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

Table 2

Proportion of each asset for LSSVM-mean-variance model.

Investment proportion combination	Proportion of “-zgyh-”	Proportion of “-nyyh-”	Proportion of “-jtyh-”
1	0.9668	0.0000	0.0332
2	0.6654	0.0000	0.3346
3	0.4173	0.0305	0.5521
4	0.2670	0.1171	0.6159
5	0.1167	0.2037	0.6796
6	0.0000	0.3094	0.6906
7	0.0000	0.4821	0.5179
8	0.0000	0.6547	0.3453
9	0.0000	0.8274	0.1726
10	0.0000	1.0000	0.0000