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]:As an extension and application of e-commerce in the field of finance, P2P network lending has been concerned by many scholars in recent years. However, in the current theoretical research, there are few investment decision analysis from the angle of investor information mining. In this paper, a novel method, investor composition analysis method, is proposed to select the most valuable investment by analyzing the investors' information of the loan, and to assist the investors to make investment decisions. Firstly, from the three dimensions of investors' historical investment return rate, risk preference and investment experience, the paper constructs the investor file (investor profile), and then builds the investor composition analysis model based on the investor file. Finally, through the data of Prosper, the largest online lending website in the United States, this paper makes an empirical study on the concept and model proposed in this paper. The experimental results show that it is feasible to use the method of investor composition analysis in this paper to assist investors to make investment decisions. The model constructed in this paper shows good predictive ability and can effectively screen out valuable investments.
【作者單位】： 大連理工大學(xué)管理與經(jīng)濟(jì)學(xué)部;
【基金】：國家自然科學(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)：2068236