Arka Bandyopadhyay

City University of NY, Baruch College, Zicklin School of Business

PhD Student

United States

SCHOLARLY PAPERS

7

DOWNLOADS

715

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Ideas:
“  1) Causality using Deep Learning 2) Instrumental Variables from Deep Learning 3) Environment, Social and Governance (5-6 projects) 4) Long-run welfare implications of short-term COVID-19 shock 5) Reinforcement Learning in Household Finance and Optimal Policy for Servicer 6) Spillover of Luxury Properties on Non-Luxury Properties 7) Between sticks and carrots: monitoring and informed decisions via responsiveness and cooperation 8) Soft Information beyond text data (audio data) 9) Private Placement and Credit Tenant Leases 10) Convolutional Neural Network for Neighborhood and Property Attributes 11) Investigating Capital Structure Theories with monthly data 12) Capital Structure Theory favoring biases and Investment Angle 13) ESG, Board Gender Diversity and Female CEO  ”

Scholarly Papers (7)

1.

Communications Between Borrowers and Servicers: Evidence from the COVID-19 Mortgage Forbearance Program

Quarterly Journal of Finance, 2020
Number of pages: 29 Posted: 19 Aug 2020 Last Revised: 12 May 2021
Arka Bandyopadhyay
City University of NY, Baruch College, Zicklin School of Business
Downloads 255 (147,794)
Citation 2

Abstract:

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Forbearance, Servicer, Machine Learning, Natural Language Processing

2.

Cost of Misaligned CARES Act: Overcrowding, Selective Verification and Unintended Racial Consequences

Number of pages: 60 Posted: 28 Sep 2020 Last Revised: 19 Apr 2021
Arka Bandyopadhyay
City University of NY, Baruch College, Zicklin School of Business
Downloads 159 (227,560)

Abstract:

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Strategic Behavior, Forbearance, Machine Learning, NLP, Race, COVID-19, CARES Act

3.

Regional Distributional Implications of COVID-19 on Housing Price Index and Investment Opportunities

Number of pages: 29 Posted: 23 Nov 2020
Arka Bandyopadhyay
City University of NY, Baruch College, Zicklin School of Business
Downloads 89 (346,447)

Abstract:

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COVID, HPI, Social Connectivity Index, Spatial, Autoencoder

4.

Deep Learning for Disentangling Liquidity-Constrained and Strategic Default

Number of pages: 58 Posted: 28 Dec 2020
Arka Bandyopadhyay and Yildiray Yildirim
City University of NY, Baruch College, Zicklin School of Business and Zicklin School of Business, Baruch College - The City University of New York
Downloads 85 (356,426)
Citation 5

Abstract:

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Strategic default, CMBS, Machine learning, Stress Test 2008, COVID-19

5.

Quantifying Soft Information, Mortgage Market Efficiency & Asset Pricing Implications

Number of pages: 56 Posted: 03 Mar 2021 Last Revised: 15 Apr 2021
Arka Bandyopadhyay
City University of NY, Baruch College, Zicklin School of Business
Downloads 65 (417,389)
Citation 1

Abstract:

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Soft information, Servicer, Machine learning, Natural Language Processing

6.

Market Microstructure of Luxury Properties: A Data-Driven Approach

Number of pages: 33 Posted: 11 Feb 2021
Arka Bandyopadhyay
City University of NY, Baruch College, Zicklin School of Business
Downloads 52 (468,477)

Abstract:

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Luxury Properties, Microstructure, Machine Learning, Urban Economics

7.

Agency Conflicts in Securitization: Evidence From Ginnie Mae Early Buyouts

Number of pages: 58 Posted: 30 Jun 2021
Arka Bandyopadhyay, Dongshin Kim and Patrick S. Smith
City University of NY, Baruch College, Zicklin School of Business, Pepperdine Graziadio Business School and San Diego State University
Downloads 10 (701,145)

Abstract:

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Adverse Selection, Agency Conflict, Early Buyouts, Ginnie Mae, Securitization