I have three tables:

1. A list of client ids
2. For those clients, 3 years of timestamped inclusions/exclusions in a credit bureau blacklist
3. For those clients, 1 year of timestamped negotiations with the company I work for

I want to build a model to predict the probability that a specific client will negotiate with us, during a certain time frame (length could be anywhere from 1 week up to 1 year), based on the history of the credit bureau.

An easy way would be:

1. Choose a date
2. Bin the blacklist events (prior to that date) by time frame, e.g. monthly
3. Choose a time frame for the negotiations, e.g. 1 month, with 0=no negotiation happened, 1=at least one negotiation happened
4. Logistic regression

However, I feel I am losing a lot of information by doing that. What would be the state-of-art to solve this? I imagine that with a good technique:

• I wouldn't need to choose a base date, because the training will consider all possible cutoffs considering the available data (e.g. automatically choose the first available date, split the datasets into past/future, train on that, increment the date by 1, and iterate until the last available date)
• I wouldn't need to bin the predictors
• The response probability will be dynamic over the response time frame (i.e. I can train only one model, provide it with a test set and an arbitrary response time frame up to 1-year, and it will predict the probabilities for that specific time frame)

Thanks!