Machine learning and artificial neural networks to construct P2P lending credit-scoring model: A case using Lending Club data

Machine learning and artificial neural networks to construct P2P lending credit-scoring model: A case using Lending Club data

In this study, we constructed the credit-scoring model of P2P loans by using several machine learning and artificial neural network (ANN) methods, including logistic regression (LR), a support vector machine, a decision tree, random forest, XGBoost, LightGBM and 2-layer neural networks. This study e...

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Bibliographic Details
Main Authors: An-Hsing Chang, Li-Kai Yang, Rua-Huan Tsaih, Shih-Kuei Lin
Format: Article
Language:English
Published: AIMS Press 2022-06-01
Series:Quantitative Finance and Economics
Subjects:
p2p lending
credit score
machine learning
artificial neural networks
feature engineering
lending club
Online Access:https://www.aimspress.com/article/doi/10.3934/QFE.2022013?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/QFE.2022013?viewType=HTML

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