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P2P Lending for FinTech
Short-Term Scientific Mission
Applicant name:
Tomas Plihal
Start date:
21.09.2022
End date:
2.10.2022
Applicant institution:
Masaryk University
Purpose of the grant:
This short-term scientific mission grant aims to work on the joint project called Network-based credit risk models on P2P lending markets. The research project's main objective is to design and empirically verify new P2P network-based credit risk models. We are proposing: i) several new network-based feature extraction techniques, ii) methodology that leads to the use of multiple networks in feature extraction, and iii) bootstrap aggregation and hyper-parameter tuning in network-based feature extraction. The goal of the short-term scientific mission is to prepare and clean the datasets, work on feature engineering and prepare input data for network analysis, fit initial networks, extract features, and show preliminary results.
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