Learning evolution, risk early warning and small and medium-sized securities investors H-LSV behavior model
学习演化、风险预警与中小投资者H-LSV行为模型

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...