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. 2015 Jul 17;10(7):e0131871. doi: 10.1371/journal.pone.0131871

Table 2. Comparison of predictors of market crises.

For each predictor (classifier), the table reports the number of true positives (TP), false positives (FP), false negatives (FN), and the probability of obtaining this performance assuming a random predictor.

Indicator TP FP FN p-value
Volatility 3 2 1 0.014
Correlation 3 2 1 0.014
Covariance 4 1 0 0.00033
U 4 0 0 0.000067