Damir Filipovic
École Polytechnique Fédérale de Lausanne
H-index: 41
Europe-Switzerland
Top articles of Damir Filipovic
Neural Control Systems
arXiv preprint arXiv:2404.13967
2024/4/22
Sparse Portfolio Selection via Topological Data Analysis based Clustering
arXiv preprint arXiv:2401.16920
2024/1/30
Analysis of Large Market Data Using Neural Networks: A Causal Approach
IEEE Journal on Selected Areas in Information Theory
2024/1/16
StockTwits classified sentiment and stock returns
Digital Finance
2023/12/29
Stripping the Swiss Discount Curve
Swiss Finance Institute Research Paper
2023/10/23
Discount models
Finance and Stochastics
2023/10
Ensemble learning for portfolio valuation and risk management
arXiv preprint arXiv:2204.05926
2022/4/12
Stripping the discount curve-a robust machine learning approach
Swiss Finance Institute Research Paper
2022/3/15
Empirical Asset Pricing via Ensemble Gaussian Process Regression
arXiv preprint arXiv:2212.01048
2022/12/2
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems
Mathematical Finance
2022/10
Machine learning for predicting stock return volatility
Swiss Finance Institute Research Paper
2021/12/23
Mean-covariance robust risk measurement
arXiv preprint arXiv:2112.09959
2021/12/18
Machine learning with kernels for portfolio valuation and risk management
Finance and Stochastics
2021/11/22
Adaptive joint distribution learning
arXiv preprint arXiv:2110.04829
2021/10/10
Damir Filipovic
H-Index: 27
Paul Schneider
H-Index: 12
Special Issue on Dimensionality Reduction, Learning, and Machines
2021/6/1
Damir Filipovic
H-Index: 27
Event studies on investor sentiment
2021/4
Machine Learning Applications in the Insurance Industry
2021
Damir Filipovic
H-Index: 27
Affine Pricing and Hedging of Collateralized Debt Obligations
arXiv preprint arXiv:2011.10101
2020/11/19
A term structure model for dividends and interest rates
Mathematical Finance
2020/10
Co-Authors
