Study on Stocks Based on Big Data Methods and Computer Programs

Recently big data is a hot topic in many fields. Here we use distributed algorithms to treat big data in Chinese stock market. First the two stock indexes (Shanghai Composite and Shenzhen Composite indexes) from 1990-2019 are collected. Then the data are divided to several subsets and are analyzed separately via computer programs. Finally the results for every subset are combined due to distributed algorithms theory. In addition to big data scheme, we adopt stochastic processes theory and moment equations methods.