Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period

Park, Ki Taek; Yang, Hyejeong; Sohn, So Young

doi:10.1007/s10479-021-04300-z

Cited by 3 publications

(2 citation statements)

References 33 publications

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“…They observe that the EB platform can provide coordinated SC financing contracts and other financing strategies. Park et al (2021) consider time and cost simultaneously for tackling slack problems. Giri (2021) considers effort and price in SC.…”

Section: Online Peer-to-peer Lending Platformmentioning

confidence: 99%

Online peer-to-peer lending platform and supply chain finance decisions and strategies

et al. 2022

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Online peer-to-peer (P2P) lending platform is an emerging FinTech business model that establishes a link between investors and recipients of capital in supply chains (SCs). Businesses face capital constraints impacting directly on their final product price and demand. This article studies optimal decisions and operational strategies in a logistics network considering two capital-constrained manufacturers who produce products of different qualities and sell them to a retailer having deterministic demand over a specific period. The high quality product manufacturer borrows capital through an online P2P lending platform with a service fee, while the low quality product manufacturer pre-sells products for competing with the high quality product manufacturer. In this study, we find optimal prices of the SC participants, service rate of the online P2P platform and percentage of the pre-ordering quantity of the retailer. We analyse optimal Stackelberg and Nash equilibrium of the SC participants. We find that an increase in the amount of opportunity cost will cause a decrease in the pre-ordering quantity of the retailer affecting the SC profit in numerous ways. The online P2P lending platform should consider the amount of the retailer’s target profit in determining the platform’s service rate. We posit some practical insights based on our numerical study and observations for SC managers enabling them to take appropriate measures about their optimal strategies according to the networks’ existing economic conditions.

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Section: Online Peer-to-peer Lending Platformmentioning

confidence: 99%

Online peer-to-peer lending platform and supply chain finance decisions and strategies

et al. 2022

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“…Y. Deng et al [33] presented a specific case of investment portfolio through blockchain by deployment of the Artificial Intelligence techniques. K. T. Park et al [34] proved that peer-to-peer lending could be a lucrative investment portfolio. M. Li and Y. Wu [35] used the notion of network communication and artificial It is noteworthy that all of the above approaches make use of only one type of recommendation algorithm.…”

Section: инвестиционная политика / Investment Policymentioning

confidence: 99%

A Novel Weighted Hybrid Recommendation System using Sharpe Ratio for a Profitable Diversified Investment Portfolio

Saini

Vaz

2022

jour

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Identifying where to invest and how much to invest can be very challenging for common people who have limited knowledge in the domain. Portfolio managers are financial professionals who spend a lot of time and effort to help investors in investing funds and implementing investment strategies, but not all can afford to consult them. The study aims to develop a weighted hybrid recommendation system that recommends an optimized investment portfolio based on the investor’s preferences regarding risk and return. Generally, investors usually ask investment for advice from friends or relatives with similar risk preferences or if they are interested in a particular item, the investors ask for the experience of someone who already has invested in the same item. Therefore, the methodology considers the investor’s past behavior and the past behavior of the nearest neighbor investors with similar risk preferences. Using user-based collaborative filtering the number of stocks is recommended using Pearson correlation based on the investor’s income, then using another user-based collaborative filtering the number of stocks is recommended based on the investor’s age. Weights are assigned to the recommended number of stocks generated based on income and age and their weighted average is finally considered. Finally, the feasibility of the proposed system was assessed through various experiments. Based on the received results, the authors conclude that the proposed weighted hybrid approach is robust enough for implementation in the real world. The novelty of the paper lies in the fact that none of the existing approaches make use of more than one type of weighted recommendation algorithm. Additionally, the final results obtained this way have been never further fortified with the highest Sharpe ratio and minimum risk for the investor. This combination of hybrid and Sharpe ratios has never been explored before.

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Kralr: knowledge-enhanced representation aggregation for long-tail recommendation

Zhang,

et al. 2024

Ann Oper Res

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Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period

Cited by 3 publications

References 33 publications

Online peer-to-peer lending platform and supply chain finance decisions and strategies

Online peer-to-peer lending platform and supply chain finance decisions and strategies

A Novel Weighted Hybrid Recommendation System using Sharpe Ratio for a Profitable Diversified Investment Portfolio

Kralr: knowledge-enhanced representation aggregation for long-tail recommendation

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