Base on Extreme Value Theory of "Low Volume and Low Price Model" to Calculate the VaR and Parameter Optimization

In the filed of finance,the main application of extreme value theory is to measure extreme risk.Based on People's investment history and experience,designs the "Low volume and low price model",and select A-share of the Shanghai and Shenzhen stock for testing,the use of extreme value theory to carry out calculation VaR and parameter optimization,and try to find a relatively reasonable time to buy for different preferences of investors.