Abstract:Efforts to predict stock market outcomes have yielded limited success due to the inherently stochastic nature of the market, influenced by numerous unpredictable factors. Many existing prediction approaches focus on single-point predictions, lacking the depth needed for effective decision-making and often overlooking market risk. To bridge this gap, we propose a novel model, RAGIC, which introduces sequence generation for stock interval prediction to quantify uncertainty more effectively. Our approach leverages a Generative Adversarial Network (GAN) to produce future price sequences infused with randomness inherent in financial markets. RAGIC's generator includes a risk module, capturing the risk perception of informed investors, and a temporal module, accounting for historical price trends and seasonality. This multi-faceted generator informs the creation of risk-sensitive intervals through statistical inference, incorporating horizon-wise insights. The interval's width is carefully adjusted to reflect market volatility. Importantly, our approach relies solely on publicly available data and incurs only low computational overhead. RAGIC's evaluation across globally recognized broad-based indices demonstrates its balanced performance, offering both accuracy and informativeness. Achieving a consistent 95% coverage, RAGIC maintains a narrow interval width. This promising outcome suggests that our approach effectively addresses the challenges of stock market prediction while incorporating vital risk considerations.
Abstract:Traffic management systems play a vital role in ensuring safe and efficient transportation on roads. However, the use of advanced technologies in traffic management systems has introduced new safety challenges. Therefore, it is important to ensure the safety of these systems to prevent accidents and minimize their impact on road users. In this survey, we provide a comprehensive review of the literature on safety in traffic management systems. Specifically, we discuss the different safety issues that arise in traffic management systems, the current state of research on safety in these systems, and the techniques and methods proposed to ensure the safety of these systems. We also identify the limitations of the existing research and suggest future research directions.
Abstract:Traffic signal control is safety-critical for our daily life. Roughly one-quarter of road accidents in the U.S. happen at intersections due to problematic signal timing, urging the development of safety-oriented intersection control. However, existing studies on adaptive traffic signal control using reinforcement learning technologies have focused mainly on minimizing traffic delay but neglecting the potential exposure to unsafe conditions. We, for the first time, incorporate road safety standards as enforcement to ensure the safety of existing reinforcement learning methods, aiming toward operating intersections with zero collisions. We have proposed a safety-enhanced residual reinforcement learning method (SafeLight) and employed multiple optimization techniques, such as multi-objective loss function and reward shaping for better knowledge integration. Extensive experiments are conducted using both synthetic and real-world benchmark datasets. Results show that our method can significantly reduce collisions while increasing traffic mobility.