Research on Investment Rate of P2P Platform Based on PSO-ARIMA Model

DOI

10.2991/icmess-18.2018.118How to use a DOI?

Keywords

P2P platform; Investment interest rate; PSO-ARIMA model

Abstract

P2P Internet lending has attracted a lot of attention as the most popular and controversial part of Internet finance. As a financial time series, the interest rate of P2P platform shows obvious non-stationary characteristics. So, in order to study the investment interest rate of P2P platform and predict the investment rate of P2P net lending platform, it is very difficult to obtain an accurate and simple model adopting traditional linear ARMA model modeling method. The PSO-ARIMA model proposed in this paper can overcome the disadvantages of exhaustive method. The optimal parameters of ARIMA can be obtained by introducing PSO algorithm. In the end, the time series of investment interest rates of P2P platform can be used for modeling, analyzing and forecasting based on PSO-ARIMA. The results show that the PSO-ARIMA model has good prediction effect on the investment rate of P2P platform in a short time.

Copyright

© 2018, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Xin Wen
AU  - Mengli Li
AU  - Zhuoxi Yu
AU  - Lu Qin
PY  - 2018/06
DA  - 2018/06
TI  - Research on Investment Rate of P2P Platform Based on PSO-ARIMA Model
BT  - Proceedings of the 2018 2nd International Conference on Management, Education and Social Science (ICMESS 2018)
PB  - Atlantis Press
SP  - 535
EP  - 539
SN  - 2352-5398
UR  - https://doi.org/10.2991/icmess-18.2018.118
DO  - 10.2991/icmess-18.2018.118
ID  - Wen2018/06
ER  -