Royal Bank of Canada
SYSTEM AND METHOD FOR BEHAVIORAL PATTERN RECOGNITION

Abstract:

Disclosed are systems, methods, and devices for pattern extraction. A graph data structure is generated, reflective of a directed graph having vertices representative of entities and edges representative of relationships between two entities. A subgraph data structure is generated, reflective of a plurality of subgraphs of the directed graph. A similarity matrix data structure is generated by applying a graph kernel to obtain a subgraph similarity matrix including a plurality of entries, each entry providing a score of the similarity between two subgraphs of the plurality of subgraphs. A clustering data structure is generated, reflective of a plurality of groups of the plurality entities upon processing the similarity matrix data structure. For at least a given one of the plurality of groups, a common pattern data structure is generated corresponding to a subgraph that is similar to subgraphs in the given group.