Instance-based credit risk assessment for investment decisions in P2P lending
Tài liệu tham khảo
Aıt-Sahalia, 2000, Nonparametric risk management and implied risk aversion, Journal of Econometrics, 94, 9, 10.1016/S0304-4076(99)00016-0
Andreeva, 2007, Modelling profitability using survival combination scores, European Journal of Operational Research, 183, 1537, 10.1016/j.ejor.2006.10.064
Belleflamme, 2014, Crowdfunding: Tapping the right crowd, Journal of Business Venturing, 29, 585, 10.1016/j.jbusvent.2013.07.003
Berger, 2009, Emergence of financial intermediaries in electronic markets: The case of online P2P lending, Business Research, 2, 39, 10.1007/BF03343528
Bugera, 2002, Credit cards scoring with quadratic utility functions, Journal of Multi-Criteria Decision Analysis, 11, 197, 10.1002/mcda.327
Chatterjee, 1970, A nonparametric approach to credit screening, Journal of the American Statistical Association, 65, 150, 10.1080/01621459.1970.10481068
Clark, 1975, A calibration curve for radiocarbon dates, Antiquity, 49, 251, 10.1017/S0003598X00070277
Conlin, 1999, Peer group micro-lending programs in Canada and the united states, Journal of Development Economics, 60, 249, 10.1016/S0304-3878(99)00043-7
Desai, 1997, Credit-scoring models in the credit-union environment using neural networks and genetic algorithms, IMA Journal of Management Mathematics, 8, 323, 10.1093/imaman/8.4.323
Feldman, 2005, Mortgage default: Classification trees analysis, The Journal of Real Estate Finance and Economics, 30, 369, 10.1007/s11146-005-7013-7
Fernandes, 2006, Financial crashes as endogenous jumps: Estimation, testing and forecasting, Journal of Economic Dynamics and Control, 30, 111, 10.1016/j.jedc.2004.11.005
Frydman, 1985, Testing the adequacy of Markov chain and Mover–Stayer models as representations of credit behavior, Operations Research, 33, 1203, 10.1287/opre.33.6.1203
Herzenstein, 2011, Strategic herding behavior in peer-to-peer loan auctions, Journal of Interactive Marketing, 25, 27, 10.1016/j.intmar.2010.07.001
Huang, 2006, Two-stage genetic programming (2SGP) for the credit scoring model, Applied Mathematics and Computation, 174, 1039, 10.1016/j.amc.2005.05.027
Huang, 2004, Credit rating analysis with support vector machines and neural networks: A market comparative study, Decision Support Systems, 37, 543, 10.1016/S0167-9236(03)00086-1
Hulme, 2006, Internet based social lending: Past, present and future, Social Futures Observatory, 174, 1
Kim, 2010, Support vector machines for default prediction of SMEs based on technology credit, European Journal of Operational Research, 201, 838, 10.1016/j.ejor.2009.03.036
Klafft, 2008, Online peer-to-peer lending: A lenders’ perspective, 371
Kraft, 2013, A dynamic programming approach to constrained portfolios, European Journal of Operational Research, 229, 453, 10.1016/j.ejor.2013.02.039
Krumme, 2009, Do lenders make optimal decisions in a peer-to-peer network?, 124
Larrimore, 2011, Peer to peer lending: The relationship between language features, trustworthiness, and persuasion success, Journal of Applied Communication Research, 39, 19, 10.1080/00909882.2010.536844
Malhotra, 2002, Differentiating between good credits and bad credits using neuro-fuzzy systems, European Journal of Operational Research, 136, 190, 10.1016/S0377-2217(01)00052-2
Mancuso, 2003, Nonlinear aspects of capital market integration and real interest rate equalization, International Review of Economics & Finance, 12, 283, 10.1016/S1059-0560(03)00019-4
Mangasarian, 1965, Linear and nonlinear separation of patterns by linear programming, Operations Research, 13, 444, 10.1287/opre.13.3.444
Markowitz, 1991
Mollick, 2014, The dynamics of crowdfunding: An exploratory study, Journal of Business Venturing, 29, 1, 10.1016/j.jbusvent.2013.06.005
Nadaraya, 1965, On non-parametric estimates of density functions and regression curves, Theory of Probability & Its Applications, 10, 186, 10.1137/1110024
Puro, 2010, Borrower decision aid for people-to-people lending, Decision Support Systems, 49, 52, 10.1016/j.dss.2009.12.009
Puro, 2011, Bidding strategies for real-life small loan auctions, Decision Support Systems, 51, 31, 10.1016/j.dss.2010.11.016
Rosenberg, 1994, Quantitative methods in credit management: A survey, Operations Research, 42, 589, 10.1287/opre.42.4.589
Silverman, 1986
So, 2011, Modelling the profitability of credit cards by Markov decision processes, European Journal of Operational Research, 212, 123, 10.1016/j.ejor.2011.01.023
Sonenshein, 2010, How accounts shape lending decisions through fostering perceived trustworthiness, Organizational Behavior and Human Decision Processes, 115, 69, 10.1016/j.obhdp.2010.11.009
Stepanova, 2002, Survival analysis methods for personal loan data, Operations Research, 50, 277, 10.1287/opre.50.2.277.426
Thomas, 2009
Wang, 2009, People-to-people lending: the emerging e-commerce transformation of a financial market, Value Creation in E-Business Management, 36, 182, 10.1007/978-3-642-03132-8_15
Wiginton, 1980, A note on the comparison of logit and discriminant models of consumer credit behavior, Journal of Financial and Quantitative Analysis, 15, 757, 10.2307/2330408
Woodside-Oriakhi, 2011, Heuristic algorithms for the cardinality constrained efficient frontier, European Journal of Operational Research, 213, 538, 10.1016/j.ejor.2011.03.030
Wu, 2011, A decision support system for borrowers loan in P2P lending, Journal of Computers, 6, 1183, 10.4304/jcp.6.6.1183-1190
Wu, 2012, Credit risk assessment and decision making by a fusion approach, Knowledge-Based Systems, 35, 102, 10.1016/j.knosys.2012.04.025
Yang, 2001, An early warning system for loan risk assessment using artificial neural networks, Knowledge-Based Systems, 14, 303, 10.1016/S0950-7051(01)00110-1
Yang, 2007, Adaptive credit scoring with kernel learning methods, European Journal of Operational Research, 183, 1521, 10.1016/j.ejor.2006.10.066
Zhang, 2014, Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors, European Journal of Operational Research, 237, 335, 10.1016/j.ejor.2014.01.044