Dynamic structure of stock communities: A comparative study between stock returns and turnover rates

The detection of community structure in stock market is of theoretical and practical significance for the study of financial dynamics and portfolio risk estimation. We here study the community structures in Chinese stock markets from the aspects of both price returns and turnover rates, by using a combination of the PMFG and infomap methods based on a distance matrix. We find that a few of the largest communities are composed of certain specific industry or conceptional sectors and the correlation inside a sector is generally larger than the correlation between different sectors. In comparison with returns, the community structure for turnover rates is more complex and the sector effect is relatively weaker. The financial dynamics is further studied by analyzing the community structures over five sub-periods. Sectors like banks, real estate, health care and New Shanghai take turns to compose a few of the largest communities for both returns and turnover rates in different sub-periods. Several specific sectors appear in the communities with different rank orders for the two time series even in the same sub-period. A comparison between the evolution of prices and turnover rates of stocks from these sectors is conducted to better understand their differences. We find that stock prices only had large changes around some important events while turnover rates surged after each of these events relevant to specific sectors, which may offer a possible explanation for the complexity of stock communities for turnover rates

Light-YOLOv5: A Lightweight Algorithm for Improved YOLOv5 in Complex Fire Scenarios

In response to the existing object detection algorithms are applied to complex fire scenarios with poor detection accuracy, slow speed and difficult deployment., this paper proposes a lightweight fire detection algorithm of Light-YOLOv5 that achieves a balance of speed and accuracy. First, the last layer of backbone network is replaced with SepViT Block to enhance the contact of backbone network to global information; second, a Light-BiFPN neck network is designed to lighten the model while improving the feature extraction; third, Global Attention Mechanism (GAM) is fused into the network to make the model more focused on global dimensional features; finally, we use the Mish activation function and SIoU loss to increase the convergence speed and improve the accuracy simultaneously. The experimental results show that Light-YOLOv5 improves mAP by 3.3% compared to the original algorithm, reduces the number of parameters by 27.1%, decreases the computation by 19.1%, achieves FPS of 91.1. Even compared to the latest YOLOv7-tiny, the mAP of Light-YOLOv5 was 6.8% higher, which demonstrates the effectiveness of the algorithm