Fair Isaac Corporation

Michael S Sossi

Christopher Allan Ralph

Helen Geraldine E Rosario

Gary J Sullivan

Stefan Kuzminski

Yaxin Liu

John Duchnowski

A system and method for building segmented scorecards for a population is presented. A model of the population is built using a model builder computer, and one or more variables used by the model builder to build the model is stored in a repository. A scorecard is generated for each segment of the population based on the model and using an adaptive random tree computer program. Next, the scorecard for each segment is enhanced using a integer non-linear programming computer program to determine optimal score weights associated with the variables used by the model builder to build the model, and to generate an enhanced segmented scorecard for the population.

Adaptive random trees integer non-linear programming

Data spiders, provide an automated system that can take a file or file store of historic transaction data and create the best set of variables from that data, where 'best' means highly predictive. Genetic algorithms are used to parameterized transactions to form groups, which are subjected na&#xef;ve Bayes score ranking. Variable groups are generated and ranked accord to the score. Data spiders span the full information available, are uncorrelated with previous methods, and are easily interpretable.

Data spiders

Growing community of inventors

San Francisco, CA, United States of America

Michael S Sossi