Matches in SemOpenAlex for { <https://semopenalex.org/work/W2700766797> ?p ?o ?g. }
- W2700766797 endingPage "49" @default.
- W2700766797 startingPage "30" @default.
- W2700766797 abstract "Abstract Loan evaluation is an effective tool for credit risk assessment in the peer-to-peer (P2P) lending market. However, most of the traditional loan evaluation models assume a balanced misclassification cost, which is far from business reality and leaves opportunities for investigating the cost-sensitive modelling approaches. Moreover, few existing studies consider the special characteristics of P2P lending. In this paper, we propose a cost-sensitive boosted tree loan evaluation model by incorporating cost-sensitive learning and extreme gradient boosting (XGBoost) to enhance the capability of discriminating potential default borrowers. Therefore, a portfolio allocation model that converts the portfolio optimization problem into an integer linear programming is proposed as a decision support system for unprofessional lenders. Unlike existing studies, which mainly evaluate the model through accuracy-based metrics, this study measures the expected profitability based on the annualized rate of return (ARR) and proposes a new metric (ARR curve) reflecting the ARR over different rejection rates. Two real-world P2P lending datasets are examined, and explanatory data analysis shows that explanatory variables differ in predicting the probability of default and profitability. Experimental results reveal that the area under the ARR curve is not a considerable metric in evaluating models from a profit perspective. Conventional cost-insensitive models may even lead to negative returns, whereas the proposed loan evaluation and portfolio allocation model are the best performing methods over the two datasets in terms of profitability." @default.
- W2700766797 created "2017-06-30" @default.
- W2700766797 creator A5022814949 @default.
- W2700766797 creator A5053890256 @default.
- W2700766797 creator A5075424109 @default.
- W2700766797 date "2017-07-01" @default.
- W2700766797 modified "2023-10-14" @default.
- W2700766797 title "Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending" @default.
- W2700766797 cites W1556311489 @default.
- W2700766797 cites W1605688901 @default.
- W2700766797 cites W1678356000 @default.
- W2700766797 cites W1973982793 @default.
- W2700766797 cites W1977009091 @default.
- W2700766797 cites W1977270613 @default.
- W2700766797 cites W1982211005 @default.
- W2700766797 cites W1989137294 @default.
- W2700766797 cites W1990113270 @default.
- W2700766797 cites W1998736688 @default.
- W2700766797 cites W1999946446 @default.
- W2700766797 cites W2004990612 @default.
- W2700766797 cites W2005530589 @default.
- W2700766797 cites W2013587512 @default.
- W2700766797 cites W2018188846 @default.
- W2700766797 cites W2029864452 @default.
- W2700766797 cites W2032435122 @default.
- W2700766797 cites W2048755952 @default.
- W2700766797 cites W2051731935 @default.
- W2700766797 cites W2052214341 @default.
- W2700766797 cites W2054389150 @default.
- W2700766797 cites W2056221673 @default.
- W2700766797 cites W2065756680 @default.
- W2700766797 cites W2067196267 @default.
- W2700766797 cites W2092718852 @default.
- W2700766797 cites W2096945460 @default.
- W2700766797 cites W2103614420 @default.
- W2700766797 cites W2112627523 @default.
- W2700766797 cites W2120396754 @default.
- W2700766797 cites W2121069620 @default.
- W2700766797 cites W2125283600 @default.
- W2700766797 cites W2129018774 @default.
- W2700766797 cites W2131816657 @default.
- W2700766797 cites W2133064331 @default.
- W2700766797 cites W2137959503 @default.
- W2700766797 cites W2149283560 @default.
- W2700766797 cites W2149591630 @default.
- W2700766797 cites W2152761983 @default.
- W2700766797 cites W2158068969 @default.
- W2700766797 cites W2162397980 @default.
- W2700766797 cites W2245202563 @default.
- W2700766797 cites W2275753965 @default.
- W2700766797 cites W2319270064 @default.
- W2700766797 cites W2351270763 @default.
- W2700766797 cites W2473172823 @default.
- W2700766797 cites W2479224401 @default.
- W2700766797 cites W2586297576 @default.
- W2700766797 cites W3102431983 @default.
- W2700766797 cites W3102476541 @default.
- W2700766797 cites W3122223613 @default.
- W2700766797 cites W3125314708 @default.
- W2700766797 cites W3126098980 @default.
- W2700766797 cites W430137803 @default.
- W2700766797 doi "https://doi.org/10.1016/j.elerap.2017.06.004" @default.
- W2700766797 hasPublicationYear "2017" @default.
- W2700766797 type Work @default.
- W2700766797 sameAs 2700766797 @default.
- W2700766797 citedByCount "120" @default.
- W2700766797 countsByYear W27007667972017 @default.
- W2700766797 countsByYear W27007667972018 @default.
- W2700766797 countsByYear W27007667972019 @default.
- W2700766797 countsByYear W27007667972020 @default.
- W2700766797 countsByYear W27007667972021 @default.
- W2700766797 countsByYear W27007667972022 @default.
- W2700766797 countsByYear W27007667972023 @default.
- W2700766797 crossrefType "journal-article" @default.
- W2700766797 hasAuthorship W2700766797A5022814949 @default.
- W2700766797 hasAuthorship W2700766797A5053890256 @default.
- W2700766797 hasAuthorship W2700766797A5075424109 @default.
- W2700766797 hasConcept C10138342 @default.
- W2700766797 hasConcept C113174947 @default.
- W2700766797 hasConcept C134306372 @default.
- W2700766797 hasConcept C136764020 @default.
- W2700766797 hasConcept C144133560 @default.
- W2700766797 hasConcept C2777764128 @default.
- W2700766797 hasConcept C33923547 @default.
- W2700766797 hasConcept C41008148 @default.
- W2700766797 hasConcept C534932454 @default.
- W2700766797 hasConceptScore W2700766797C10138342 @default.
- W2700766797 hasConceptScore W2700766797C113174947 @default.
- W2700766797 hasConceptScore W2700766797C134306372 @default.
- W2700766797 hasConceptScore W2700766797C136764020 @default.
- W2700766797 hasConceptScore W2700766797C144133560 @default.
- W2700766797 hasConceptScore W2700766797C2777764128 @default.
- W2700766797 hasConceptScore W2700766797C33923547 @default.
- W2700766797 hasConceptScore W2700766797C41008148 @default.
- W2700766797 hasConceptScore W2700766797C534932454 @default.
- W2700766797 hasLocation W27007667971 @default.
- W2700766797 hasOpenAccess W2700766797 @default.
- W2700766797 hasPrimaryLocation W27007667971 @default.