• Maximum entropy principle,
• Thermodynamics of complex systems.
• Econophysics:
• Option pricing
• Applications of fractional calculus
• Network models
• Multifractal analysis of time series
• Tranfer entropy
• Applications of information theory in finance
• Sociophysics:
• Opinion dynamics
• Emergence of social polarization
• Social group formation

Selected publications

1. Korbel, J. et al. (2023) ‘Homophily-Based Social Group Formation in a Spin Glass Self-Assembly Framework’, Physical Review Letters, 130(5). Available at: https://doi.org/10.1103/physrevlett.130.057401.
2. Pham, T.M. et al. (2022) ‘Empirical social triad statistics can be explained with dyadic homophylic interactions’, Proceedings of the National Academy of Sciences, 119(6). Available at: https://doi.org/10.1073/pnas.2121103119.
3. Korbel, J. et al. (2021) ‘Thermodynamics of structure-forming systems’, Nature Communications, 12(1). Available at: https://doi.org/10.1038/s41467-021-21272-7.
4. Jizba, P. and Korbel, J. (2019) ‘Maximum Entropy Principle in Statistical Inference: Case for Non-Shannonian Entropies’, Physical Review Letters, 122(12). Available at: https://doi.org/10.1103/physrevlett.122.120601.
5. Kleinert, H. and Korbel, J. (2016) ‘Option pricing beyond Black–Scholes based on double-fractional diffusion’, Physica A: Statistical Mechanics and its Applications, 449, pp. 200–214. Available at: https://doi.org/10.1016/j.physa.2015.12.125.