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.
| Subset | IOM | RIOM |
| 1 | 0.0501 | 0.0566 | 2 | 0.0550 | 0.0633 | 3 | 0.0540 | 0.0618 | 4 | 0.0564 | 0.0696 | 5 | 0.0627 | 0.0714 | 6 | 0.0543 | 0.0629 | 7 | 0.0532 | 0.0688 | 8 | 0.0605 | 0.0711 | 9 | 0.0593 | 0.0706 | 10 | 0.0546 | 0.0664 | 11 | 0.0637 | 0.0701 | 12 | 0.0567 | 0.0640 | 13 | 0.0468 | 0.0569 | 14 | 0.0519 | 0.0663 | 15 | 0.0544 | 0.0620 | 16 | 0.0357 | 0.0472 | 17 | 0.0588 | 0.0710 | 18 | 0.0607 | 0.0774 | 19 | 0.0544 | 0.0655 | 20 | 0.0625 | 0.0808 |
| Average | 0.0553 | 0.0662 |
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