1. A computer-implemented method for creating a hierarchical profile for an entity, the method comprising: collecting, by one or more computing devices, behavioral data associated with the entity; identifying, by the one or more computing devices, a plurality of features of the collected data; based, at least in part, on an analysis of at least a portion of the collected behavioral data, selecting, by the one or more computing devices, a first feature of the identified features, wherein the first feature is selected as the statistically most informative feature of the analyzed behavioral data based at least in part on statistical weights respectively associated with the identified features; based, at least in part, on an analysis of at least a portion of the collected behavioral data, selecting, by the one or more computing devices, a plurality of values for the selected first feature; creating, by the one or more computing devices, a first hierarchical preference level in the profile, the first level based, at least in part, on the selected first feature that is statistically most informative and the selected values for the selected first feature; defining a coverage criterion for the profile; based, at least in part, on an analysis of at least a portion of the collected behavioral data, selecting, by the one or more computing devices, a second feature of the identified features, the second feature distinct from the first feature; based, at least in part, on an analysis of at least a portion of the collected behavioral data, selecting, by the one or more computing devices, a plurality of values for the selected second feature; creating, by the one or more computing devices, a second hierarchical preference level in the profile, the second level based, at least in part, on the selected second feature and the selected values for the selected second feature; and repeating the selecting and creating steps with distinct features until the coverage criterion is satisfied.