Mathematical Problems in Engineering / 2019 / Article / Tab 4

Research Article

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

10.44980.00000.5502

20.56340.03010.4065

30.57180.11230.3159

40.58030.19440.2253

50.58870.27660.1347

60.59710.35880.0441

70.51340.48660.0000

80.34220.65780.0000

90.17110.82890.0000

100.00001.00000.0000

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