%0 Journal Article
%T Learning evolution, risk early warning and small and medium-sized securities investors H-LSV behavior model<br>学习演化、风险预警与中小投资者H-LSV行为模型
%A WANG Ji-ning
%A CHEN Ting-qiang
%A <br>王冀宁
%A 陈庭强
%J 系统工程理论与实践
%D 2011
%I 
%X This article through the literature review,comprehensively use the Hurst index and LSV model, and constructed the H - LSV model on the stock market investors herding behavior,proposed new measure method to the herding behavior model,and characterized the nonlinear characteristics and its deviation degree in interval length of the Small and medium-sized securities investors,and gave the empirical analysis or the ideas and methods of dynamic simulation based on the Shanghai composite index.Finally,builded sma...
%K herding behavior
%K H-LSV model
%K learning evolution
%K risk early-warning<br>羊群行为
%K H-LSV模型
%K 学习演化
%K 风险预警
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=79B09C6DE25B00BB57C7684216302338&yid=9377ED8094509821&vid=4AD960B5AD2D111A&iid=E158A972A605785F&sid=569BDAA4FEA0F7F9&eid=4D1A534FF6CD5D9A&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=23