Risk evaluation in P2P loan platform based on cost-sensitive decision tree

被引：0
|
作者：
Ma P. [1 ]
Wang Y. [1 ]
Yu L. [1 ]
Li C. [1 ]
Kuang L. [1 ]
机构：
[1] School of Software, Central South University, Changsha
来源：
Kuang, Li (kuangli@csu.edu.cn) | 1880年 / CIMS卷 / 24期
基金：
中国国家自然科学基金;
关键词：
Cost sensitive; Decision tree algorithm; Imbalanced dataset; P2P loan platform;
D O I：
10.13196/j.cims.2018.07.030
中图分类号：
学科分类号：
摘要：
To improve the risk control ability of P2P loan platform, a risk evaluation approach based on an improved decision tree algorithm with multi-features fusion and cost sensitive characteristic was proposed. The credit feature of borrowers was constructed from the information provided by the platform, and the feature set which was most relevant to the risk evaluation and had the least redundancy was filtered out by constructing a feature selection algorithm with AUC maximization and mutual information minimization as the objectives and integrating personal credit feature, historical borrowing records with project features. The risk evaluation of loan projects based on cost-sensitive decision tree algorithm was realized. Experiment showed that the proposed approach had better performs compared with the related work and some traditional approach. © 2018, Editorial Department of CIMS. All right reserved.
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页码：1880 / 1886
页数：6
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