Control of vibrations in multi-mass systems with locally controlled absorbers. - Damir Filipovic; Dierk Schröder (Autom., 2001)

A general characterization of one factor affine term structure models. - Damir Filipovic (Finance Stochastics, 2001)

A simple model for credit migration and spread curves. - Li Chen; Damir Filipovic (Finance Stochastics, 2005)

Optimal capital and risk allocations for law- and cash-invariant convex functions. - Damir Filipovic; Gregor Svindland (Finance Stochastics, 2008)

Existence of Lévy term structure models. - Damir Filipovic; Stefan Tappe (Finance Stochastics, 2008)

A note on natural risk statistics. - Shabbir Ahmed 001; Damir Filipovic; Gregor Svindland (Oper. Res. Lett., 2008)

Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity. - Damir Filipovic; Stefan Tappe; Josef Teichmann (SIAM J. Financial Math., 2010)

Approaches to Conditional Risk. - Damir Filipovic; Michael Kupper; Nicolas Vogelpoth (SIAM J. Financial Math., 2012)

Pricing and hedging of inflation-indexed bonds in an affine framework. - Zehra Eksi; Damir Filipovic (J. Comput. Appl. Math., 2014)

Polynomial diffusions and applications in finance. - Damir Filipovic; Martin Larsson (Finance Stochastics, 2016)

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting. - Hamed Amini; Damir Filipovic; Andreea Minca (Oper. Res., 2016)

Uniqueness of equilibrium in a payment system with liquidation costs. - Hamed Amini; Damir Filipovic; Andreea Minca (Oper. Res. Lett., 2016)

The Jacobi stochastic volatility model. - Damien Ackerer; Damir Filipovic; Sergio Pulido (Finance Stochastics, 2018)

Replicating portfolio approach to capital calculation. - Mathieu Cambou; Damir Filipovic (Finance Stochastics, 2018)

Exact Smooth Term-Structure Estimation. - Damir Filipovic; Sander Willems (SIAM J. Financial Math., 2018)

Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing. - Damir Filipovic; Kathrin Glau; Yuji Nakatsukasa; Francesco Statti (CoRR, 2019)

Systemic Risk in Networks with a Central Node. - Hamed Amini; Damir Filipovic; Andreea Minca (SIAM J. Financial Math., 2020)

Empirical Asset Pricing via Ensemble Gaussian Process Regression. - Damir Filipovic; Puneet Pasricha (CoRR, 2022)

Vertical and Topical Tracks. - Damir Filipovic; Heiner Stüttgen (WF-IoT, 2023)

Analysis of Large Market Data Using Neural Networks: A Causal Approach. - Marc-Aurèle Divernois; Jalal Etesami; Damir Filipovic; Negar Kiyavash (IEEE J. Sel. Areas Inf. Theory, 2023)

Sparse Portfolio Selection via Topological Data Analysis based Clustering. - Anubha Goel; Damir Filipovic; Puneet Pasricha (CoRR, 2024)

Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels. - Damir Filipovic; Paul Schneider (CoRR, 2024)

Adaptive Joint Distribution Learning. - Damir Filipovic; Michael D. Multerer; Paul Schneider (SIAM J. Math. Data Sci., 2025)

Kernel Density Machines. - Damir Filipovic; Paul Schneider (CoRR, 2025)

Transfer Learning Across Fixed-Income Product Classes. - Nicolas Camenzind; Damir Filipovic (CoRR, 2025)