Risk-return modelling in the p2p lending market: Trends, gaps, recommendations and future directions
作者：
Highlights：
• This study reviews the literature on risk-return modeling in p2p lending market.
• Our research identifies the most influential works and critical references.
• Our paper shows the research trends through bibliometric visualization tools.
• ML support most new approaches and improve the performance of traditional models.
• Several works lack explainability and a genuine understanding of business use.
摘要
•This study reviews the literature on risk-return modeling in p2p lending market.•Our research identifies the most influential works and critical references.•Our paper shows the research trends through bibliometric visualization tools.•ML support most new approaches and improve the performance of traditional models.•Several works lack explainability and a genuine understanding of business use.
论文关键词：Risk management modeling,Credit risk modeling,Profit and investment modeling,P2P lending,Machine learning,Literature review,Bibliometric analysis
论文评审过程：Received 24 December 2020, Revised 24 May 2021, Accepted 22 July 2021, Available online 26 July 2021, Version of Record 5 August 2021.
论文官网地址：https://doi.org/10.1016/j.elerap.2021.101079
