P2P Lending Platform Risk Observing Method Based on Short-Time Multi-Source Regression Algorithm

摘要

Peer-to-Peer (P2P) lending is a popular way of lending in contemporary Internet financial filed. Comparing with the traditional bank lending, the annual risk evaluation is no longer applicable for P2P platform because of the short life cycle and a lot of transaction records. This paper presents a method to dynamically evaluate the operation risk of P2P plat- forms based on a short-time multi-source regression algorithm. Dynamic time windows are used to split up the lending records and linear regression method is used to quantify the dynamic risk index of P2P platforms. The experimental results show that the proposed method can reflect the visible operation situation of platforms, and give investors dynamic risk assessment and effective tips of the platforms.