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研究生:詹鳳華
研究生(外文):Feng-Hua Chan
論文名稱:應用機器學習方法於貸款的違約比較與預測 - 以美國與中國為例
論文名稱(外文):Machine Learning Application to Loan Default Comparison and Prediction - A case study in USA and China
指導教授:康藝晃
指導教授(外文):Yihuang Kang
學位類別:碩士
校院名稱:國立中山大學
系所名稱:國際經營管理碩士學程
學門:商業及管理學門
學類:其他商業及管理學類
論文種類:學術論文
論文出版年:2017
畢業學年度:106
語文別:英文
論文頁數:55
中文關鍵詞:隨機森林機器學習美國中國網路貸款羅吉斯回歸
外文關鍵詞:Random ForestLogistic RegressionMachine LearningUSAChinaP2P Lending
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網路貸款已經在西方國家ex: 美國、英國盛行很久了。全世界第一個網貸平台為英國Zopa, 致力於提供小額貸款給借款人。本研究中,我們使用機器學習的方式去預測Lending Club借款人的違約風險並且找出影響違約因素的因子。我們利用羅吉斯回歸以及隨機森林的方式進行分析。接著比較網路貸款在美國以及中國之間不一樣的地方東西方國家。
Online Peer-to-Peer (P2P) lending has been prevailing in the West countries such as USA, UK. The first company to offer peer-to-peer loans in the world was Zopa in UK which provide platform for borrowers can obtain small loan from lenders. In this study, we use machine learning algorithms to predict borrowers’ default risk and discover factors that impact on the rate of loan default with example and data from LendingClub.com. We use logistic regression and random forest to do analysis and identify what is the most influential factor will affect P2P lending. Finally, we compare the difference of P2P lending market between USA and China.
Acknowledgement i
摘要 ii
Abstract iii
Content iv
List of Table vi
List of Figure vii
1. Introduction 1
1.1. Background 1
1.2. The study organization 2
2. Literature Review 3
3. Methodology 5
3.1. Dataset Description 5
3.2. Logistic Regression 6
3.3. Forest Plot 13
3.4. Random Forest 16
3.5. PPDai’s Funding 18
4. Discussion, Comparison, and Implication 22
4.1. Comparative Evaluation 22
4.2. The Risk of China P2P Platforms 23
4.3. China P2P Platforms 27
4.4. The new policy to solve China P2P platforms problem 30
4.5. Compare China and USA’s P2P lending industry situation 32
5. Conclusion 37
6. Reference 38
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