• 不 限
  • 期刊论文
  • 硕博论文
  • 会议论文
  • 报 纸
  • 英文论文
  2. 您的位置
  3. 首页
  4. 会议论文
  5. Risk Characteristics Analysis of Internet Financial Online Lending Platform

Risk Characteristics Analysis of Internet Financial Online Lending Platform

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：jwpvinson
【摘 要】
：
Thousands of online lending platforms have emerged since 2011,solving financial difficulties of small and medium-size enterprises to some extent but also followed by various problems,e.g.platform absc
【作 者】
：
Wentao Liu Shan Lu Huiwen Wang 
【机 构】
：
School of Economics and Management,Beihang University,Beijing 100191,China
【出 处】
：
上海交通大学
【发表日期】
：
2016年4期
【关键词】
：
online lending platform risk characteristics principal component dynamic develop 
下载到本地 , 更方便阅读
下载此文 赞助VIP
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
　　Thousands of online lending platforms have emerged since 2011,solving financial difficulties of small and medium-size enterprises to some extent but also followed by various problems,e.g.platform absconding,closing down,inaccessible withdrawal and so on.
其他文献
A comparison of 5 software implementations conducting mediation analysis
Despite the existing well-developed statistical methods for mediation analysis,applied researchers are still faced with challenges when implementing mediation analysis.
会议
causal inferencemediation analysisdirect and indirect effectssoftware impleme
Assessment of statistical power in relation to distance between propensity-score matched samples
Propensity score matching is widely used in various research fields to adjust for measured confounders in observational studies.
会议
Causal inferencePropensity scoreMatchingEuclidian distanceAnalysis method
Nonparametric Additive Instrumental Variable Estimator:A Group Shrinkage Estimation Perspective
In this paper,we study a nonparametric approach regarding a general nonlinear reduced form equation to achieve a better approximation of the optimal instrument.Accordingly,we propose the nonparametric
会议
Adaptive group Lassoinstrumental variablesnonparametric additive modeloptimal
SSE:A Summary-Statistics-based approach to Estimating heritability,co-heritability and effect sizes
Thousands of genome-wide association studies(GWAS)have been conducted over the past decade to identify the genetic risk variants underlying such complex phenotypes as human height,diabetes,and psychia
会议
GWASsummary statisticsheritabilityparallel Gibbs sampling
Volatility of volatility:estimation and tests based on noisy high frequency data
This paper estimates the volatility of volatility based on noisy high frequency data.We use the pre-averaging method to build an estimator for spot volatility,based on which we construct a consistent
会议
volatility of volatilitycentral limit theoremhigh frequency datamicrostructur
Regression Analysis of Length-biased and Right-censored Failure Time Data with Missing Covariates
Length-biased and right-censored failure time data arise from many fields and their analysis has recently attracted a great deal of attention(Huang and Qin,2012; Qin and Shen,2010; Tsai,2009; Vardi,19
会议
length-biasright censormissing covariateproportional hazardregression
Multivariate Ordinal Categorical Process Control
In many applications,the quality of products or services tends to be measured by multiple categorical characteristics,each of which is classified into attribute levels such as good,marginal,and bad.He
会议
Contingency TableDependence ShiftLatent VariableLocation ShiftStatistical Pr
Remaining useful life prediction method considering both smooth degradation and abrupt damages
This paper presents a new remaining useful life prediction method for deteriorating systems subjected to both continuous smooth degradation and additional abrupt damages due to a shock process,which c
会议
Fast NMF algorithm based on random projections
In many applications,data are stored in the form of matrices.Various tools for di-mension reduction are available by approximating a matrix using the product of some low-rank matrices.
会议
Nonnegative Matrix FactorizationRandom Projection
Modeling and Analysis of Low-Frequency and High-Frequency Financial Data
This paper introduces a unifued model,which can accommodate both a continuous-time It(o) process used to model high-frequency stock prices and a GARCH process employed to model low-frequency stock pri
会议
GARCHhigh-frequency datalow-frequency dataIt(o) processquasi-maximum likelih