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:2019,28(5):226-231
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基于群决策的P2P借贷信用风险评估
(中国科学技术大学 管理学院, 合肥 230026)
Group Decision-Making Method for Credit Risk Assessment in P2P Lending
(School of Management, University of Science and Technology of China, Hefei 230026, China)
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投稿时间:2018-11-25    修订日期:2018-12-12
中文摘要: 运用群决策方法,对随机森林、神经网络、梯度提升树三种算法所生成的个体学习器进行集成,构建基于群决策的P2P借贷信用风险评估模型.选取人人贷、拍拍贷的数据进行实验研究,结果显示,集成模型的风险评估效果较个体学习器有所提升,且优于传统的逻辑回归方法.
Abstract:In this study, we propose a combination approach based on group decision-making method, using random forest, neural network and GBDT as individual learners, to assess credit risk of borrowers in P2P lending. To validate the proposed method, two real-world datasets from PPDai.com and renrendai.com are examined. The results show that, compared with the individual learners, the proposed method has made a better performance.
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基金项目:国家自然科学基金面上项目(71571175)
引用文本:
姜雪莹,秦进.基于群决策的P2P借贷信用风险评估.计算机系统应用,2019,28(5):226-231
JIANG Xue-Ying,QIN Jin.Group Decision-Making Method for Credit Risk Assessment in P2P Lending.COMPUTER SYSTEMS APPLICATIONS,2019,28(5):226-231

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