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

Table 4

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

Investment proportion combination	Proportion of “-zgyh-”	Proportion of “-nyyh-”	Proportion of “-jtyh-”
1	0.4498	0.0000	0.5502
2	0.5634	0.0301	0.4065
3	0.5718	0.1123	0.3159
4	0.5803	0.1944	0.2253
5	0.5887	0.2766	0.1347
6	0.5971	0.3588	0.0441
7	0.5134	0.4866	0.0000
8	0.3422	0.6578	0.0000
9	0.1711	0.8289	0.0000
10	0.0000	1.0000	0.0000