Mathematical Problems in Engineering / 2019 / Article / Tab 4

Research Article

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

Table 4

Investment performances of input parameters for portfolio selection.

Subset = 5%, = 5.5%, =6%, = 5%, = 5.5%, = 6%, = 5%, = 5.5%, = 6%,
M = 10,000M = 10,000M = 10,000M = 15,000M = 15,000M = 15,000M = 20,000M = 20,000M = 20,000
IOMRIOMIOMRIOMIOMRIOMIOMRIOMIOMRIOMIOMRIOMIOMRIOMIOMRIOMIOMRIOM

10.05980.07270.06010.07620.05020.07220.05010.05660.05580.08390.05200.08330.05940.07740.05440.06890.06910.0649
20.05000.05920.06010.07790.06750.08510.05500.06330.05170.06200.05510.06480.05040.05840.06640.08950.06610.0769
30.04410.05710.04910.06980.07350.09340.05400.06180.05980.07780.06310.06460.05030.05680.05540.07370.06470.0869
40.05250.06020.06580.09030.06360.07540.05640.06960.05120.06290.05530.08470.05660.06480.06170.08560.05180.0635
50.05320.06200.06310.08290.05130.07310.06270.07140.05660.07210.06160.08960.05760.07090.05470.06920.06100.0771
60.06340.07470.05640.07620.07170.11050.05430.06290.05700.07720.05850.08740.05840.06830.05280.07010.05160.0385
70.06130.07360.05470.07540.05510.08840.05320.06880.05280.07270.06200.05660.04810.05490.04850.06310.04600.0759
80.05290.05940.05050.06160.06850.08580.06050.07110.05450.07680.06450.08550.05450.07010.06280.08230.05920.0845
90.05480.06470.05500.07360.05590.04930.05930.07060.05070.05760.05740.12140.05350.05860.05610.07640.05740.1038
100.04740.05740.04720.06340.04990.07940.05460.06640.05280.06340.06220.06310.05140.05970.05820.06830.06890.0532
110.05970.07300.06020.07950.06610.10900.06370.07010.05620.07560.04980.06620.05310.05840.05690.06570.05720.1141
120.06440.07680.05410.06730.06240.10420.05670.06400.05290.06770.05740.09830.05510.06780.05360.07340.06180.0687
130.06350.07850.07090.08950.05320.06620.04680.05690.06370.08800.05040.09130.05550.06950.06360.08240.06160.1157
140.05930.07440.06260.07510.06340.12040.05190.06630.05680.07160.06140.11620.05770.06740.05410.06360.05720.0818
150.05230.06360.04850.06090.05710.09870.05440.06200.05770.07640.06330.08020.05970.07750.05360.07060.05950.0704
160.05490.07050.06840.08930.05080.12640.03570.04720.06420.08510.05730.05490.05930.06980.06160.08070.05510.0748
170.05490.06660.05490.07570.05380.06770.05880.07100.06740.08670.06150.04960.05350.06410.04870.06360.06960.0915
180.05460.06290.05120.06150.05600.06100.06070.07740.05850.07320.06870.08240.05990.07290.05760.07460.05070.1069
190.04920.05550.05720.06850.06570.04360.05440.06550.04340.06330.05890.07590.05810.06730.04720.06380.06230.1148
200.05540.06450.04130.05040.05960.03660.06250.08080.05620.06870.06980.09780.05180.07090.06010.07340.06380.0744

Average0.05540.06640.05660.07320.05980.08230.05530.06620.05600.07310.05950.08070.05520.06630.05640.07290.05970.0819

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