A multi-objective instance-based decision support system for investment recommendation in peer-to-peer lending

作者：

Highlights：

• A decision-making model is proposed in the context of peer-to-peer lending.

• Investors can decide their fund allocations using our proposed approach.

• Risk and return are optimized by the use of our multi-objective algorithm.

• Our model has an acceptable performance compared with the existing methods.

摘要

•A decision-making model is proposed in the context of peer-to-peer lending.•Investors can decide their fund allocations using our proposed approach.•Risk and return are optimized by the use of our multi-objective algorithm.•Our model has an acceptable performance compared with the existing methods.

论文关键词：P2P lending,Multi-objective optimization,Artificial neural network,Logistic regression,Non-dominated sorting genetic algorithm

论文评审过程：Received 24 August 2019, Revised 3 February 2020, Accepted 3 February 2020, Available online 12 February 2020, Version of Record 20 February 2020.

论文官网地址：https://doi.org/10.1016/j.eswa.2020.113278