Citation Link: https://nbn-resolving.org/urn:nbn:de:hbz:467-689
Eine Client/Server-Architektur für statistische Visualisierungen und Analyse von Finanzdaten
Source Type
Doctoral Thesis
Author
Institute
Subjects
statistische Visualisierungen
Finanzdatenanalyse
Client/Server-Architektur
DDC
510 Mathematik
GHBS-Clases
Issue Date
2004
Abstract
Statistical visualizations form an important instrument of the data analysis. In this thesis
a client/server-architecture for these visualizations is introduced. The architecture is
based on the components, whereby two of them contain a graphic-library for statistical
visualizations. The functions of each component are presented and their communication
is described. The prototype introduced in this work can be used on web pages,
in particular e-learning. The communication is made by the middleware CORBA. The
components were implemented in C++ and JAVA.
In the second part of the thesis models for analysis of finance data with student
t-distributions, especially a timeseries, are introduced. In the multivariate case models
depending on Copulas are presented. Copulas are defined, Estimators and simulationsalgorithms
are given. Particularly the question
”Which copula is the right one?“is discussed.
a client/server-architecture for these visualizations is introduced. The architecture is
based on the components, whereby two of them contain a graphic-library for statistical
visualizations. The functions of each component are presented and their communication
is described. The prototype introduced in this work can be used on web pages,
in particular e-learning. The communication is made by the middleware CORBA. The
components were implemented in C++ and JAVA.
In the second part of the thesis models for analysis of finance data with student
t-distributions, especially a timeseries, are introduced. In the multivariate case models
depending on Copulas are presented. Copulas are defined, Estimators and simulationsalgorithms
are given. Particularly the question
”Which copula is the right one?“is discussed.
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