A credit scoring model based on the Myers–Briggs type indicator in online peer-to-peer lending

作     者：Hyunwoo Woo So Young Sohn 

作者机构：Department of Industrial EngineeringYonsei University134 Shinchon-dongSeoulRepublic of Korea 

出 版 物：《Financial Innovation》 (金融创新（英文）)

年 卷 期：2022年第8卷第1期

页      面：1274-1292页

核心收录：

学科分类：1202[管理学-工商管理] 08[工学] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：the National Research Foundation of Korea(NRF)grant funded by the Korea government(MSIT)(2020R1A2C2005026) 

主　　题：Alternative credit scoring Behavioral finance Credit scoring Locally weighted logistic regression MBTI P2P lending 

摘      要：Although psychometric features have been considered for alternative credit scoring,they have not yet been applied to peer-to-peer(P2P)lending because such information is not available on *** study proposed an alternative credit scoring model for P2P lending by extracting typical personality types inferred from the borrowers’job *** projected a virtual space of borrowers by using the affinity matrix based on the Myers–Briggs type indicator(MBTI)that fits each job *** the distance in this space to Lending Club data,we used locally weighted logistic regression to vary the coefficients of the variables,which affect loan repayments,with each MBTI type for predicting the default *** found that each MBTI type’s credit scoring model has different significant *** study provides insights into breakthroughs in developing alternative credit scoring for P2P lending.