1. A method for association of data records, comprising: providing a system comprising an identity hub running an identity hub engine, the identity hub coupled to one or more external data sources through one or more networks, each external data source at a corresponding database; receiving a first data record and a second data record from the one or more external data sources at the identity hub; obtaining a first set of results, wherein each of the first set of results is a value generated based on a comparison between one of a first set of attributes from the first data record and the second data record, wherein the comparison between each of the first set of attributes is performed by the identity hub engine; determining a first overall weight for a comparison between the first data record and the second data record using the first set of results; generating a first false positive penalty based on the first set of results, wherein the first false positive penalty is associated with the comparison of the first data record and the second data record, and wherein each possible permutation of the first set of results corresponds to a different false positive penalty; adjusting the first overall weight to reduce a likelihood of incorrect linking of the first data record and second data record; and determining whether the first data record and the second data record should be linked based on the adjusted first overall weight.