FILTERED | definition in the English

filter4dAn overview of Filtered Historical Simulation (FHS) By Giovanni Barone-Adesi & Kostas Giannopoulos. FHS is a scenario generating technique for speculative assets prices (risk factors).Technical Memorandum No.347 1 Developments in 4D-Var and Kalman Filtering by Mike Fisher and Erik Andersson Abstract We discuss the status and the performance of the reduced rank