Computer Science ›› 2018, Vol. 45 ›› Issue (5): 97-101.doi: 10.11896/j.issn.1002-137X.2018.05.017

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Risk Observing Method Based on Short-time Multi-source Regression Algorithm on P2P Platform

LIU Pan, LI Hua-kang and SUN Guo-zi   

  • Online:2018-05-15 Published:2018-07-25

Abstract: Peer-to-Peer(P2P) lending is a popular lending way in the field of contemporary Internet finance.There are small lending amount and different repayment cyclelengths,which may easily cause the loss of platform investors due to annual risk assessment.This paper proposed a method to dynamically evaluate the operation risk of P2P platforms based on short-time multi-source regression algorithm.In this algorithm,dynamic time windows are used to split up the len-ding records and linear regression method is used to quantify the dynamic risk index of P2P platforms.The experimental results show the method can reflect the visible operation situation of platforms,and can provide dynamic risk assessment and forecast indicators of the platforms to investors.

Key words: P2P lending,Operation risk,Time window,Short-time multi-source regression

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