Design And Implementation Of Securities Market Risk Analysis Platform

With the rapid economic growth and the arrival of the whole financial industry information wave,the securities business has also entered the "big data" era,and the securities industry has gradually become a high intelligence,high income,high-tech industry.However,with the continuous penetration of the global economy,the securities market has become unpredictable due to the flow of international capital,and various risks in the securities industry have become complex and difficult to control.Therefore,how to analyze and predict the risks has become a difficult problem for securities companies to overcome,and market risk is one of the important risks faced by securities companies,And in the field of market risk control for securities companies is of great significance,so the securities industry needs a market risk analysis platform which is easy to expand the application of securities enterprises,and then effectively avoid the securities market risk.According to the above background,this thesis designs and develops a risk analysis platform for the securities market.After the investigation of the whole securities company and various business departments in the field of market risk,it analyzes the requirements of the whole system platform,and summarizes the functional and non functional requirements.The overall architecture and function of the platform are designed according to the requirements.The platform is built based on Java EE system.The development tools are spring boot,Apache Shiro,mybatis,thymeleaf and bootstrap.The whole platform is easy to deploy,convenient and unified access mode,and supports high availability and high scalability.Considering the pursuit of stability in the securities industry,this thesis designs a data center with data mart as the core,and completes the database design after combing the conceptual logic of various risk indicators in the securities market.Aiming at the need of data control and risk analysis in securities enterprises,this thesis designs and implements risk analysis and visualization function module,system management function module,data management function module and contract management function module.In addition,in order to realize the important risk prediction in risk analysis,the development of risk prediction model is studied and realized.Through the comparative experiment,the xgboost machine learning model combined with PCA is selected to predict the most important stock index in the current stock market,and the visual risk analysis report is formed combined with the front-end technology,and the relevant display details are set.The platform designed and implemented in this thesis solves the data management and visualization requirements of the risk department of the securities company for the market risk related indicators.Analysts can intuitively and efficiently obtain and analyze the data factors related to the market risk of the whole company,so as to carry out the response work according to the market risk exposed by the risk data factors.