METHOD OF CALCULATING CLIENT CREDIT RATING Russian patent published in 2020 - IPC G06Q40/02 

FIELD: data processing.

SUBSTANCE: invention relates to an automated method of assessing client credit rating based on transactional activity data using a machine learning algorithm. Computer-implemented method of calculating client credit rating using machine learning model, performed by means of at least one processor and comprising steps, where client transaction data are received, containing information on at least the amount of transactions in a given time interval, transaction currency and the type of location of the transaction; processing the obtained data using a machine learning model based on a recurrent neural network (RNN) or a RNN ensemble trained on vector representations of transactional activity of clients, wherein during said processing: division of data on transactions of each client into categorical and numerical variables; converting variables, where categorical variables are vectorized and normalizing numerical variables; concatenating the converted variables and detecting a vector corresponding to the last transient activity time of the client; classification of said vector for determination of scoring score of client.

EFFECT: technical result is providing automated calculation of client credit rating based on its transaction data.

6 cl, 5 tbl, 5 dwg