Based On The Statistical Analysis Of Copula Models Realization Of The Platform

In this thesis, a data analysis platform was developed based on Copula model.JBoss Seam was adopted as collections framework, which is open source andenterprise-class. In the framework, Richfaces were used as the human-machineinteractive interface, the EJB3SessionBean was employed as the business logiclayer, the JPA(Java Persistence API) stored objects to Oracle database. Theplatform used the R language as engine, based on the5years of data, correlationanalysis between Shanghai Composite Index and Shenzhen Component wascarried out, and time series chart was plotted. Copula parameters and the densitymaps also can be easily calculated by our platform, so it provides a usefuldecision support for the correlation analysis of the stock index.Main contributes of this thesis include:Application of Copula algorithm;The integration of Java applications and Copula algorithms;Analysis of the data in Oracle database by Copula algorithm;Extraction, process, import and analyze the financial data of PLC(PublicLimited Company);Installation and debugging Oracle data in the CentOS platform;Implementation of Jboss seam, which is a powerful open sourcedevelopment platform for building rich Internet applications in Java;Realization of Web2.0human-computer interface;Real time series analysis of financial data by four kinds of Copulas, thederive of parameters and density map of financial data.