omnirank：基于深度学习的p2p 平台 风险量化研究 - arxivorg.pdfVIP

OMNIRank ：基于深度学习的 P2P 平台⻛险量化研究 1 1 1 2 1 2 1 （上海交通大学 区域光纤通信网与新型光通信系统国家重点实验室，上海 200240） 2 （上海交通大学 网络信息中心，上海 200240） （jinyh@ ） OMNIRank: Risk Quantification for P2P Platforms with Deep Learning Honglun Zhang1 Haiyang Wang1 Xiaming Chen1 Yongkun Wang2 Yaohui Jin1,2 1 (State Key Lab of Advanced Optical Communication System and Network, Shanghai Jiao Tong University, Shanghai, 200240) 2 (Network and Information Center, Shanghai Jiao Tong University, Shanghai, 200240) Abstract P2P lending presents as an innovative and flexible alternative for conventional lending institutions like banks, where lenders and borrowers directly make transactions and benefit each other without complicated verifications. However, due to lack of specialized laws, delegated monitoring and effective managements, P2P platforms may spawn potential risks, such as withdraw failures, investigation involvements and even runaway bosses, which cause great losses to lenders and are especially serious and notorious in China. Although there are abundant public information and data available on the Internet related to P2P platforms, challenges of multi-sourcing and heterogeneity matter. In this paper, we promote a novel deep learning model, OMNIRank, which comprehends multi-dimensional features of P2P platforms for risk quantification and produces scores for ranking. We first construct a large-scale flexible crawling framework and obtain great amounts of multi-source heterogeneous data of domestic P2P platforms since 2007 from the Internet. Purifications like duplication and noise removal, null handing, format unification and fusion are applied to improve data qualities. Then we extract deep features of P2P platforms via text comprehension, topic modeling, knowledge graph and sentiment analysis, which are delivered as inputs to OMNIRank, a d