Traffic Intersections are vital to urban road networks as they regulate the movement of people and goods. However, they are regions of conflicting trajectories and are prone to accidents. Deep Generative models of traffic dynamics at signalized intersections can greatly help traffic authorities better understand the efficiency and safety aspects. At present, models are evaluated on computational metrics that primarily look at trajectory reconstruction errors. They are not evaluated online in a `live' microsimulation scenario. Further, these metrics do not adequately consider traffic engineering-specific concerns such as red-light violations, unallowed stoppage, etc. In this work, we provide a comprehensive analytics tool to train, run, and evaluate models with metrics that give better insights into model performance from a traffic engineering point of view. We train a state-of-the-art multi-vehicle trajectory forecasting model on a large dataset collected by running a calibrated scenario of a real-world urban intersection. We then evaluate the performance of the prediction models, online in a microsimulator, under unseen traffic conditions. We show that despite using ideally-behaved trajectories as input, and achieving low trajectory reconstruction errors, the generated trajectories show behaviors that break traffic rules. We introduce new metrics to evaluate such undesired behaviors and present our results.

Stock prices forecasting has always been a challenging task. Although many research projects adopt machine learning and deep learning algorithms to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper we introduce a hybrid model that improves stock price prediction by emphasizing the dependencies between adjacent stock prices. The proposed model, ResNLS, is mainly composed of two neural architectures, ResNet and LSTM. ResNet serves as a feature extractor to identify dependencies between stock prices across time windows, while LSTM analyses the initial time-series data with the combination of dependencies which considered as residuals. In predicting the SSE Composite Index, our experiment reveals that when the closing price data for the previous 5 consecutive trading days is used as the input, the performance of the model (ResNLS-5) is optimal compared to those with other inputs. Furthermore, ResNLS-5 outperforms vanilla CNN, RNN, LSTM, and BiLSTM models in terms of prediction accuracy. It also demonstrates at least a 20% improvement over the current state-of-the-art baselines. To verify whether ResNLS-5 can help clients effectively avoid risks and earn profits in the stock market, we construct a quantitative trading framework for back testing. The experimental results show that the trading strategy based on predictions from ResNLS-5 can successfully mitigate losses during declining stock prices and generate profits in the periods of rising stock prices.