Exploration of credit risk of P2P platform based on data mining technology

DOI10.1016/j.cam.2020.112718zbMath1432.91131OpenAlexW2999553114WikidataQ126380623 ScholiaQ126380623MaRDI QIDQ2297186

Shousong Cai, Jing Zhang

Publication date: 18 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.112718

zbMATH Keywords

data miningcredit risk assessmentpeer-to-peer lendingblockchain platform

Mathematics Subject Classification ID

Credit risk (91G40) Experimental work for problems pertaining to game theory, economics, and finance (91-05)

Cites Work

• Spatial dependence in credit risk and its improvement in credit scoring
• Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
• Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks

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