I would like to build a model to predict capital calls and distributions of a private equity fund. The first question is: does any of you can address me towards the state of art for it? also machine learning approaches are more than welcome (so far I have only found papers using ito's calculus, or other deterministic simple methods). In particular I would like to link/correlate the output to the market and economic situation.
The second question is: in order to build the model I need data on some private equity funds (for training the model), however they are costy, so are you aware of any free database which I could be using?
I was also thinking that if no database/data is available I could approach it but generating fake funds by using a Montecarlo simulation but I am not sure this would be reliable.