基于二部图的P2P网络借贷投资组合决策方法 *
丁勇,程璐,蒋翠清

Choosing Portfolios Based on Bipartite Graph of P2P Lending Networks
Yong Ding,Lu Cheng,Cuiqing Jiang
表2 K=10时投资比重
投资者 w1 w2 w3 w4 w5 w6 w7 w8 w9 w10 Ri Ei
1 1.38% 11.19% 1.46% 1.29% 0.03% 5.01% 64.45% 2.13% 12.01% 1.05% 0.54% 15.00%
2 4.18% 6.67% 28.27% 1.04% 6.43% 0.16% 0.07% 32.16% 11.46% 9.56% 0.52% 12.27%
3 3.09% 6.37% 4.12% 0.02% 72.47% 10.13% 0.72% 1.80% 1.02% 0.27% 0.49% 9.88%
4 0.68% 12.63% 0.00% 2.23% 72.80% 0.06% 2.41% 1.46% 2.44% 5.28% 0.57% 14.62%
5 0.67% 1.76% 1.51% 5.47% 10.41% 1.42% 73.77% 0.01% 2.35% 2.63% 0.56% 12.31%