Mathematical Problems in Engineering / 2019 / Article / Tab 3

Research Article

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

Table 3

Proportion of each asset for mean-variance model for buy-and-hold for 5-day strategy.

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

10.09240.00000.9076

20.29570.00000.7043

30.44090.03020.5288

40.45310.12960.4172

50.46540.22900.3056

60.47760.32840.1940

70.48980.42790.0823

80.44100.55900.0000

90.22050.77950.0000

100.00001.00000.0000

We are committed to sharing findings related to COVID-19 as quickly and safely as possible. Any author submitting a COVID-19 paper should notify us at help@hindawi.com to ensure their research is fast-tracked and made available on a preprint server as soon as possible. We will be providing unlimited waivers of publication charges for accepted articles related to COVID-19. Sign up here as a reviewer to help fast-track new submissions.