Domonkos F. Vamossy

University of Pittsburgh

Department of Economics

SCHOLARLY PAPERS

8

DOWNLOADS

2,763

TOTAL CITATIONS

31

Ideas:
“  (Interpretable) Machine Learning Applications in Household & Behavioral Finance  ”

Scholarly Papers (8)

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1.

Predicting Consumer Default: A Deep Learning Approach

Downloads 1,087 (41,957)
Citation 7

Predicting Consumer Default: A Deep Learning Approach

Number of pages: 77 Posted: 30 Oct 2019 Last Revised: 07 Aug 2020
Stefania Albanesi and Domonkos F. Vamossy
University of Pittsburgh and University of Pittsburgh
Downloads 1,047 (43,561)
Citation 3

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consumer default; credit scores; deep learning; macroprudential policy

Predicting Consumer Default: A Deep Learning Approach

NBER Working Paper No. w26165
Number of pages: 72 Posted: 20 Aug 2019 Last Revised: 30 Jun 2023
Stefania Albanesi and Domonkos F. Vamossy
University of Pittsburgh and University of Pittsburgh
Downloads 36 (914,228)

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Predicting Consumer Default: A Deep Learning Approach

CEPR Discussion Paper No. DP13914
Number of pages: 74 Posted: 20 Aug 2019
Stefania Albanesi and Domonkos F. Vamossy
University of Pittsburgh and University of Pittsburgh
Downloads 4 (1,292,926)
Citation 4
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Consumer default, credit scores, deep learning, macroprudential policy

2.

Effect of State and Local Sexual Orientation Anti-Discrimination Laws on Labor Market Differentials

Number of pages: 60 Posted: 03 Aug 2020 Last Revised: 28 Sep 2024
Scott Delhommer and Domonkos F. Vamossy
University of Texas at Austin and University of Pittsburgh
Downloads 392 (154,933)

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sexual orientation, discrimination, LGBT, LGBTQ, anti-discrimination laws, laws, labor, labor market, labor market differentials, pay gap, gay pay gap, pay premium, lesbian pay premium, public opinion, polling, same-sex marriage, same-sex marriage legalization

3.

EmTract: Extracting Emotions from Social Media

International Review of Financial Analysis, 2024[10.1016/j.irfa.2024.103769]
Number of pages: 44 Posted: 20 Mar 2023 Last Revised: 25 Nov 2024
Domonkos F. Vamossy and Rolf Skog
University of Pittsburgh and affiliation not provided to SSRN
Downloads 331 (186,581)
Citation 1

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Deep Learning, NLP, Text Analysis, Social Media

4.

Racial Disparities in Debt Collection

Journal of Banking & Finance, volume 164, 2024 [10.1016/j.jbankfin.2024.107208]
Number of pages: 66 Posted: 16 Oct 2019 Last Revised: 24 Aug 2024
Jessica LaVoice and Domonkos F. Vamossy
University of Pittsburgh - Department of Economics and University of Pittsburgh
Downloads 325 (190,265)
Citation 2

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debt collection, racial disparities

5.

Investor Emotions and Earnings Announcements

Journal of Behavioral and Experimental Finance, volume 30, 2021[10.1016/j.jbef.2021.100474]
Number of pages: 67 Posted: 22 Jun 2020 Last Revised: 19 Sep 2024
Domonkos F. Vamossy
University of Pittsburgh
Downloads 271 (230,080)
Citation 20

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deep learning, investor emotions, capital markets

6.

Social Media Emotions and IPO Returns

Journal of Money, Credit and Banking, 0 [10.1111/jmcb.13152]
Number of pages: 52 Posted: 14 Mar 2023 Last Revised: 19 Sep 2024
Domonkos F. Vamossy
University of Pittsburgh
Downloads 192 (320,760)

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Investor Emotions, Artificial Intelligence, Social Media, Return Predictability, IPO

7.

Social Media Emotions and Market Behavior *

Number of pages: 40 Posted: 25 Apr 2024
Domonkos F. Vamossy
University of Pittsburgh
Downloads 83 (607,846)

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Deep Learning, Investor Emotions, Text Analysis, Social Media, Return Predictability. JEL Codes: G41, L82

8.

Credit Scores: Performance and Equity

Downloads 82 (612,212)
Citation 1

Credit Scores: Performance and Equity

Number of pages: 58 Posted: 30 Sep 2024
Stefania Albanesi and Domonkos F. Vamossy
University of Pittsburgh and University of Pittsburgh
Downloads 73 (663,080)

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credit scores, machine learning, equity, fairness

Credit Scores: Performance and Equity

NBER Working Paper No. w32917
Number of pages: 59 Posted: 10 Sep 2024 Last Revised: 11 Sep 2024
Stefania Albanesi and Domonkos F. Vamossy
University of Pittsburgh and University of Pittsburgh
Downloads 9 (1,234,076)
Citation 1
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