Best classification algorithms in peer-to-peer lending

Abdou, 2011, Credit scoring, statistical technique and evalua-tion criteria: A review of the literature, Intelligent Systems in Accounting, Finance and Management, 18, 59, 10.1002/isaf.325 Akkoc, 2012, An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data, European Journal of Operational Research, 222, 168, 10.1016/j.ejor.2012.04.009 Ala'raj, 2015, Classifiers consensus system approach for credit scoring, Knowledge-Based Systems, 104, 89, 10.1016/j.knosys.2016.04.013 Baesens, 2003, Benchmarking state-of-the-art classification algorithms for credit scoring, Journal of the Operational Research Society, 54, 627, 10.1057/palgrave.jors.2601545 Carmichael, D. Modeling default for peer-to-peer loans. (2014). http://ssrn.com/abstract=2529240. Chang, 2015, Predicting default risk of lending club loans, Machine Learning, 1 Chuang, 2009, Constructing a reassigning credit scoring model, Expert Systems with Applications, 36, 1685, 10.1016/j.eswa.2007.11.067 Cichosz, 2015 Duarte, 2012, Trust and credit: The role of appearance in peer-to-peer lending, Review of Financial Studies, 25, 2455, 10.1093/rfs/hhs071 Hand, 2009, Measuring classifier performance: A coherent alternative to the area under the ROC curve, Machine Learning, 77, 103, 10.1007/s10994-009-5119-5 Hand, 1997, Statistical classification methods in consumer credit scoring: A review, Journal of the Royal Statistical Society: Series A (Statistics in Society), 160, 523, 10.1111/j.1467-985X.1997.00078.x Hernandez-Orallo, J., Flach, P., & Ferri, C. (2011). Brier Curves: a New Cost-Based Visualisation of Classifier Performance. Proceedings of the 28th International Conference on Machine Learning (ICML-11), pp. 585–592. 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, 2007, Credit scoring with a data mining approach based on support vector machines, Expert Systems with Applications, 33, 847, 10.1016/j.eswa.2006.07.007 Karatzoglou, 2006, Support vector algorithm in R, Journal of Statistical Software, 15, 1, 10.18637/jss.v015.i09 Kuhn, 2013 Lessmann, 2015, Benchmark-ing state-of-the-art classification algorithms for credit scoring: An update of research, European Journal of Operational Research, 247, 124, 10.1016/j.ejor.2015.05.030 Lichman, 2013 Lin, 2013, Judging borrowers by the company they keep: Friendship networks and information asymmetry in online peer-to-peer lending, Management Science, 59, 17, 10.1287/mnsc.1120.1560 Malekipirbazari, 2015, Risk assessment in social lending via random forests, Expert Systems with Applications, 42, 4621, 10.1016/j.eswa.2015.02.001 Mays, 2001 Namvar, 2013, An introduction to peer to peer loans as investments, Journal of Investment Management, 12, 1 Polena, 2018, Determinants of borrowers’ default in P2P lending under consideration of the loan risk class, Games, 9, 82, 10.3390/g9040082 Pope, 2011, What's in a picture? Evidence of discrimination from Prosper.com, Journal of Human Resources, 46, 53, 10.1353/jhr.2011.0025 Pundir, 2012, A novel concept of partial Lorenz curve and partial Gini index, International Journal of Engineering, Science and Innovative Technology, 1, 296 Rufibach, 2010, Use of Brier score to assess binary predictions, Journal of Clinical Epidemiology, 63, 938, 10.1016/j.jclinepi.2009.11.009 Salzberg, 1997, On comparing classifiers: Pitfalls to avoid and a recommended approach, Data Mining and Knowledge Discovery, 328, 317, 10.1023/A:1009752403260 Serrano-Cinca, 2015, Determinants of default in P2P Lending, PLoS ONE, 10, 1, 10.1371/journal.pone.0139427 Tsai, K., Ramiah, S., & Singh, S. (2014). Peer Lending Risk Predictor. Stanford: Stanford University CS229 Project Report. Tsai, 2009, The consumer loan default predicting model – An application of DEA-DA and neural network, Expert Systems with Applications, 36, 11682, 10.1016/j.eswa.2009.03.009 Wendler, 2016 Wu, J. Loan default prediction using lending club data. (2014). http://www.wujiayu.me/assets/projects/loan-default-predictionJiayu-Wu.pdf. Yeh, 2009, The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients, Expert Systems with Applications, 36, 2473, 10.1016/j.eswa.2007.12.020 Zhang, 2007, A comparison study of credit scoring models, Proceedings Third International Conference on Natural Computation, 1, 15, 10.1109/ICNC.2007.15 Zhang, 2012, Rational Herding in Microloan Markets, Management Science, 58, 892, 10.1287/mnsc.1110.1459