Arka Bandyopadhyay

CU Boulder

Visiting Assistant Professor

99 Regent Drive

Office 401F

Boulder, CO Colorado 80309

United States

http://https://sites.google.com/view/arkaprava/home

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

PhD Student

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 17,144

SSRN RANKINGS

Top 17,144

in Total Papers Downloads

3,773

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

Forthcoming, Quarterly Journal of Finance, 2022
Number of pages: 29 Posted: 19 Aug 2020 Last Revised: 11 Oct 2021
Arka Bandyopadhyay
CU Boulder
Downloads 704 (46,881)
Citation 2

Abstract:

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Forbearance, Servicer, Machine Learning, Natural Language Processing

2.

Color and Cost of Misaligned CARES Act

Number of pages: 65 Posted: 28 Sep 2020 Last Revised: 12 Oct 2021
Arka Bandyopadhyay
CU Boulder
Downloads 596 (58,234)

Abstract:

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

3.

Deep Learning for Disentangling Liquidity-Constrained and Strategic Default

Number of pages: 58 Posted: 28 Dec 2020
Arka Bandyopadhyay and Yildiray Yildirim
CU Boulder and Zicklin School of Business, Baruch College - The City University of New York
Downloads 525 (68,305)
Citation 5

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
CU Boulder
Downloads 513 (70,332)

Abstract:

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COVID, HPI, Social Connectivity Index, Spatial, Autoencoder

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
CU Boulder
Downloads 498 (73,065)
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
CU Boulder
Downloads 472 (77,992)

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: 75 Posted: 30 Jun 2021 Last Revised: 13 Oct 2021
Arka Bandyopadhyay, Dongshin Kim and Patrick S. Smith
CU Boulder, Pepperdine Graziadio Business School and San Diego State University
Downloads 465 (79,384)

Abstract:

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