计算机科学 ›› 2018, Vol. 45 ›› Issue (5): 97-101.doi: 10.11896/j.issn.1002-137X.2018.05.017
刘盼,李华康,孙国梓
LIU Pan, LI Hua-kang and SUN Guo-zi
摘要： P2P网络借贷作为当代互联网金融领域中流行的借贷方式,具有借款金额小、还款周期长短不一的特点,导致传统的年度风险评估方法因时间粒度过粗而容易给 平台投资者造成损失。基于此,提出一种基于短时多源回归算法的网络借贷平台运营风险的动态评估方法。通过动态时间窗对借贷记录进行切分,并以线性回归来量化平台的动态风险指数。实验结果表明,该方法能够及时反映P2P平台的风险宏观运营情况,并向投资者提供平台的动态风险评估和预测指标。
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