Ajay S Saini1027 Southern Artery, Quincy, MA 02169

2019038, Dec 19, 2019

Jun 11, 2019

16/437082

- Cambridge MA, US
David Hunter - Cambridge MA, US
Ajay Saini - Shrewsbury MA, US

G06Q 10/06
G06F 17/16
G06N 7/00

A system for modeling an entity includes a prediction module configured to identify one of a plurality of entities using a set of criteria filters to construct a model for the entity with model features built from data about the entity. The prediction module computes a diffusion model coefficient σ based on a diffusion parameter vector γ, and a drift model coefficient μ based on a drift parameter vector β. The module computes a predicted entity success probability and a success interval confidence interval. A portfolio selection module is configured to receive a score measuring success for the plurality of entities based on the model, order the scores in a rank order, and form a portfolio from top n scoring entities. A prediction interpretation module receives parameter vectors β and γ and entity model coefficients μ and σ and uses distributions of β and γ to correlate entity features with success prediction.