王鹏, 谢筱薇. 基于BP神经网络算法的P2P机构系统重要性研究[J]. 电子科技大学学报社科版, 2018, 20(6): 47-56. DOI: 10.14071/j.1008-8105(2017)-0026
引用本文: 王鹏, 谢筱薇. 基于BP神经网络算法的P2P机构系统重要性研究[J]. 电子科技大学学报社科版, 2018, 20(6): 47-56. DOI: 10.14071/j.1008-8105(2017)-0026
WANG Peng, XIE Xiao-wei. Research on P2P Institutions’ Systemic Importance Based on the BP Neural Network Algorithm[J]. Journal of University of Electronic Science and Technology of China(SOCIAL SCIENCES EDITION), 2018, 20(6): 47-56. DOI: 10.14071/j.1008-8105(2017)-0026
Citation: WANG Peng, XIE Xiao-wei. Research on P2P Institutions’ Systemic Importance Based on the BP Neural Network Algorithm[J]. Journal of University of Electronic Science and Technology of China(SOCIAL SCIENCES EDITION), 2018, 20(6): 47-56. DOI: 10.14071/j.1008-8105(2017)-0026

基于BP神经网络算法的P2P机构系统重要性研究

Research on P2P Institutions’ Systemic Importance Based on the BP Neural Network Algorithm

  • 摘要: P2P网络借贷作为互联网金融的重要组成部分,近年来发展迅猛,但是风险事件也接连不断发生,引起业界、学界强烈的关注。研究主要是在P2P网贷平台的监管中的一个重要问题,即其中系统重要性机构的识别问题。根据我国P2P网贷平台的运营特点、运营环境等因素,设计了一个指标体系;之后运用BP神经网络得到了相应的权重,从而对国内最具代表性的P2P网贷平台进行了系统重要性排名。根据排名结果,得到了一批需要重点监管的P2P网贷机构,提出了重点监管名单,并且提出了其他相关的政策建议,对P2P网贷平台的监管有着一定的理论意义和实际业务参考价值。

     

    Abstract: As an important part of Internet finance, P2P lending has developed rapidly in recent years. But its potential risks are constantly exposed, which attracts attention in the industry. This paper researches an important problem in the supervision of P2P lending, which is the identification of systemically important platforms. According to the operation characteristics and operating environment of P2P lending platforms in China, an index system is designed. Afterwards, the corresponding weights are obtained by using BP neural network, so as to rank the systemic importance of the most representative P2P lending platforms in China. According to the ranking results, a batch of P2P lending platforms that need to be supervised and other relevant policy recommendations are put forward. The research has some theoretical significance and practical value for the supervision of P2P lending platforms.

     

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