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 combination	Proportion of “-zgyh-”	Proportion of “-nyyh-”	Proportion of “-jtyh-”
1	0.0924	0.0000	0.9076
2	0.2957	0.0000	0.7043
3	0.4409	0.0302	0.5288
4	0.4531	0.1296	0.4172
5	0.4654	0.2290	0.3056
6	0.4776	0.3284	0.1940
7	0.4898	0.4279	0.0823
8	0.4410	0.5590	0.0000
9	0.2205	0.7795	0.0000
10	0.0000	1.0000	0.0000