Damir Filipovic
École Polytechnique Fédérale de Lausanne
H-index: 41
Europe-Switzerland
Top articles of Damir Filipovic
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Sparse Portfolio Selection via Topological Data Analysis based Clustering | arXiv preprint arXiv:2401.16920 | Anubha Goel Damir Filipović Puneet Pasricha | 2024/1/30 |
Analysis of Large Market Data Using Neural Networks: A Causal Approach | IEEE Journal on Selected Areas in Information Theory | Marc-Aurèle Divernois Jalal Etesami Damir Filipovic Negar Kiyavash | 2024/1/16 |
Neural Control Systems | arXiv preprint arXiv:2404.13967 | Paolo Colusso Damir Filipović | 2024/4/22 |
StockTwits classified sentiment and stock returns | Digital Finance | Marc-Aurèle Divernois Damir Filipović | 2023/12/29 |
Stripping the Swiss Discount Curve | Swiss Finance Institute Research Paper | Nicolas Camenzind Damir Filipović | 2023/10/23 |
Discount models | Finance and Stochastics | Damir Filipović | 2023/10 |
Empirical Asset Pricing via Ensemble Gaussian Process Regression | arXiv preprint arXiv:2212.01048 | Damir Filipović Puneet Pasricha | 2022/12/2 |
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems | Mathematical Finance | Lucio Fernandez‐Arjona Damir Filipović | 2022/10 |
Shrinking the term structure | Damir Filipovic Markus Pelger Ye Ye | 2022/8/8 | |
Ensemble learning for portfolio valuation and risk management | arXiv preprint arXiv:2204.05926 | Lotfi Boudabsa Damir Filipović | 2022/4/12 |
Stripping the discount curve-a robust machine learning approach | Swiss Finance Institute Research Paper | Damir Filipović Markus Pelger Ye Ye | 2022/3/15 |
Machine learning for predicting stock return volatility | Swiss Finance Institute Research Paper | Damir Filipović Amir Khalilzadeh | 2021/12/23 |
Event studies on investor sentiment | Marc-Aurèle Divernois Damir Filipović | 2021/4 | |
Mean-covariance robust risk measurement | arXiv preprint arXiv:2112.09959 | Viet Anh Nguyen Soroosh Shafiee Damir Filipović Daniel Kuhn | 2021/12/18 |
Machine Learning Applications in the Insurance Industry | Lucio Fernandez-Arjona Berchansky Karl Schmedders Damir Filipovic | 2021 | |
Machine learning with kernels for portfolio valuation and risk management | Finance and Stochastics | Lotfi Boudabsa Damir Filipović | 2021/11/22 |
Adaptive joint distribution learning | arXiv preprint arXiv:2110.04829 | Damir Filipovic Michael Multerer Paul Schneider | 2021/10/10 |
Special Issue on Dimensionality Reduction, Learning, and Machines | Damir Filipovic Fabio Trojani | 2021/6/1 | |
Polynomial jump-diffusion models | Stochastic Systems | Damir Filipović Martin Larsson | 2020/3 |
Systemic risk in networks with a central node | SIAM Journal on Financial Mathematics | Hamed Amini Damir Filipovic Andreea Minca | 2020 |
Co-Authors
