publication . Preprint . Conference object . 2018

Handling Uncertainty in Social Lending Credit Risk Prediction with a Choquet Fuzzy Integral Model

Anahita Namvar; Mohsen Naderpour;
Open Access English
  • Published: 28 Apr 2018
Abstract
As one of the main business models in the financial technology field, peer-to-peer (P2P) lending has disrupted traditional financial services by providing an online platform for lending money that has remarkably reduced financial costs. However, the inherent uncertainty in P2P loans can result in huge financial losses for P2P platforms. Therefore, accurate risk prediction is critical to the success of P2P lending platforms. Indeed, even a small improvement in credit risk prediction would be of benefit to P2P lending platforms. This paper proposes an innovative credit risk prediction framework that fuses base classifiers based on a Choquet fuzzy integral. Choquet...
Subjects
free text keywords: Computer Science - Computational Engineering, Finance, and Science, Credit risk, Fuzzy logic, Integral model, Boosting (machine learning), Business model, Financial services, business.industry, business, Artificial intelligence, Choquet integral, Machine learning, computer.software_genre, computer, FinTech, Computer science
Related Organizations
Powered by OpenAIRE Open Research Graph
Any information missing or wrong?Report an Issue
publication . Preprint . Conference object . 2018

Handling Uncertainty in Social Lending Credit Risk Prediction with a Choquet Fuzzy Integral Model

Anahita Namvar; Mohsen Naderpour;