How can lenders prosper? Comparing machine learning approaches to identify profitable peer-to-peer loan investments

A Robust profit measure for binary classification model evaluation

(2018) Franco Garrido et al.   EXPERT SYSTEMS WITH APPLICATIONS

ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R

(2017) Marvin N. Wright et al.   Journal of Statistical Software

The use of profit scoring as an alternative to credit scoring systems in peer-to-peer (P2P) lending

(2016) Carlos Serrano-Cinca et al.   DECISION SUPPORT SYSTEMS

Instance-based credit risk assessment for investment decisions in P2P lending

(2016) Yanhong Guo et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research

(2015) Stefan Lessmann et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Risk assessment in social lending via random forests

(2015) Milad Malekipirbazari et al.   EXPERT SYSTEMS WITH APPLICATIONS

Regularization Paths for Generalized Linear Models via Coordinate Descent

(2015) Jerome Friedman et al.   Journal of Statistical Software

Development and application of consumer credit scoring models using profit-based classification measures

(2014) Thomas Verbraken et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH