Research on Risk Quantification Model of P2P Loan Internet Platform

Abstract

This study aims to quantify the risk of each major P2P lending platform. The special feature is defined based on the “user comments” text data of the platforms from the lender with the combined Word2Vec keyword extraction technology. A quantitative model of an online lending platform is proposed with the feature. The results show that the model more accurately explores the loan Internet platform with high similarity with higher accuracy in the quantitative calculation of VaR.