Hits:

Date of Publication:2022-10-10

Journal:运筹与管理

Affiliation of Author(s):经济管理学院

Issue:2

Page Number:214-219

ISSN No.:1007-3221

Abstract:As a new emerging application of E-business, Person to Person Lending has played an important role after the world financial crisis in the financial market.This paper gives a novel idea about how to analyze information from investors but not from borrowers to help investors select those high value with low risk loans. Specifically, investor profiles are built at first based on quantitative analysis of past performances, risk prefer-ences, and investment experiences of investors.Then, an investor composition analysis model is developed, which can be used to improve the investment decisions.At last, we do a serious of experiments based on the data of the world's largest P2P lending marketplace.Experimental results suggest that the investor composition analysis can indicate the investment value effectively.Also, this data-driven investor composition model is superior to other decision models.

Note:新增回溯数据