| 基于群决策的P2P借贷信用风险评估 |
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| 引用本文： | 姜雪莹,秦进.基于群决策的P2P借贷信用风险评估[J].计算机系统应用,2019,28(5):226-231. |
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| 作者姓名： | 姜雪莹 秦进 |
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| 作者单位： | 中国科学技术大学 管理学院,合肥,230026;中国科学技术大学 管理学院,合肥,230026 |
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| 基金项目： | 国家自然科学基金面上项目（71571175） |
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| 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.
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| 关 键 词： | 群决策 P2P借贷 信用风险评估 机器学习 集成 |
| 收稿时间： | 2018/11/25 0:00:00 |
| 修稿时间： | 2018/12/12 0:00:00 |
Group Decision-Making Method for Credit Risk Assessment in P2P Lending |
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| JIANG Xue-Ying and QIN Jin.Group Decision-Making Method for Credit Risk Assessment in P2P Lending[J].Computer Systems& Applications,2019,28(5):226-231. |
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| Authors: | JIANG Xue-Ying and QIN Jin |
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| Affiliation: | School of Management, University of Science and Technology of China, Hefei 230026, China and School of Management, University of Science and Technology of China, Hefei 230026, China |
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| 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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| Keywords: | group decision-making P2P lending credit risk assessment machine learning ensemble |
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