CF-NN: a novel decision support model for borrower identification on the peer-to-peer lending platform

With the prevalence of online individual micro-loans, an increasing number of peer-to-peer lending platforms have been established during the last ten years. One main problem for these platforms is to accurately identify the ‘bad’ applicants with high default risk. In this paper, we propose a CF-NN model that combines neural network and collaborative filtering for identifying high-risk borrowers. It is demonstrated in the experimental analysis...