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Investors could establish their quantitative trading strategies based on the new money flow model. The proposed algorithm exploits the nature behind stock data. The experimental results show that the authors' approach can be automatically implemented by the investment strategy and know the future trend of the stock market, as well as the economic development of the region, according to the results of the stock data mining in a certain region.<\/jats:p>","DOI":"10.4018\/ijghpc.2018040102","type":"journal-article","created":{"date-parts":[[2018,3,14]],"date-time":"2018-03-14T14:06:23Z","timestamp":1521036383000},"page":"14-33","source":"Crossref","is-referenced-by-count":6,"title":["A Highly Efficient Big Data Mining Algorithm Based on Stock Market"],"prefix":"10.4018","volume":"10","author":[{"given":"Jinfei","family":"Yang","sequence":"first","affiliation":[{"name":"School of Economics, Minzu University of China, Beijing, China"}]},{"given":"Jiajia","family":"Li","sequence":"additional","affiliation":[{"name":"School of Computer Science, South China Normal University, Guangzhou, China"}]},{"given":"Qingzhen","family":"Xu","sequence":"additional","affiliation":[{"name":"School of Computer Science, South China Normal University, Guangzhou, China"}]}],"member":"2432","reference":[{"key":"IJGHPC.2018040102-0","doi-asserted-by":"publisher","DOI":"10.1016\/j.apm.2014.11.023"},{"key":"IJGHPC.2018040102-1","doi-asserted-by":"publisher","DOI":"10.1016\/j.apm.2011.07.073"},{"issue":"1","key":"IJGHPC.2018040102-2","first-page":"29","article-title":"Foreign intervention, exchange rate movements and stock price fluctuations.","volume":"10","author":"H.Chengying","year":"2013","journal-title":"Economic Research Journal"},{"issue":"8","key":"IJGHPC.2018040102-3","first-page":"44","article-title":"Investor Over confidence and unsustainable Contrarian Stock Market.","volume":"11","author":"H.Chengying","year":"2014","journal-title":"Management World"},{"key":"IJGHPC.2018040102-4","doi-asserted-by":"crossref","unstructured":"Claire, H., &Kevin, D. 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