My latest side project has been working on modeling Prosper P2P loans. Features of the data like credit grade, income, etc. are all readily available for import (it's like they actually want you to use this data!). All of the data is imported in MySQL using a script, and then sliced and diced using R.
I created a runtime model, which is an ensemble of various machine learning models (think Netflix prize grand prize solution). The runtime model runs on a Raspberry Pi and uses the Prosper API to place bids automatically.