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

Table 2

EMD distance statistics data of each market index.

Market index	Network diameter			Modularity
	Precrisis	Subprime crisis	European debt crisis	Precrisis	Subprime crisis	European debt crisis
AS30	17	19	16	0.601	0.643	0.625
SMI	16	17	13	0.536	0.649	0.611
FCHI	21	19	15	0.603	0.626	0.608
GDAXI	20	18	16	0.626	0.638	0.621
HSI	18	18	12	0.606	0.629	0.598
N225	18	17	16	0.612	0.628	0.611
STI	15	20	13	0.616	0.652	0.606
FTSE	22	22	15	0.618	0.636	0.605
DJI	18	19	12	0.636	0.626	0.611
IXIC	20	25	16	0622	0.636	0.615
P500	18	20	20	0.639	0.641	0.635
SH	16	20	16	0.616	0.626	0.608
SZSE	17	16	13	0.612	0.623	0.609
SENSEX	16	18	15	0.619	0.622	0.606
JKSE	16	22	17	0.618	0.631	0.598
KS11	18	19	16	0.612	0.617	0.605