Chapter 12

The Schrödinger equation as inspiration for a client portfolio simulation hybrid system based on dynamic Bayesian networks and the REFII model

G. Klepac    Raiffeisenbank Austria d.d., Zagreb, Croatia

Abstract

This chapter describes a novel method inspired by the Schrödinger equation for client portfolio simulation based on dynamic Bayesian networks and the REFII model. The concept regarding the Schrödinger equation is the basis for the model based on a dynamic Bayesian network and the time series transformation model REFII. The Schrödinger equation is dedicated to a complex system which can also have temporal characteristics with the aim of calculating the properties of the system on the basis of probability. The method presented ...

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