Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending

Table 1

Description of variables.

Variable	Description
X1	FICO score of the borrower
X2	The number of inquiries of the borrower in the last 6 months
X3	The monetary amount of the loan
X4	The homeownership status of the borrower (0 = rent, 1 = own)
X5	The debt-to-income ratio of the borrower
X6	The number of accounts delinquent
X7	The number of public records in the past 10 years
Y	Dependent variable (0 = completed, 1 = default)