Learning P2P Lending Credit Evaluation Bayesian Network from Missing Data

Abstract

Credit evaluation is an important issue for investors in the financial field. However, there is a large amount of missing data in the P2P lending platform. To evaluate borrowers' credit from missing data, a credit evaluation Bayesian network model learning algorithm is proposed based on domain knowledge. Specifically, we first give a credit evaluation Bayesian network (CEBN) model to represent the borrowers' attributions and the relationships between attributions, and then we design the CEBN learning algorithm based on domain knowledge. Furthermore, we analyze and discuss the time complexity of the algorithm. Finally, the experimental results demonstrate that the CEBN model has good interpretability, learning performance, and evaluation performance by comparing it with other methods.