{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,10]],"date-time":"2026-03-10T15:57:26Z","timestamp":1773158246737,"version":"3.50.1"},"reference-count":55,"publisher":"MDPI AG","issue":"3","license":[{"start":{"date-parts":[[2025,6,29]],"date-time":"2025-06-29T00:00:00Z","timestamp":1751155200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Forecasting"],"abstract":"<jats:p>Hyperparameter optimization (HPO) is critical for enhancing the predictive performance of machine learning models in credit risk assessment for peer-to-peer (P2P) lending. This study evaluates four HPO methods, Grid Search, Random Search, Hyperopt, and Optuna, across four models, Logistic Regression, Random Forest, XGBoost, and LightGBM, using three real-world datasets (Lending Club, Australia, Taiwan). We assess predictive accuracy (AUC, Sensitivity, Specificity, G-Mean), computational efficiency, robustness, and interpretability. LightGBM achieves the highest AUC (e.g., 70.77% on Lending Club, 93.25% on Australia, 77.85% on Taiwan), with XGBoost performing comparably. Bayesian methods (Hyperopt, Optuna) match or approach Grid Search\u2019s accuracy while reducing runtime by up to 75.7-fold (e.g., 3.19 vs. 241.47 min for LightGBM on Lending Club). A sensitivity analysis confirms robust hyperparameter configurations, with AUC variations typically below 0.4% under \u00b110% perturbations. A feature importance analysis, using gain and SHAP metrics, identifies debt-to-income ratio and employment title as key default predictors, with stable rankings (Spearman correlation &gt;\u00a00.95,\u00a0p&lt;0.01) across tuning methods, enhancing model interpretability. Operational impact depends on data quality, scalable infrastructure, fairness audits for features like employment title, and stakeholder collaboration to ensure compliance with regulations like the EU AI Act and U.S. Equal Credit Opportunity Act. These findings advocate Bayesian HPO and ensemble models in P2P lending, offering scalable, transparent, and fair solutions for default prediction, with future research suggested to explore advanced resampling, cost-sensitive metrics, and feature interactions.<\/jats:p>","DOI":"10.3390\/forecast7030035","type":"journal-article","created":{"date-parts":[[2025,6,30]],"date-time":"2025-06-30T12:10:31Z","timestamp":1751285431000},"page":"35","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Optimizing Credit Risk Prediction for Peer-to-Peer Lending Using Machine Learning"],"prefix":"10.3390","volume":"7","author":[{"ORCID":"https:\/\/orcid.org\/0009-0009-9690-1391","authenticated-orcid":false,"given":"Lyne Imene","family":"Souadda","sequence":"first","affiliation":[{"name":"Applied Studies in Business and Management Sciences Laboratory, Finance Department, Higher School of Commerce, Kolea University Center, Kolea 42003, Tipaza, Algeria"}]},{"given":"Ahmed Rami","family":"Halitim","sequence":"additional","affiliation":[{"name":"Statistics Department, National School of Statistics and Applied Economics, Kolea University Center, Kolea 42003, Tipaza, Algeria"}]},{"ORCID":"https:\/\/orcid.org\/0009-0005-1810-4419","authenticated-orcid":false,"given":"Billel","family":"Benilles","sequence":"additional","affiliation":[{"name":"Applied Studies in Business and Management Sciences Laboratory, Finance Department, Higher School of Commerce, Kolea University Center, Kolea 42003, Tipaza, Algeria"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-8516-6418","authenticated-orcid":false,"given":"Jos\u00e9 Manuel","family":"Oliveira","sequence":"additional","affiliation":[{"name":"Institute for Systems and Computer Engineering, Technology and Science, Campus da FEUP, Rua Dr. Roberto Frias, 4200-465 Porto, Portugal"},{"name":"Faculty of Economics, University of Porto, Rua Dr. Roberto Frias, 4200-464 Porto, Portugal"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0959-8446","authenticated-orcid":false,"given":"Patr\u00edcia","family":"Ramos","sequence":"additional","affiliation":[{"name":"Institute for Systems and Computer Engineering, Technology and Science, Campus da FEUP, Rua Dr. Roberto Frias, 4200-465 Porto, Portugal"},{"name":"CEOS.PP, ISCAP, Polytechnic of Porto, Rua Jaime Lopes Amorim s\/n, 4465-004 S\u00e3o Mamede de Infesta, Portugal"}]}],"member":"1968","published-online":{"date-parts":[[2025,6,29]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","first-page":"119","DOI":"10.1016\/j.elerap.2017.10.006","article-title":"Pricing mechanisms in the online peer-to-peer lending market","volume":"26","author":"Ma","year":"2017","journal-title":"Electron. 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