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

Table 1

Proportion of each asset for traditional mean-variance model.

Investment proportion combination	Proportion of “-zgyh-”	Proportion of “-nyyh-”	Proportion of “-jtyh-”
1	0.7994	0.0000	0.2006
2	0.6483	0.0000	0.3517
3	0.4972	0.0000	0.5028
4	0.3461	0.0000	0.6539
5	0.1950	0.0000	0.8050
6	0.0635	0.0349	0.9016
7	0.0000	0.0349	0.9016
8	0.0000	0.4608	0.5392
9	0.0000	0.7304	0.2696
10	0.0000	1.0000	0.0000