Dynamic identification method of systematic risk infection mechanism, terminal and storage medium

The invention relates to the technical field of financial systematic risk identification, in particular to a dynamic identification method and system for a systematic risk infection mechanism and a storage medium. The method comprises the following steps: S10, acquiring structured data of a financial institution, and serializing the structured data to obtain a yield time sequence; obtaining unstructured data of a financial institution, and quantifying the unstructured data to obtain an investor emotion change time sequence; s20, performing data fusion on the return rate time sequence and the investor emotion change time sequence through a multi-source data fusion model to obtain a multi-source fusion data time sequence; s30, based on the multi-source fusion data time sequence, adopting a Kruskal algorithm to dynamically generate a systematic risk infection mechanism of the financial market, and dynamically identifying a systematic important mechanism; the method has the beneficial effects that the risk infect