本文選題：網(wǎng)絡(luò)借貸 + 投資決策�。� 參考：《運(yùn)籌與管理》2016年02期

【摘要】：P2P網(wǎng)絡(luò)借貸作為電子商務(wù)在金融領(lǐng)域的延伸與應(yīng)用,近年來得到廣大學(xué)者的關(guān)注.但是目前的理論研究中,鮮有從投資者信息挖掘的角度進(jìn)行投資決策分析.本文提出一個(gè)新穎的方法,即投資者構(gòu)成分析方法,通過分析貸款的眾多投資者信息遴選出最有價(jià)值的投資,輔助投資者進(jìn)行投資決策.首先從投資者的歷史投資收益率、風(fēng)險(xiǎn)偏好以及投資經(jīng)驗(yàn)三個(gè)維度構(gòu)建投資者檔案(investor profile),進(jìn)而基于投資者檔案構(gòu)建投資者構(gòu)成分析模型,最后通過美國(guó)最大的在線網(wǎng)絡(luò)借貸網(wǎng)站Prosper的數(shù)據(jù),對(duì)本文提出的構(gòu)想及模型進(jìn)行了實(shí)證研究.實(shí)驗(yàn)結(jié)果表明本文提出的利用投資者構(gòu)成分析的方法輔助投資者進(jìn)行投資決策是可行的,文中構(gòu)建的模型表現(xiàn)出良好的預(yù)測(cè)能力,能夠有效地篩選出有價(jià)值的投資.
[Abstract]:P2P network lending, as an extension and application of e-commerce in the financial field, has attracted the attention of many scholars in recent years. However, in the current theoretical research, there is rarely an investment decision analysis from the perspective of investor information mining. In this paper, a new method is proposed, that is, the analysis method of the investor, through the analysis of the numerous investment of the loan. It selects the most valuable investment and assists investors to make investment decisions. First, we build investor files (investor profile) from the three dimensions of investors' return on historical investment, risk preference and investment experience, and then build an investor analysis model based on investor archives, and finally through the largest online network in the United States. The data of Prosper, an empirical study on the concept and model proposed in this paper, shows that the method proposed in this paper is feasible to assist investors in making investment decisions, and the model constructed in this paper shows good forecasting ability and can effectively screen out valuable investment.
【作者單位】： 大連理工大學(xué)管理與經(jīng)濟(jì)學(xué)部;
【基金】：國(guó)家自然科學(xué)基金資助項(xiàng)目(71402014) 教育部人文社科基金資助項(xiàng)目(14YJCZH044)
【分類號(hào)】：F713.36;F831.2
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本文編號(hào)：2068235