Patent ID: 7899767
Filing Date: 2011-03-01
Classification: G06Q

Abstract:
1. A bankruptcy probabilistic model generation apparatus including a computer readable storage medium containing a set of instructions that cause a computer processor to perform a data analyzing process for generating a bankruptcy probabilistic model calculating a probability that a bankruptcy or an accident occurs or does not occur, comprising: a database storing financial data as a set of samples each of which includes a plurality of explanatory variables belonging to respectively different financial attributes and a target variable representing occurrence or nonoccurrence of a bankruptcy or an accident; an upper and lower limit setter for each financial attribute, which optimizes a first objective function defined by using the variable belonging to the financial attribute in each sample, the target variable in each sample, and a first conversion parameter to find a value of the first conversion parameter, and calculates a first conversion function defined by the first conversion parameter and the variable belonging to the financial attribute to convert the variable to an intermediate variable with a certain range of value for each sample of the financial data, wherein the certain range of value has an upper limit, a lower limit or both an upper and lower limit; and a bankruptcy probability calculator, which optimizes a second objective function defined by using a plurality of intermediate variables corresponding to the plurality of variables in each sample of the financial data, the target variable in each sample of the bankruptcy data, and a second conversion parameter to find a value of the second conversion parameter, and calculates a second conversion function defined by the second conversion parameter and a plurality of intermediate variables belonging to the financial attributes to obtain a bankruptcy probability that the bankruptcy or accident occurs or does not occur for each sample of the financial data, wherein the first and second objective functions are logarithmic likelihood functions.