The Iron sacked Brian Laws last week following a five-game winless run, but responded under caretaker-bosses Russ Wilcox and Tony Daws with victory at Portsmouth on Saturday.
Swann and the board hope to draw up a short-list of candidates to succeed Laws this week.
"A big thank you to Russ and Tony for stepping in and steadying things, it can never be easy when a manager goes especially when you've worked with them for 14 years, so the professionalism shown towards the situation is warmly applauded," Swann told the club's official website.
"With regards to the manager's position, I find myself once again repeating the fact that David O'Leary is not in contention, has not applied and has never met me.
"Please do not waste your money, if you're having a little gamble on the outcome, the bookies are the only winners.
"Applications are still coming in and we will begin looking at a shortlist over the coming week and I must say we have a lot to discuss as a board, so please give us time and we will find the best candidate for the job."