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Stock Analysis using Hadoop Framework Presented by: Sudhanshu Ranjan Vaibhav Jain Santosh Koppada Sumit Sahay Madhumita Ghosh

Hadoop - Stock Analysis

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  • 1. Stock Analysis using Hadoop Framework Presented by:Sudhanshu Ranjan Vaibhav Jain Santosh Koppada Sumit Sahay Madhumita Ghosh

2. AGENDA OBJECTIVE TECHNICAL ARCHITECTURE BASIC STRUCTURE & CODES USED FINAL RESULTS BUSINESS IMPLICATIONS 3. OBJECTIVE To obtain the companies adjusted closed share price after dividend distribution. To review the past trends of dividend payout & formulate future group strategy. Brand establishment increasing dividends.acrosstheindustrybypaying 4. TECHNICAL ARCHITECTUREMapReduce ProgramUsing HiveMapper -1Table CreationReducer -1Loading DataFinal OutputInner JoinFinal Output 5. BASIC STRUCTURE & CODES USED(Using Hive) FOR REMOVING THE HEADER: ON UNIX Tail -n +2 {FILE_NAME_WITH_HEADER} > {FILE_NAME_WITHOUT_HEADER}CREATING NYSE TABLE: ON HIVE hive> CREATE TABLE NYSE (exchange STRING, stock_symbol STRING, T_date STRING, SP_open FLOAT, stock_price_high FLOAT, stock_price_low FLOAT, stock_price_close FLOAT, stock_volume INT, stock_price_adj_close FLOAT) ROW FORMAT DELIMITED FIELDS TERMINATED BY ',';LOADING THE DATA INTO NYSE TABLE: hive>Load data local inpath '/home/ec2-user/MS_Praxis/ NYSE_daily_prices_AT_W.csv' Overwrite into table NYSE;To SELECT ADJUSTED CLOSING PRICE FOR EACH DAY THAT A STOCK REPORTED A DIVIDEND hive> select n.stock_symbol,n.t_date,stock_price_adj_close FROM nyse n JOIN dividend d ON n.stock_symbol=d.stock_symbol and n.t_date=d.t_date; 6. BASIC STRUCTURE & CODES USED(Using MapReduce) : Mapper Import java and hadoop packages Public class stockers { Public static class stockanalysismapper extends mapreducebase implements mapper { // Declared the mapkey and mapvalue @Override Public void map(longwritable key, text value,outputcollector output, reporter reporter) throws ioexception { // declaration of given variables // Used for loop switch case to parse the input lines and store the data // Check for null values in the key // Check the header and send the key value to output collector } } 7. ContdReducer public static class StockAnalysisReducer extends MapReduceBase implements Reducer { //Declaration of required variables @Override public void reduce(Text key, Iterator values,OutputCollector output, Reporter reporter) throws IOException { //Declaration of sum and flag variables while (values.hasNext()) { // Parse the inputs which are count, stock adjusted closing price and check // Store them as required after parsing//check for null values of stock adjusted closing price //Increment the sum } // write to output if sum is 2 and flag is 0 } } } 8. Contd Implementation of MapReduce on Hadoop: Copy the data from UNIX directory to HDFS hadoop fs -put *.csv eproj/input/ Run JAR code on hadoop hadoop jar Hadoop_matching.jar Stockers eproj/input mproj/output108 To view the output hadoop fs -cat mproj/output108/part-00000 9. RESULT We have found the adjusted stock closing prices of companies on dates when they offered dividends. 10. BUSINESS IMPLICATIONS Examining historical adjusted closing price trends as it give accurate representation of the company equity value beyond simple market price. Basis the findings, it will encourage new investors will invest in the company. It shows that the company is performing efficiently & meeting shareholders expectations. Incase, there is no adjustment and the stocks price is same after a dividend distribution, then any investor will get free money by buying the stock the day before the ex-date & later selling the stock after dividend distribution. Clearly no such arbitrage situation exists. 11. THANK YOU