Danijel Grahovac

 

 AVM6205 Assistant Professor
Department of Mathematics
Josip Juraj Strossmayer University of Osijek
Trg Ljudevita Gaja 6
Osijek, HR-31000, Croatia
phone: +385-31-224-821
fax: +385-31-224-801
email:  dgrahova @ mathos.hr
Google Scholar profil
office:  18 (first floor)

 


Research Interests

Scaling properties of stochastic processes (self-similarity, multifractal processes), heavy-tailed distributions, parameter estimation

Degrees

PhD in mathematics, Faculty of Natural Science, Department of Mathematics, University of Zagreb, 2015
Thesis: Scaling properties of stochastic processes with applications to parameter estimation and sample path properties, supervisors: N. N. Leonenko, M. Benšić
MSc in Mathematics, Financial and Business Mathematics, Department of Mathematics, University of Osijek, Croatia, 2010
MSc in Mathematics and Computer Science Education, Department of Mathematics, University of Osijek, Croatia, 2016
BSc in Mathematics, Department of Mathematics, University of Osijek, Croatia, 2008
 

Publications

Journal Publications

  1. D. Grahovac, Densities of Ruin-Related Quantities in the Cramér-Lundberg Model with Pareto Claims, Methodology and Computing in Applied Probability (2017), prihvaćen za objavljivanje
  2. R. Grbić, D. Grahovac, R. Scitovski, A method for solving the multiple ellipses detection problem, Pattern Recognition 60 (2016), 824-834
  3. D. Grahovac, N. Leonenko, A. Sikorskii, I. Tešnjak, Intermittency of superpositions of Ornstein-Uhlenbeck type processes, Journal of Statistical Physics 165/2 (2016), 390-408
  4. D. Grahovac, M. Jia, N. Leonenko, E. Taufer, Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data, Statistics - a Journal of Theoretical and Applied Statistics 49/6 (2015), 1221-1242
  5. D. Grahovac, N. Šuvak, Heavy-tailed modeling of CROBEX, Financial Theory and Practice 39/4 (2015), 411-430
  6. D. Grahovac, N. Leonenko, M. Taqqu, Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters, Journal of Statistical Physics 158/1 (2015), 105-119
  7. D. Grahovac, N. Leonenko, Detecting multifractal stochastic processes under heavy-tailed effects, Chaos, Solitons & Fractals 66 (2014), 78-89


Refereed Proceedings

  1. D. Grahovac, M. Jia, N. Leonenko, E. Taufer, On the tail index inference based on the scaling function method, 18th European Young Statisticians Meeting, Osijek, Croatia, 2013, 39-45


Others

  1. D. Grahovac, A. Leko, Modeliranje rizika u osiguranju, Osječki matematički list 15/2 (2015), 113-129
  2. D. Grahovac, Two-dimensional interpolation spline, Osječki matematički list 10/1 (2010), 59-69


Books

  1. R. Scitovski, K. Sabo, D. Grahovac, Globalna optimizacija, Sveučilište Josipa Jurja Strossmayera u Osijeku, Odjel za matematiku, Osijek, 2017.


Softwares

  1. R. Scitovski, K. Sabo, D. Grahovac, Globalna optimizacija (2017)



Projects

  • Stochastic models with long-range dependence
    Project runs in academic year 2017/2018. Project leader: Nenad Šuvak. Project funded by University of Osijek.

  • Fractional Pearson Diffusions
    Project run in academic year 2014/2015. Project leader: Nenad Šuvak. Project funded by University of Osijek.

  • Development and Application of Growth Potential Prediction Models for Small and Medium Enterprises in Croatia
    Project runs since June 2014. Project leader: Nataša Šarlija. Project funded by Croatian Science Foundation.

  • Statistical aspects of estimation problem in nonlinear parametric models
    Project run in 2007-2013. Project leader: Mirta Benšić. Project funded by Croatian Ministry of Science, Education and Sports.


Professional Activities

 Committee Memberships

  • Member of the Local Organizing Comitee of the 18th European Young Statisticians Meeting, 26-30 August 2013, Osijek, Croatia

Service Activities

Teaching

Konzultacije (Office Hours): utorak 11:30, u vrijeme ispitnih rokova po dogovoru

 

Teme diplomskih radova 2016/2017 (pdf)

 

Courses in Winter semester 2017/2018:

Courses in Summer semester 2016/2017:

Courses in Winter semester 2016/2017:

Courses in Summer semester 2015/2016:

Courses in Winter semester 2015/2016:

Courses in Summer semester 2014/2015:

Courses in Winter semester 2014/2015:

Past courses: Databases, Statistics, Stochastic Processes, Numerical Mathematics, Mathematics (Faculty of Economics)


Personal