Learning evolution, risk early warning and small and medium-sized securities investors H-LSV behavior model

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 ad methods of dynamic simulation based on the Shanghai composite index. Finally, builded small and medium-sized securities investors risk monitoring and warning system based on the H-LSV model according to the small investors learning evolution characteristics. Finally, put forward the countermeasures and proposals from the perspective of the system construction.