Mathematical Problems in Engineering / 2019 / Article / Fig 6

Research Article

Applying Least Squares Support Vector Machines to Mean-Variance Portfolio Analysis

Figure 6

Return rate of mean-variance model and LSSVM mean-variance model for buy-and-hold for 5-day strategy of (a) “-zgyh-”, (b) “-nyyh-”, and (c) “-jtyh-”.


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