Data for: Forecasting Peer-to-Peer Platform Default Rate with LSTM Neural Network

This study adopts borrower data disclosed by US P2P lending platform Lending Club as data source, ranges from 2008 to 2015, since most of the loans issued in this period have been already paid off. We first calculate the average default rate of the monthly fresh loans as the dependent variable, then shift one to four delayed period of this average default as independent variables.