Patent Document ID: 20120023006
Application ID: 12842440
Patent Flag: 0

Claim One:
1. A method of determining credit risk of a company comprising: assigning an objective descriptor to each document included in a first set of documents, the objective descriptor based on a historical event or a quantitative metric; assigning at least one feature vector to each document in the first set of documents, the at least one feature vector being an N-dimensional vector of numerical features each representing identified textual content, identified semantic content, or combination thereof; determining a relationship between a plurality of assigned objective descriptors and a plurality of assigned feature vectors; assigning a predictive descriptor to each document of a second set of documents not included in the first set of documents based on the relationship, the predictive descriptor indicative of a future event relating to at least one of a company default, company bankruptcy, loss given default, credit spread, rating agency rating change, and equity price movement; and generating a signal based on at least one predictive descriptor of the second set of documents.