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

Figure 9

Performance of trough indicators based on four methods for 12 indices. The x axis is the threshold selected during prediction of extreme values and the y axis is the F1 score (a = 45, b = 131, S = 262, and n = 3 (for accumulated degree (AD) or accumulated weight (AW))).

(a)

(b)

(c)

(d)

(e)

(f)

(g)

(h)

(i)

(j)

(k)

(l)