Arka Bandyopadhyay

New York University

New York

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 17,173

SSRN RANKINGS

Top 17,173

in Total Papers Downloads

5,534

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Ideas:
“  Strategic Default for commercial borrowers, adverse selection in GNMA, racial discrimination in forbearance, borrower responsiveness and servicer optimal action via reinforcement learning, AI-ness in firms, Diversity Narrative Female and Indian CEOs ...  ”

Scholarly Papers (10)

1.

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

Forthcoming, Quarterly Journal of Finance, 2022
Number of pages: 29 Posted: 19 Aug 2020 Last Revised: 11 Oct 2021
Arka Bandyopadhyay
New York University
Downloads 762 (63,100)
Citation 4

Abstract:

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Forbearance, Servicer, Machine Learning, Natural Language Processing

2.

The Color of Forbearance in Private Label Mortgages: Consequences of Exclusion from CARES Act

Number of pages: 67 Posted: 28 Sep 2020 Last Revised: 30 Jan 2023
Arka Bandyopadhyay
New York University
Downloads 652 (77,130)
Citation 1

Abstract:

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Selective Verification, Race, Forbearance, Machine learning, NLP, COVID-19

3.

Deep Learning for Determinants of Default

Number of pages: 60 Posted: 28 Dec 2020 Last Revised: 19 Sep 2022
Arka Bandyopadhyay
New York University
Downloads 628 (80,765)
Citation 3

Abstract:

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

4.

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

Number of pages: 29 Posted: 23 Nov 2020
Arka Bandyopadhyay
New York University
Downloads 563 (92,669)

Abstract:

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COVID, HPI, Social Connectivity Index, Spatial, Autoencoder

5.

Quantifying Soft Information and Mortgage Delinquency Prediction

Number of pages: 56 Posted: 03 Mar 2021 Last Revised: 18 Oct 2022
Arka Bandyopadhyay
New York University
Downloads 556 (94,130)
Citation 1

Abstract:

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Soft information, Servicer, Machine learning, Natural Language Processing

6.

Adverse selection in mortgage markets: Evidence from Ginnie Mae early buyouts

Number of pages: 107 Posted: 30 Jun 2021 Last Revised: 11 Apr 2024
Arka Bandyopadhyay, Dongshin Kim and Patrick S. Smith
New York University, Pepperdine Graziadio Business School and UNC Charlotte
Downloads 555 (94,341)

Abstract:

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Adverse Selection, Early Buyouts, Ginnie Mae, Mortgage Securitization

7.

Market Microstructure of Luxury Properties: A Data-Driven Approach

Number of pages: 33 Posted: 11 Feb 2021
Arka Bandyopadhyay
New York University
Downloads 520 (102,376)

Abstract:

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Luxury Properties, Microstructure, Machine Learning, Urban Economics

8.

Reinforcement Learning for Household Finance: Designing Policy via Responsiveness

Number of pages: 45 Posted: 20 Sep 2022 Last Revised: 16 Jan 2024
Arka Bandyopadhyay and Lilia Maliar
New York University and Professor of Economics
Downloads 512 (104,255)

Abstract:

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Reinforcement Learning, Household Finance, Soft Information, Moral Hazard, Experience Learning

9.

AI Narrative and Stock Mispricing

Number of pages: 38 Posted: 26 Apr 2023 Last Revised: 02 Jun 2023
Arka Bandyopadhyay, Dat Mai and Kuntara Pukthuanthong
New York University, University of Missouri at Columbia and University of Missouri, Columbia
Downloads 500 (107,366)

Abstract:

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news narrative, artificial intelligence, NLP, return prediction, mispricing

10.

Diversity Narrative and Equity in Firm Leadership

Number of pages: 42 Posted: 26 Apr 2023
Arka Bandyopadhyay, Dat Mai and Kuntara Pukthuanthong
New York University, University of Missouri at Columbia and University of Missouri, Columbia
Downloads 286 (200,221)

Abstract:

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Diversity, Equity, Female CEO, Tech firms, India