Research On The Application Of Archimedes Copula Function

Since Sklar put forward copula theory,the theory has made rapid development,and has been widely used in stock market,credit risk measurement,portfolio management,financial leasing industry risk and other fields,and achieved good results,In recent years,it has been widely used in finance,flood and drought analysis,With the rapid development of economy,high-speed rail,automobile,subway and other means of transportation enter people's life,as well as the opening of the national two child policy,traffic congestion and the increase of population birth rate have become the issues that people pay close attention to.Therefore,based on Archimedes copula,this paper obtains the joint distribution function,using tail correlation and conditional probability to study traffic and population respectively as follows:For the study of traffic flow at intersections,the edge distribution and joint distribution functions are constructed according to the historical data of traffic flow at each intersection,and the characteristics of the tail of Archimedes copula function are used to analyze when an intersection is extremely congested or unimpeded,This paper takes the traffic data of four intersections of Nanhua Road,Shengzhi street,Shengbang street and Fuhua North Road as an example,Based on the tail feature of Archimedes copula function,the paper analyzes the correlation of traffic flow at four intersections.The results show that the tail feature of Copula function can describe the correlation between traffic flow at different intersections well,so that it can analyze the impact of traffic flow at each intersection on other intersections under special congestion and extremely smooth road conditions.For the study of population birth rate,based on the data of population birth rate in China from 2008 to 2017,according to the economic development in 2018,five economically developed provinces and five economically poor provinces are selected.Based on the twodimensional Archimedes copula function,the joint distribution function is obtained,and the correlation between provinces is analyzed by the conditional probability formula,that is,when the population birth rate of a province changes,The influence on another province and the influence of one province on the birth rate of the other nine provinces are drawn by using map.The results show that the birth rate in economically developed areas is lower than that in economically poor areas,and the degree of correlation is not as strong as that in economically developed areas.