Mathematical Problems in Engineering / 2019 / Article / Tab 1

Research Article

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

Table 1

Proportion of each asset for traditional mean-variance model.

Investment proportion combinationProportion of “-zgyh-”Proportion of “-nyyh-”Proportion of “-jtyh-”

10.79940.00000.2006

20.64830.00000.3517

30.49720.00000.5028

40.34610.00000.6539

50.19500.00000.8050

60.06350.03490.9016

70.00000.03490.9016

80.00000.46080.5392

90.00000.73040.2696

100.00001.00000.0000

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