Research Article

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

Table 2

Summary of indicators.

Peak indicators (visibility graph)Trough indicators (absolute invisibility graph)

Degree (D)
Accumulated degree (AD)
Weight (W)
Accumulated weight (AW)

is the degree of node i, is the weight of node pair , S is the length of the observation window, n is the number of considered neighbors, and i is the rightmost point in the corresponding observation window.