copyright © 2014 oracle and/or its affiliates. all rights reserved. | ofsaaai: modeling platform...

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


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

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AAAI

Oracle Financial Services Analytical Applications


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


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


AAAI – The Modeling FrameworkAdvanced Analytical Applications Infrastructure (AAAI)

Oracle Confidential – Internal/Restricted/Highly Restricted


Business ChallengesEnterprise Modeling in Financial services

Enterprise Modeling

End-to-End Traceability

IT vs. Modeler divide

Application Integration

Model Tracking & Controls

Scale and Performance


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

http://www.r-project.org/index.html

http://search.oraclecorp.com/search/search




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


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


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


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.


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.


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.


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


SummaryEnterprise Modeling Platform

Oracle Confidential – Internal/Restricted/Highly Restricted


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. | ofsaaai: modeling platform...

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