DATA MINING TECHNIQUES TO PREDICT DEFAULT IN LENDING CLUB

摘要：

　　This study aims to build a predictive model for default in Lending Club using artificial neural network and compare its performance to logistic regression model using the data downloaded from https://www.kaggle.com/wendykan/lending-club-loan-data/data.All the records who were eligible were randomly assigned into 2 groups: training sample and testing sample.Two models were built using training sample: artificial neural network and logistic regression.We used these two models to predict the risk of default in Lending Club in the testing sample.Receiver operating characteristic(ROC)were calculated and compared for these two models for their discrimination capability and a curve using predicted probability versus observed probability were plotted to demonstrate the calibration measure for these two models.

关键词： artificial neural network logistic regression and ROC curve

作者: Haolun Xu

作者单位: Shanghai Foreign Language School

会议类型: 国际会议

会议名称: 2018 International Conference on E-Business, Information Management and Computer Science(2018年电子商务、信息管理与计算机科学国际会议)

会议地点: 香港

会议语种:英文

页码: 66-68

在线出版日期: 2018-04-14（万方平台首次上网日期，不代表论文的发表时间）