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Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
OFSAAAI: Modeling PlatformEnterprise R Modeling Platform
Gagan Deep SinghDirector – Quantitative FinanceOracle Financial Services AnalyticsAug 2014
Oracle and Analyst Confidential –Restricted
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | 3
Briefing Agenda
OFSAA Overview
Business Challenges
OFSAAAI – R Modeling Framework
Summary
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Oracle and Analyst Confidential –Restricted
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | 4Oracle and Analyst Confidential –Restricted
Oracle Financial Services Analytical Applications
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Unified Platform
Stochastic / Algorithmic Modeling F/W
Hierarchies
Financial Services Data Model Data Quality
Model Registry
Work Flows
Model Sandbox
Object Browser
Security & Audit
Business Rules Run Definition
Model Risk Mgmt (add on)
Data Reconciliation
Application Frameworks
Data Model & Management Toolkit
Cust
omer
In
sight
Ana
lytic
s
Ente
rpris
e Ri
sk A
naly
tics
Frau
d An
alyti
cs
Ente
rpris
e Pe
rform
ance
Ana
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s
AAAI
Oracle Financial Services Analytical Applications
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Computational EngineRun Framework
Mart Management
Modeling & StressForms & Workflow
Data Management& Movement Metadata ManagementData Quality Batch & Real-Time
Behavior Detection
User Security & Access
Business Processors
Hierarchy-Node Execution
In Data Execution
Cube Builder
Relational Mart Builder
In RDBMS & HDFS
Conditional Execution
Baseline & Simulation Run
Enterprise Batch Mgr
Open Machine Learning
Modeling Sandbox
Scenarios & Stress Testing
Forms Manager
Workflow Manager
Business Dimension Maps
Users Groups & Roles
SSO Integration
Hierarchy Node Anchors
Data Asset Registry & Maps
Data Joins & Movement
Aggregation & Computation
Technical Data Quality
Business Data Integrity
Data Quality Reporting
Data Model & Mapping
Framework Entity Registry
Browsing Tracing Security
Open Scenario Definitions
Streaming Data
Shared Batch/RT Engine
Analytical Applications Infrastructure - Frameworks
FINANCIAL SERVICES BUSINESS INTELLIGENCE
FINANCIAL SERVICES ANALYTICAL APPLICATIONS INFRASTERUCTURE
FINACIAL SERVICES ANALYTICAL DATA MODEL
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
AAI Application Configuration Paradigm Capital Computation Run
Data Ingestion Task
Data Ingestion Process
Data Correction Task
Risk Weight Compute Process
Probability of Default Model (R-encoded)
Data Population to Result-Area
Data Quality Check Task
Computation Rule Task
Aggregate Structure buildDependent on
Precedence Process-
Precedence Process-
Run – Job created by stitching together of tasks (‘configured’ using AAI framework) encoding the process-flow to deliver the application logic
Executes Concurrently
Re-classification Rule Task
Dependent On
Dependent On
Data Ingestion Task
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | 8
AAAI – The Modeling FrameworkAdvanced Analytical Applications Infrastructure (AAAI)
Oracle Confidential – Internal/Restricted/Highly Restricted
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Business ChallengesEnterprise Modeling in Financial services
Enterprise Modeling
End-to-End Traceability
IT vs. Modeler divide
Application Integration
Model Tracking & Controls
Scale and Performance
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Enterprise Modeling PlatformOFSAAAI Modeling Framework
Community Driven Innovation
AAAI
① Meta Data Driven ② Model Lifecycle Management③ Unified Data and Model
governance ④ Integration with Applications⑤ Stress Testing
Integration with Enterprise scale Execution Platforms
R
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Metadata drivenKey Features: End-to-End Traceability
Metadata Driven Modeling Platform.Models, like, other application objects such as business rules are registered in metadata repository.Metadata registered objects can be controlled – security, audit, ownership.Data Object binding: Data attributes are also metadata objects.Models can be bound to metadata variables.Future insulation from underlying storage technology
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
End-to-End Traceability with Metadata based Modeling
Logical/Source Model Mapping
Information Domain : Hadoop/RDBMS Table
Collection
Data Sets : Joined tables
Measures
Dimensions
Computed MeasuresVariables
Raw Columns
Technique Library
Models
R Scripts / {Mahout} / C Libraries
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Data Model Upload
Define Data Set
Create Sandbox
Grant Access
Register / Use Technique
Define Variables
Test & Validate Models
Register Models
Define Hierarchies
Define Business Rules
Stitch Application Define Run
IT/ Admin
Modeler
Bus. Analyst
IT security/ Admin policesKey Features : Bridging IT Vs Modeler Divide
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Modeling Platform Data Management PlatformKey Features
Integrated with Data Management Toolset.Rules based Data Quality engine [Metadata based]Data Movement / Transformation Engine [Metadata based] Test and tune models with production data but in a safe sandbox environment and rapidly deploy calibrated models to production.Leverage the prebuilt Oracle Financial Services Data Foundation sourcing and reporting schema as R data or upload custom data models‘Point and click’ creation of model sandbox datasets by selecting required data sources from Oracle Financial Services Data Model.
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Develop full analytical applications
Key Features
Service enable modelsRegister deployed models automaticallyWire models with applications – orchestrate the application flowStitch together complete analytical applications by wiring models with deterministic rules and business logic.
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
An Enterprise Model RegistryKey Features
Centrally manage and control end-to-end analytical modeling process.Centrally control, manage, and host an enterprise-wide model library and ensure definitional consistency while eliminating duplication of effort.Accelerate model development by using seeded, pre-built, optimized model building blocks.Unbind models from applications and enable reuse.
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
Execute models local to DataKey Features: Performance and Scalability
•Data local execution•Execute in-DB or In-HDFS•Orchestrate execution across multiple engines•Stitch together complete analytical applications by wiring models with OFSAA business logic tasks.• Server based Vs Desktop based
• Break client machine memory residency limitations.• Desktop manageability issues in addition to performance issues
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | 18
SummaryEnterprise Modeling Platform
Oracle Confidential – Internal/Restricted/Highly Restricted
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. |
AAI + R : Open, Enterprise class Modeling Platform FSOpen Platform
Open (R, Mahout, others):OFSAA Application Models (seeded)“Model Store” concept:Certified Models from SI’s & PartnersEnterprise:Audit and controlsIT policy integrationIntegrated:Build complete analytical applications (Mix Deterministic & “stochastic” logic)Data Management toolkit
Copyright © 2014 Oracle and/or its affiliates. All rights reserved. | 20Oracle Confidential – Internal/Restricted/Highly Restricted