上海管理科学2017，Vol.39Issue(3)：111-116,6.
P2P平台出借人投资决策研究
Research on Loan Investment Decision-Making on P2P Platform
摘要
Abstract
Along with the rapid development of P2P platform,one of the key question is how investors assess the borrowers' credit risk and get effective investment.This paper use the real loan data from a P2P platform,respectively,using logistic regression and random forest to predict the default probability of the loan,then combine the distance measurement model and the kernel regression to evaluate the return and risk of new demand for loans.Due to the amount limit to both the investors and the lenders on P2P platform,this paper also solved a constrained portfolio problem.Data shows that compared with traditional credit rating,the method in this paper improves the loans' yield prediction accuracy and can choose portfolios with higher return.关键词
P2P网贷/随机森林/核权重/投资组合Key words
P2P platform/random forest/kernel regression/portfolio selection分类
管理科学引用本文复制引用
王辛未,姜睿思..P2P平台出借人投资决策研究[J].上海管理科学,2017,39(3):111-116,6.基金项目
国家自然科学基金资助项目(71531010) （71531010）
