Jpmorgan Chase Bank, N.a.

Mohsen Ghassemi

Tucker Richard Balch

Manuela Veloso

Vamsi Krishna Potluru

Eleonora Kreacic

Niccolo Dalmasso

A method for preserving privacy with respect to modeling event sequence data is provided. The method includes: receiving information about a sequence of events; modeling the event sequence by a Hawkes process that has an intensity that includes an exogenous base intensity rate and an indigenous component that has an excitation rate and a decay rate; analyzing the received information; and determining estimated values of the exogenous base intensity rate and the excitation rate, such that an accuracy of the estimates corresponds to a length of time over which the sequence of events is observed. Differential privacy is introduced by adding noise to the sequence of events in order to preserve the privacy of individuals associated with the events, and a cost of the differential privacy is expressible as an additional length of observation time required to ensure the accuracy of the estimates.

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Jersey City, NJ, United States of America

Mohsen Ghassemi