Applying GPs to stock market prediction

In this project, we will try to predict the prices of three major stocks in the market. The dataset for this exercise can be downloaded from Yahoo Finance (https://finance.yahoo.com). We downloaded the entire stock history for three companies:

• Google (https://finance.yahoo.com/quote/GOOG)
• Netflix (https://finance.yahoo.com/quote/NFLX)
• General Electric company (https://finance.yahoo.com/quote/GE)

We choose three datasets to compare GP performance across different stocks. Feel free to try this for more stocks.

Note

All of these datasets are present in the GitHub repository. Thus, there is no need to download them again to run the code.

The CSV files in the dataset have multiple columns. They are as follows:

• Date: Calendar date when the price of the stock was measured.
• Open: The opening price of the day.
• High: The highest price of the day.
• Low: The lowest price of the day.
• Close: The closing price of the day.
• Adj Close: The adjusted closing price is the closing price...