P2P Default Risk Prediction based on XGBoost, SVM and RF Fusion Model
- Guanlin Li, Yuliang Shi, Zihao Zhang
- Corresponding Author
- Guanlin Li
Available Online May 2019.
- https://doi.org/10.2991/bems-19.2019.83How to use a DOI?
- risk prediction, XGBoost, SVM, RF, fusion model.
- In the P2P platform, the problem of overdue repayment of users often occurs. This phenomenon seriously damages the interests of the platform and creditors. Therefore, how to improve and improve the risk monitoring capability of the P2P online lending platform and reduce the investment risk of investors is the future development of the P2P online lending industry. Very important question. To solve this problem, this paper proposes a P2P default risk prediction model based on XGBoost, SVM and RF fusion model. The model uses the stacking model set framework to model XGBoost, SVM and RF, and combines the advantages of high accuracy, robustness and generalization ability of the three models. The proposed fusion model has better prediction. Effect.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Guanlin Li AU - Yuliang Shi AU - Zihao Zhang PY - 2019/05 DA - 2019/05 TI - P2P Default Risk Prediction based on XGBoost, SVM and RF Fusion Model BT - 1st International Conference on Business, Economics, Management Science (BEMS 2019) PB - Atlantis Press SN - 2352-5428 UR - https://doi.org/10.2991/bems-19.2019.83 DO - https://doi.org/10.2991/bems-19.2019.83 ID - Li2019/05 ER -