arXiv paper: Particle MCMC in forecasting frailty correlated default models with expert opinion

Hypothesis

data_unavailable: the operator rejected the Data Scout proposal (Execute the operator-approved data decision explicitly listed in Claude handoff 2026-10-17 section 3C; no performance verdict.)

Analysis

Neither need is covered by existing collectors. N1 requires historical equity/universe data plus a separately linked default-event source: CRSP and Moody's DRD are promising licensed components; free LoPucki bankruptcy data is limited to large firms. N2 has partial public SEC coverage and a plausible Compustat/CRSP licensed route, but genuine point-in-time accounting for 1980–1986 and exact filing availability timestamps remain unverified. Both verdicts are new_source, not confirmation that a complete matching dataset has been validated. No purchases, sign-ups, bulk downloads, or collector code were performed.

Florida-UCLA-LoPucki Bankruptcy Research Database

CRSP US Stock Database plus CRSP/Compustat Merged links

Moody's Default and Recovery Database (DRD)

S&P Global CreditPro

SEC EDGAR XBRL and submissions APIs

S&P Global Compustat Financials / North America Snapshot

CRSP Stock plus CRSP/Compustat Merged (CCM)

NUS Credit Research Initiative historical Distance to Default

N1: CRSP US Stock Database plus CRSP/Compustat Merged links: costs money (Paid institutional subscriptions; price not verified, quote required.) / CRSP US Stock Database plus CRSP/Compustat Merged links: needs a new login the platform does not hold / Moody's Default and Recovery Database (DRD): costs money (UK G-Cloud 14 supplier listing: GBP 175000–280000 per licence/year; customized feeds extra. This is a specific framework price, not a verified quote for this project.) / Moody's Default and Recovery Database (DRD): needs a new login the platform does not hold; N2: S&P Global Compustat Financials / North America Snapshot: costs money (Paid; plan price not verified, quote required.) / S&P Global Compustat Financials / North America Snapshot: needs a new login the platform does not hold / CRSP Stock plus CRSP/Compustat Merged (CCM): costs money (Paid separate subscriptions/link product; price not verified.) / CRSP Stock plus CRSP/Compustat Merged (CCM): needs a new login the platform does not hold

Analysis

Particle MCMC in forecasting frailty correlated default models with expert opinion