METHOD AND SYSTEM FOR DETECTING CAUSES OF MARGIN CALL USING MACHINE LEARNING

摘要

A method for identifying and capturing all relevant features involved in a margin call process so that the root cause can be automatically identified by using machine learning is provided. The method includes obtaining data relating to securities portfolios; automatically determining a data pattern relating to triggering a margin call and a corresponding characteristic contributing to triggering the margin call; automatically generating a margin call model based on the data pattern and the characteristic; and evaluating the first securities portfolio using the margin call model to determine the information relating to whether to trigger a first margin call with respect to the first securities portfolio.