大数据、电子商务对金融科技的影响研究

The Impact of Big Data and E-Commerce on FinTech

摘要: 近年来，金融科技在为金融领域带来新活力的同时，也在潜移默化地改变我们的日常生活，在国家政策的支持下，短短几年时间已经处于世界领先地位。而大数据产业以及电子商务行业分别为金融科技的技术基础和应用领域，作为金融科技的“上下游”产业，与金融科技联系密切。为了研究金融科技发展的影响因素，有效推进金融科技的发展，本文选取中证金融科技主题指数、中证电子商务主题指数、中证大数据产业指数2017年6月22日到2023年1月31日收益率作为样本数据，建立VAR模型和DCC-MGARCH模型，研究大数据和电子商务对金融科技发展的动态影响。

Abstract: In recent years, while bringing new vitality to the financial sector, FinTech has also subtly changed our daily lives. With the support of national policies, FinTech has taken a leading position in the world in just a few years. The Big Data industry and e-commerce industry are the technical basis and application fields of financial technology respectively, and as the “upstream and downstream” industries of financial technology, they are closely related to FinTech. In order to study the influencing factors of the development of FinTech and effectively promote the development of FinTech, this paper selects the returns of the FinTech theme index, the e-commerce theme index and the Big Data industry index of China Securities from June 22, 2017 to January 31, 2023 as sample data, establishes the VAR model and DCC-MGARCH model, and studies the dynamic impact of Big Data and e-commerce on the development of FinTech.