Table 1.
Closing prices of four assets, Apple, IBM, Netflix and Tesla, for a sub-interval of the whole time period, extracted from Yahoo!@finance using yfinance Python package, and considered for experiments in this work.
| Date | AAPL | IBM | NFLX | TSLA |
|---|---|---|---|---|
| 2016-12-23 | 27.219765 | 119.262428 | 125.589996 | 14.222667 |
| 2016-12-27 | 27.392632 | 119.570061 | 128.350006 | 14.635333 |
| 2016-12-28 | 27.275822 | 118.890434 | 125.889999 | 14.649333 |
| 2016-12-29 | 27.268820 | 119.183701 | 125.330002 | 14.312000 |
| 2016-12-30 | 27.056236 | 118.747368 | 123.800003 | 14.246000 |
| 2017-01-03 | 27.133329 | 119.605820 | 127.489998 | 14.466000 |
| 2017-01-04 | 27.102961 | 121.086693 | 129.410004 | 15.132667 |
| 2017-01-05 | 27.240784 | 120.686058 | 131.809998 | 15.116667 |
| 2017-01-06 | 27.544472 | 121.279861 | 131.070007 | 15.267333 |
| 2017-01-09 | 27.796768 | 119.934898 | 130.949997 | 15.418667 |
| 2017-01-10 | 27.824797 | 118.411110 | 129.889999 | 15.324667 |
| 2017-01-11 | 27.974308 | 120.006439 | 130.500000 | 15.315333 |