American Express Travel Related Services Company, Inc.

Amber Gupta

Tirthankar Choudhuri

Kathleen Haggerty

Chao M Yuan

Di W Xu

Anjali Dewan

Dewan Anjali

Prasanta Sahu

Jayatu Sen Chaudhury

The present invention generally relates to financial data processing, and in particular it relates to credit scoring, consumer profiling, consumer behavior analysis and modeling. More specifically, it relates to risk modeling using the inputs of credit bureau data, size of wallet data, and, optionally, internal data.

Total structural risk model

Predictive models are developed automatically for a plurality of modeling variables. The plurality of modeling variables is transformed, based on a transformation rule. A clustering of the transformed modeling variables is performed to create variable clusters. A set of variables is selected from the variable clusters based on a selection rule. A regression of the set of variables is performed to determine prediction variables. The prediction variables are utilized in developing a predictive model. The development of the predictive model may include modification of the predictive model, review of the plurality of transformations, and validation of the predictive model.

Automated predictive modeling of business future events based on transformation of modeling variables

Automated predictive modeling of business future events based on historical data

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Guargaon Haryana, India

Amber Gupta