Research on Dynamic Characteristics of Stock Market Based on Big Data Analysis

Table 1

EMD distance statistics data of each market index.

Market index	Maximum value	Minimum value	Mean value	Variance
AS30	18.52	4.76	7.28	4.59
SMI	23.08	4.86	7.31	4.61
FCHI	14.73	4.87	6.92	2.36
GDAXI	18.76	4.98	7.12	3.76
HSI	19.02	5.11	7.36	4.03
N225	34.38	5.12	7.49	7.25
STI	17.68	5.11	7.62	5.06
FTSE	17.66	4.87	6.98	3.52
DJI	21.32	4.71	7.58	5.03
IXIC	27.92	5.23	9.16	15.12
P500	18.914	4.92	7.65	4.59
SH	56.72	5.12	8.97	42.36
SZSE	34.25	5.17	8.38	13.98
SENSEX	21.86	5.21	7.59	5.68
JKSE	16.63	5.36	7.82	4.73
KS11	18.43	5.02	7.39	5.12