Danijel Grahovac
Assistant Professor Department of Mathematics Josip Juraj Strossmayer University of Osijek Trg Ljudevita Gaja 6 Osijek, HR31000, Croatia

Research Interests
 Scaling properties of stochastic processes (selfsimilarity, multifractal processes), limit theorems, heavytailed distributions
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
 K. Sabo, D. Grahovac, R. Scitovski, Incremental method for multiple line detection problem  iterative reweighted approach, Mathematics and Computers in Simulation 178 (2020), 588602
 D. Grahovac, Multifractal processes: Definition, properties and new examples, Chaos, Solitons & Fractals 134/109735 (2020)
 D. Grahovac, N.N. Leonenko, M. Taqqu, The multifaceted behavior of integrated supOU processes: The infinite variance case, Journal of Theoretical Probability 33 (2020), 18011831
 F. Avram, D. Grahovac, C. VardarAcar, The W,Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems, ESAIM: Probability and Statistics 24 (2020), 454525
 D. Grahovac, N.N. Leonenko, M. Taqqu, Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes, Stochastic Processes and their Applications 129/12 (2019), 51135150
 D. Grahovac, N.N. Leonenko, A. Sikorskii, M. Taqqu, The unusual properties of aggregated superpositions of OrnsteinUhlenbeck type processes, Bernoulli 25/3 (2019), 20292050
 F. Avram, D. Grahovac, C. VardarAcar, The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps, Risks 7/118 (2019), 115
 D. Grahovac, N.N. Leonenko, Bounds on the support of the multifractal spectrum of stochastic processes, Fractals 26/04 (2018), 121
 D. Grahovac, Densities of RuinRelated Quantities in the CramérLundberg Model with Pareto Claims, Methodology and Computing in Applied Probability 20/1 (2018), 273288
 D. Grahovac, N.N. Leonenko, M. Taqqu, Intermittency of trawl processes, Statistics & Probability Letters 137 (2018), 235242
 R. Grbić, D. Grahovac, R. Scitovski, A method for solving the multiple ellipses detection problem, Pattern Recognition 60 (2016), 824834
 D. Grahovac, N.N. Leonenko, A. Sikorskii, I. Tešnjak, Intermittency of superpositions of OrnsteinUhlenbeck type processes, Journal of Statistical Physics 165/2 (2016), 390408
 D. Grahovac, M. Jia, N.N. Leonenko, E. Taufer, Asymptotic properties of the partition function and applications in tail index inference of heavytailed data, Statistics  a Journal of Theoretical and Applied Statistics 49/6 (2015), 12211242
 D. Grahovac, N. Šuvak, Heavytailed modeling of CROBEX, Financial Theory and Practice 39/4 (2015), 411430
 D. Grahovac, N.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), 105119
 D. Grahovac, N.N. Leonenko, Detecting multifractal stochastic processes under heavytailed effects, Chaos, Solitons & Fractals 66 (2014), 7889
 D. Grahovac, M. Jia, N.N. Leonenko, E. Taufer, On the tail index inference based on the scaling function method, 18th European Young Statisticians Meeting, Osijek, Croatia, 2013, 3945
 D. Grahovac, L. Grgić, Dugoročna zavisnost, Osječki matematički list 19/1 (2019), 1529
 D. Grahovac, A. Leko, Modeliranje rizika u osiguranju, Osječki matematički list 15/2 (2015), 113129
 D. Grahovac, Twodimensional interpolation spline, Osječki matematički list 10/1 (2010), 5969
 R. Scitovski, K. Sabo, D. Grahovac, Globalna optimizacija, Sveučilište Josipa Jurja Strossmayera u Osijeku, Odjel za matematiku, Osijek, 2017.
 R. Scitovski, K. Sabo, D. Grahovac, Globalna optimizacija (2017)
Projects

Limiting behavior of intermittent processes and diffusions
Project runs in academic year 2019/2020. Project leader: Danijel Grahovac. Project funded by University of Osijek. 
Stochastic models with longrange 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 20072013. Project leader: Mirta Benšić. Project funded by Croatian Ministry of Science, Education and Sports.
Professional Activities
Editorial Boards CoEditor of Croatian Operational Research Review
Committee Memberships
 Member of the Local Organizing Comitee of the 18th European Young Statisticians Meeting, 2630 August 2013, Osijek, Croatia
Service Activities
 Secretary of the Mathematical Colloquium in Osijek, 2013  2017
 Moderator of Optimization and applications seminar 2017 
Teaching
Konzultacije (Office Hours): četvrtak 13:00, u vrijeme ispitnih rokova po dogovoru
Teme diplomskih radova 2019/2020 (pdf)
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Past courses: Databases, Statistics, Stochastic Processes, Numerical Mathematics, Mathematics (Faculty of Economics)
Personal