博碩士論文 etd-0620117-153611 詳細資訊

[回到前頁查詢結果 | 重新搜尋]

姓名 詹鳳華(Feng-Hua Chan) 電子郵件信箱 E-mail 資料不公開
畢業系所 管理學院國際經營管理碩士學程(Master of Business Administration Program in International Business)
畢業學位 碩士(Master) 畢業時期 106學年第1學期
論文名稱(中) 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(英) Machine Learning Application to Loan Default Comparison and Prediction - A case study in USA and China
  • etd-0620117-153611.pdf
  • 本電子全文僅授權使用者為學術研究之目的,進行個人非營利性質之檢索、閱讀、列印。

    紙本論文:5 年後公開 (2022-11-19 公開)

    電子論文:使用者自訂權限:校內 5 年後、校外 5 年後公開

    論文語文/頁數 英文/55
    統計 本論文已被瀏覽 5668 次,被下載 0 次
    摘要(中) 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。
    摘要(英) 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.
  • 隨機森林
  • 機器學習
  • 美國
  • 中國
  • 網路貸款
  • 羅吉斯回歸
  • 關鍵字(英)
  • Random Forest
  • Logistic Regression
  • Machine Learning
  • USA
  • China
  • P2P Lending
  • 論文目次 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
    參考文獻 A Framework for European Crowdfunding. (2012, October 29). June 25, 2017, from http://eurocrowd.org/2012/10/29/european_crowdfunding_framework/
    Agresti, A., & Min, Y. (2002). Unconditional small‐sample confidence intervals for the odds ratio. Biostatistics, 3(3), 379–386. from https://doi.org/10.1093/biostatistics/3.3.379
    Akerlof, G. A. (1970). The Market for “Lemons”: Quality Uncertainty and the Market Mechanism. The Quarterly Journal of Economics, 84(3), 488–500. https://doi.org/10.2307/1879431
    Allen, F., McAndrews, J., & Strahan, P. (2002). E-Finance: An Introduction. Journal of Financial Services Research, 22(1–2), 5–27. https://doi.org/10.1023/A:1016007126394
    Angelini, E., di Tollo, G., & Roli, A. (2008). A neural network approach for credit risk evaluation. The Quarterly Review of Economics and Finance, 48(4), 733–755. https://doi.org/10.1016/j.qref.2007.04.001
    Bland, J. M., & Altman, D. G. (2000). The odds ratio. BMJ, 320(7247), 1468. https://doi.org/10.1136/bmj.320.7247.1468
    Board, S. E. (1993). Credit History. Robert Gibson. Retrieved from https://books.google.com.tw/books?id=FPF_YgEACAAJ
    Breiman, L. (2001). Random Forests. Machine Learning, 45(1), 5–32. https://doi.org/10.1023/A:1010933404324
    Brynjolfsson, E., & Hitt, L. M. (2000). Beyond Computation: Information Technology, Organizational Transformation and Business Performance. Journal of Economic Perspectives, 14(4), 23–48. https://doi.org/10.1257/jep.14.4.23
    “China Banking Regulatory Commission.” [Online]. Available: http://www.cbrc.gov.cn/english/index.html.
    Dong, L., & Li, X. (2013). Comprehensive Models for Evaluating Rockmass Stability Based on Statistical Comparisons of Multiple Classifiers (Vol. 2013). https://doi.org/10.1155/2013/395096
    Fawcett, T. (2006). An introduction to ROC analysis. Pattern Recognition Letters, 27(8), 861–874.
    Florian, D. (2014). Archetypes of crowdfunding platforms: A multidimensional comparison. Wiesbaden: Springer Gabler.
    Fluss, R., Faraggi, D., & Reiser, B. (2005). Estimation of the Youden Index and its Associated Cutoff Point. Biometrical Journal, 47(4), 458–472. https://doi.org/10.1002/bimj.200410135
    Greiner, M., Pfeiffer, D., & Smith, R. D. (2000). Principles and practical application of the receiver-operating characteristic analysis for diagnostic tests. Preventive Veterinary Medicine, 45(1–2), 23–41. https://doi.org/10.1016/S0167-5877(00)00115-X
    Heider, F. (1958). The Psychology of Interpersonal Relations. Psychology Press.
    Hong, H., Tsangaratos, P., Ilia, I., Chen, W., & Xu, C. (2017). Comparing the Performance of a Logistic Regression and a Random Forest Model in Landslide Susceptibility Assessments. the Case of Wuyaun Area, China. https://doi.org/10.1007/978-3-319-53498-5_118
    King, B. (2012). Bank 3.0: Why banking is no longer somewhere you go, but something you do. Marshall Cavendish International (Asia) Private Limited.
    Kuhn, M., & Johnson, K. (2013). Applied Predictive Modeling. New York, NY: Springer New York. https://doi.org/10.1007/978-1-4614-6849-3
    Liu, D., Brass, D. J., Lu, Y., & Chen, D. (2015). Friendships in Online Peer-to-peer Lending: Pipes, Prisms, and Relational Herding. MIS Q., 39(3), 729–742.
    Love, B. C. (2002). Comparing supervised and unsupervised category learning. Psychonomic Bulletin & Review, 9(4), 829–835. https://doi.org/10.3758/BF03196342
    Robin, X., Turck, N., Hainard, A., Tiberti, N., Lisacek, F., Sanchez, J.-C., & Markus, M. (2011). pROC: an open-source package for R and S+ to analyze and compare ROC curves. BMC Bioinformatics, (12), 77.
    S. Li, J. Qiu, Z. Lin, & J. Qiu. (2011). Do borrowers make homogeneous decisions in online P2P lending market? An empirical study of PPDai in China (pp. 1–6). Presented at the ICSSSM11, IEEE. https://doi.org/10.1109/ICSSSM.2011.5959504
    Scharfstein, D., & Stein, J. (1990). Herd Behavior and Investment. American Economic Review, 80(3), 465–79.
    I. Staff, “Economies Of Scale,” Investopedia, 18-Nov-2003.
    I. Staff, “Ponzi Scheme,” Investopedia, 25-Nov-2003.
    Stiglitz, J. E., & Weiss, A. (1981). Credit Rationing in Markets with Imperfect Information. The American Economic Review, 71(3), 393–410.
    Szumilas, M. (2010). Explaining Odds Ratios. Journal of the Canadian Academy of Child and Adolescent Psychiatry, 19(3), 227–229.
    The Risks of China’s P2P Lending Models and Related Regulations--《Financial Regulation Research》2014年03期. Retrieved August 1, 2016, from http://en.cnki.com.cn/Article_en/CJFDTOTAL-JRJG201403006.htm
    Uzunca, K., Birtane, M., & Taştekin, N. (2007). Effectiveness of pulsed electromagnetic field therapy in lateral epicondylitis. Clinical Rheumatology, 26(1), 69–74. https://doi.org/10.1007/s10067-006-0247-9
    Van Hulse, J., Khoshgoftaar, T. M., & Napolitano, A. (2007). Experimental Perspectives on Learning from Imbalanced Data. In Proceedings of the 24th International Conference on Machine Learning (pp. 935–942). New York, NY, USA: ACM. https://doi.org/10.1145/1273496.1273614
    Verhagen, A. P., & Ferreira, M. L. (2014). Forest plots. Journal of Physiotherapy, 60(3), 170–173. https://doi.org/10.1016/j.jphys.2014.06.021
    Wang, H., Greiner, M., & Aronson, J. E. (2009). People-to-People Lending: The Emerging E-Commerce Transformation of a Financial Market. In M. L. Nelson, M. J. Shaw, & T. J. Strader (Eds.), Value Creation in E-Business Management (pp. 182–195). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-03132-8_15
    WEN, X., & WU, X. (n.d.). An Analysis of the Factors to Influence Successful Borrowing Rate in P2P Network Lending——A Case Study of the Paipai Lending--《Finance Forum》2014年03期. Retrieved October 18, 2017, from http://en.cnki.com.cn/Article_en/CJFDTOTAL-CSJR201403002.htm
    Wiginton, J. C. (1980). A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior. Journal of Financial and Quantitative Analysis, 15(3), 757–770. https://doi.org/10.2307/2330408
    Youden, W. J. (1950). Index for rating diagnostic tests. Cancer, 3(1), 32–35.
    拍拍贷官网_互联网信用借贷平台_网络贷款_投资理财. Retrieved from http://www.ppdai.com/
    【网贷之家】中国首家权威p2p网贷投资理财行业门户_网贷理财_p2p理财产品. Retrieved from http://www.wdzj.com/
    零壹研究院. (2015). 中国P2P借贷服务行业白皮书(2015). 东方出版社,人民东方出版传媒有限公司.
    零壹研究院. (2016). 中国P2P借贷服务行业发展报告2016. 中國經濟出版社. Retrieved from http://product.dangdang.com/24011175.html
  • 李珮如 - 召集委員
  • 林耕霈 - 委員
  • 康藝晃 - 指導教授
  • 口試日期 2017-09-05 繳交日期 2017-11-19

    [回到前頁查詢結果 | 重新搜尋]