Peer-To-Peer Lending: Classification in the Loan Application Process

Peer-To-Peer Lending: Classification in the Loan Application Process

This paper studies the peer-to-peer lending and loan application processing of LendingClub. We tried to reproduce the existing loan application processing algorithm and find features used in this process. Loan application processing is considered a binary classification problem. We used the area und...

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Bibliographic Details
Main Authors: Xinyuan Wei, Jun-ya Gotoh, Stan Uryasev
Format: Article
Language:English
Published: MDPI AG 2018-11-01
Series:Risks
Subjects:
peer-to-peer lending
loan application process
AUC maximization
bAUC maximization
spline approximation
Online Access:https://www.mdpi.com/2227-9091/6/4/129

Internet

https://www.mdpi.com/2227-9091/6/4/129

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