Predicting Financial Extremes Based on Weighted Visual Graph of Major Stock Indices

Figure 6

Performance of extreme indicators according to different methods on the Shanghai Stock Exchange (SSE) index series. (a) Precision for peak prediction; (b) recall for peak prediction; (c) F1 score for peak prediction; (d) precision for trough prediction; (e) recall for trough prediction; (f) F1 score for trough prediction (a = 45, b = 131, and S = 262).

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