<![CDATA[Online lending services such as Peer to Peer (P2P) loans provide convenience for lenders to transact directly without involving banks as intermediaries. Identifying potential loan recipients who are at risk of default is a crucial step in preventing financial losses, as lenders are responsible for default risk. However, predicting default risk becomes a challenge when P2P lending datasets have various complex features. Some features in P2P lending are redundant, while others do not significantly contribute to an effective solution. Therefore, feature selection is an important process to choose a relevant subset of features from input or target data. Traditional feature selection methods often fail to provide optimal results. A better approach is to use heuristic search algorithms capable of finding suboptimal feature subsets. We employ the Grey Wolf Optimization (GWO) technique, inspired by the hierarchy of leadership and grey wolf hunting mechanisms. Combined with Random Forest (RF), which has limitations in classifying data with very high dimensions, our GWO+RF combination has proven to enhance classification performance better than previous research. It achieves an accuracy score of 97.31%, compared to previous research with scores of only 67.72% for RBM+RF, 64% for Binary PSO+ERT, and 92% for GA+RF.]]>
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