I want to create a numpy array in which each element must be a list, so later I can append new elements to each.
I have looked on google and here on stack overflow a
Lists aren't very numpy anyway, so maybe a tuple of lists is good enough for you. You can get that easily and rather efficiently with an iterator expression:
fiveLists = tuple([] for _ in range(5))
You can leave out the tuple if you only need it once (gives you the raw iterator).
You can use this to create a numpy array if you really want to:
arrayOfLists = np.fromiter(([] for _ in range(5)), object)
Edit: as of July 2020, you get "ValueError: cannot create object arrays from iterator"