If you are writing the export service, you can name exported files however you want. But, there is no "thoroughly good" way to do it as an export filter (that I am aware of), since each stage must comply with the terms of the downstream stage (e.g. export service), including filename/path expectations.
Nevertheless, subject to some caveats, there is some latitude:
Consider as example:
which supports generic export naming as export filter (post-process action) - read the fine print before using...