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researcher

Daniel Ševčovič

8 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • middle author2
  • last author3

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.OC3
  • math.CO2
  • q-fin.MF2
  • q-fin.CP1
ORCID 0000-0002-1488-7736

identity via Semantic Scholar / OpenAlex

activity
20102023
most citedNumerical and analytical methods for bond pricing in short rate convergence models of interest rates

2 citations · 3 across the 8 of their papers we have counts for

collaborators
Showing math.OCShow all

3 papers · 1 filter

math.OC2016

Maximization of the Spectral Gap for Chemical Graphs by means of a Solution to a Mixed Integer Semidefinite Program

Sona Pavlikova, Daniel Sevcovic

In this paper we analyze the spectral gap of a weighted graph which is the difference between the smallest positive and largest negative eigenvalue of its adjacency matrix. Such a…

math.OC2014

Application of the Enhanced Semidefinite Relaxation Method to Construction of the Optimal Anisotropy Function

Daniel Sevcovic, Maria Trnovska

In this paper we propose and apply the enhanced semidefinite relaxation technique for solving a class of non-convex quadratic optimization problems. The approach is based on enhanc…

math.OC2014

Solution to the Inverse Wulff Problem by Means of the Enhanced Semidefinite Relaxation Method

Daniel Sevcovic, Maria Trnovska

We propose a novel method of resolving the optimal anisotropy function. The idea is to construct the optimal anisotropy function as a solution to the inverse Wulff problem, i.e. as…

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