Research on the Application of Economics Model in Network Course Design Based on Computer Data Platform

Abstract

This paper organically combines VaR and ES models with extreme value theory on a computer data platform. This paper uses the Bootstrap method to give the confidence interval of VaR and ES estimated by the extreme value theory at a certain confidence level, and improves the confidence interval estimated by the likelihood ratio method. Finally, this paper uses the logarithmic daily rate of return of China's Shanghai Composite Index from December 19, 2006 to September 30, 2020 to conduct an empirical study to give the VaR and ES values and confidence intervals of the Shanghai Composite Index.