Patent Document ID: 8401950
Application ID: 12693377
Patent Flag: 1

Claim One:
1. A method for implementation by one or more data processors, the method comprising: first applying, by at least one data processor, a decision model to a set of current data from a mortgage portfolio to generate a first portfolio metric, the decision model being formed from a network of a plurality of predictive models, the predictive models being trained on historical data derived from a plurality of mortgage account profiles for a plurality of mortgages within the mortgage portfolio, the historical data characterizing actions taken on mortgages in the mortgage portfolio, one of the predictive models being an action-based predictive model allowing modification of at least one attribute affecting performance of the mortgage portfolio; receiving, by the at least one data processor, data modifying at least one modifiable attribute from an action-based predictive model to form a modified attribute; second applying, by at least one data processor, the decision model to the set of current data from the mortgage portfolio with the modified attribute to generate a second portfolio metric; optimizing, by the at least one data processor, a selection of the at least one modifiable attribute from the action-based predictive models to maximize the second portfolio metric taking into account a constraint to the optimization to thereby form an optimized second portfolio metric; and providing, by the at least one data processor, data characterizing the optimized second portfolio metric; varying, by the at least one data processor, values of the at least one modifiable attribute; evaluating a sensitivity of the decision model based on varying values of the at least one modifiable attribute; testing an effect of varying the values of the at least one modifiable attribute; and determining an effect on the optimized portfolio based on testing an effect of varying the values of the at least one modifiable attribute.