$ bash tester
$ ls filename_* -1
filename_01012014
filename_17122013
if happy replace cp with mv
for multiple files try this
#!/bin/bash
for file in filename_*; do
cp $file "${file%%_*}_"$(date -d"$(sed -r 's/(.{2})(.{2})(.{4})/\3\2\1/' <<<"${file##*_}") -15 days " +"%d%m%Y")
done
Tested with
GNU sed version 4.2.1
date (GNU coreutils) 8.13
GNU bash, version 4.2.25(1)-release (i686-pc-linux-gnu)