Mathematical Problems in Engineering / 2019 / Article / Tab 2

Research Article

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

Table 2

Rate of return from the optimal portfolio on the Prosper dataset.

SubsetIOMRIOM

10.05010.0566
20.05500.0633
30.05400.0618
40.05640.0696
50.06270.0714
60.05430.0629
70.05320.0688
80.06050.0711
90.05930.0706
100.05460.0664
110.06370.0701
120.05670.0640
130.04680.0569
140.05190.0663
150.05440.0620
160.03570.0472
170.05880.0710
180.06070.0774
190.05440.0655
200.06250.0808

Average0.05530.0662

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