Table 5 Median model fitting time (in second) among 100 experiments of pre-defined SVM model and ENet model with 5-folds CV grid search for parameters tuning; median prediction time (in second) among 100 experiments of the ensembled SVM model and ensembled ENet model

AAPL

15.399

64.308

9229.379

308.853

MSFT

409.004

62.733

6402.511

308.500

MMM

73.617

61.480

9448.499

321.302

AXP

49.939

71.618

7918.229

270.069

BA

38.789

56.841

8553.776

304.796

CAT

15.442

55.063

10010.095

228.732

CVX

14.317

69.050

10069.264

183.757

CSCO

487.956

65.405

7224.831

309.895

KO

29.856

63.751

7675.374

291.537

DOW

163.295

74.951

8767.993

86.906

XOM

36.768

61.862

7506.909

198.883

WBA

19.297

83.645

10241.134

166.405

GS

53.651

46.112

10038.149

315.930

HD

18.539

54.100

10581.459

297.982

INTC

477.318

66.402

6714.089

321.268

IBM

27.033

56.349

8356.416

311.348

JNJ

21.766

63.325

8789.505

303.007

JPM

22.327

56.358

7436.894

262.190

MCD

22.888

56.083

8704.121

183.412

MRK

54.528

59.175

7593.471

318.102

NKE

23.965

64.067

7366.485

295.981

PFE

39.267

65.228

6652.149

323.481

PG

94.659

86.800

7569.769

175.051

TRV

54.066

69.333

9042.629

296.062

UNH

48.844

54.428

8685.283

296.102

UTX

35.731

65.212

8672.759

213.724

VZ

22.513

60.783

6900.441

295.320

V

37.877

64.143

7624.429

275.839

WMT

31.197

60.831

7600.762

305.127

DIS

14.818

62.748

9714.119

272.908