System, method, and computer program product for interpreting black box models for payment authorization decisions

Abstract

A computer-implemented method includes: receiving an inquiry request message identifying a first payment transaction having a first plurality of transaction parameters and a first authorization decision; querying a database including transaction data associated with a plurality of historical payment transactions to identify a subset of historical payment transactions, the transaction data including, for each of the plurality of historical payment transactions, a plurality of transaction parameters and an authorization decision, the subset of historical payment transactions including payment transactions having an authorization decision different from the first authorization decision and having a similarity score that satisfies a threshold; determining an impact parameter of the first plurality of transaction parameters by comparing the first plurality of transaction parameters with the plurality of transaction parameters associated with the plurality of historical payment transactions in the subset; and generating an inquiry response message based on the impact parameter.