World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
40
Citations
7301
World Ranking
2039
National Ranking
36

Damir Filipović publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Damir Filipović sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 82 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 111 publications — 16th percentile

16% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Damir Filipović D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Damir Filipović sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 137 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 40 D-Index — 45th percentile

45% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Damir Filipović is affiliated with École Polytechnique Fédérale de Lausanne in Switzerland. Their research focus lies primarily within the fields of Economics, Econometrics and Finance, with significant contributions also in related subfields such as Finance, Management Science and Operations Research, Artificial Intelligence, Economics and Econometrics, and Demography.

The scientist's work addresses a range of topics including stochastic processes and financial applications, financial markets and investment strategies, stock market forecasting methods, financial risk and volatility modeling, insurance, mortality, demography and risk management, risk and portfolio optimization, as well as credit risk and financial regulations.

Notable recent papers authored or coauthored by Damir Filipović include:

  • Systemic Risk in Networks with a Central Node, 2020, SIAM Journal on Financial Mathematics
  • A machine learning approach to portfolio pricing and risk management for high-dimensional problems, 2022, Mathematical Finance
  • Stripping the Discount Curve - a Robust Machine Learning Approach, 2022, SSRN Electronic Journal
  • Machine learning with kernels for portfolio valuation and risk management, 2021, Finance and Stochastics
  • Empirical Asset Pricing via Ensemble Gaussian Process Regression, 2022, SSRN Electronic Journal

Damir Filipović has frequently published in the following venues:

  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • Zenodo (CERN European Organization for Nuclear Research)
  • Quantitative Finance
  • Mathematical Finance

The scientist collaborates regularly with several coauthors, including:

  • Lucio Fernandez-Arjona
  • Paul Schneider
  • Markus Pelger
  • Ye Ye
  • Puneet Pasricha

Best Publications

  • Affine Processes and Applications in Finance

    D. Duffie;D. Filipovic;Walter Schachermayer

  • Term-Structure Models: A Graduate Course

    Damir Filipovic

  • Market price of risk specifications for affine models: Theory and evidence

    Patrick Cheridito;Damir Filipović;Robert L. Kimmel

  • Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

    Damir Filipović

  • The term structure of interbank risk

    Damir Filipović;Anders Bjerre Trolle

  • Affine processes on positive semidefinite matrices

    Christa Cuchiero;Damir Filipović;Eberhard Mayerhofer;Josef Teichmann

  • A Note on the Nelson–Siegel Family

    Damir Filipovic

  • Linear‐Rational Term Structure Models

    Damir Filipović;Damir Filipović;Martin Larsson;Martin Larsson;Anders Bjerre Trolle

  • Separation and duality in locally L 0 -convex modules

    Damir Filipović;Michael Kupper;Nicolas Vogelpoth

  • Equivalent and absolutely continuous measure changes for jump-diffusion processes

    Patrick Cheridito;Damir Filipović;Marc Yor

  • Density Approximations for Multivariate Affine Jump-Diffusion Processes

    Damir Filipovic;Eberhard Mayerhofer;Paul Georg Schneider

  • Optimal Capital and Risk Allocations for Law-and Cash-Invariant Convex Functions

    Damir Filipović;Gregor Svindland

  • Quadratic variance swap models

    Damir Filipović;Elise Gourier;Loriano Mancini

  • Quadratic Term Structure Models for Risk-Free and Defaultable Rates

    Li Chen;Damir Filipović;H. Vincent Poor

  • The Canonical Model Space For Law-Invariant Convex Risk Measures Is L1

    Damir Filipović;Gregor Svindland

  • A General Characterization of One Factor Affine Term Structure Models

    Damir Filipović

  • Time-Inhomogeneous Affine Processes

    Damir Filipović

  • Affine Diffusion Processes: Theory and Applications

    Damir Filipovic;Eberhard Mayerhofer

  • CONDITIONAL DENSITY MODELS FOR ASSET PRICING

    Damir Filipović;Lane P. Hughston;Lane P. Hughston;Andrea Macrina;Andrea Macrina

  • EXISTENCE OF INVARIANT MANIFOLDS FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSION

    Damir Filipović;Josef Teichmann

  • ON THE GEOMETRY OF THE TERM STRUCTURE OF INTEREST RATES

    Damir Filipović;Josef Teichmann

  • Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics 1760)

    Damir Filipovic

Frequent Co-Authors

Paul Embrechts
Paul Embrechts ETH Zurich
Glenn W. Harrison
Glenn W. Harrison Georgia State University
Eckhard Platen
Eckhard Platen University of Technology Sydney
Hansjörg Albrecher
Hansjörg Albrecher University of Lausanne
H. Vincent Poor
H. Vincent Poor Princeton University
Shabbir Ahmed
Shabbir Ahmed Georgia Institute of Technology

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