HETEROGENEOUS RESOURCE ALLOCATION FOR AUTOMATIC RISK TARGETING AND ACTION PRIORITIZATION IN LOAN MONITORING APPLICATIONS

摘要

A system, method, and apparatus for determining risk associated with a plurality of loan accounts, having an off-line mode and an online mode. In the off-line mode a first plurality of account histories is received. A maximum value variable m is set. A definition is received of a predetermined maximum look-ahead timeframe p. An iterative variable i is set equal to zero. While i is less than the maximum value variable m, a plurality of variables associated with an account history equaling the iterative variable i are stored and i incremented by 1. A predictive multi-output risk model is trained. In the online mode, a second plurality of account histories is received. A determination is made which accounts have a future risk level greater than a current risk level, and a further determination made which accounts currently require one or more tasks. Accounts requiring tasks are automatically assigned.