关键词: P2P网络借贷, 决策树算法, 代价敏感, 非均衡数据集

Abstract: To improve the risk control ability of P2P loan platform,a risk evaluation approach based on an improved decision tree algorithm with multi-features fusion and cost sensitive characteristic was proposed.The credit feature of borrowers was constructed from the information provided by the platform,and the feature set which was most relevant to the risk evaluation and had the least redundancy was filtered out by constructing a feature selection algorithm with AUC maximization and mutual information minimization as the objectives and integrating personal credit feature,historical borrowing records with project features.The risk evaluation of loan projects based on cost-sensitive decision tree algorithm was realized.Experiment showed that the proposed approach had better performs compared with the related work and some traditional approach.

Key words: P2P loan platform, decision tree algorithm, cost sensitive, imbalanced dataset