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).gaussian_filter# .ndimage. gaussian_filter (input, sma, order = 0, output = None, mode = 'reflect', cval = 0.0, truncate = 4.0, *, radius = None, axes = None) [source] # Multidimensional