Se ha denunciado esta presentación.
Utilizamos tu perfil de LinkedIn y tus datos de actividad para personalizar los anuncios y mostrarte publicidad más relevante. Puedes cambiar tus preferencias de publicidad en cualquier momento.
Machine Learning in Finance
Dmitry Petukhov,
Researcher & Developer @ OpenWay
#AzureMLHackathon
Machine Learning in Finance. Machine Learning in our Life
Web
Social
Networks
Science
Healthcare
Finance
Telecom
Retail
Lo...
Machine Learning in Finance. Machine Learning Use Cases in Finance
Financial Markets & etc. Retail Banking Insurance
Real-...
Machine Learning in Finance. Need & Opportunity
The Need for Banks.
The Opportunity for You!
Machine Learning in Finance. Opportunities for all
For FinTech Startups…
FinTech Incubators & Accelerators
Startupbootcamp...
Machine Learning in Finance. Concepts
Data
Hadoop 1.0
Infrastructure
ApplicationsClosed
Expensive
Big Volume,
Legal restri...
Machine Learning in Finance. Implementation
Azure Storage, NoSQL & RDBS storage as a Service
Hadoop 1.0
IaaS: Azure VM, Cl...
1. Retrieve data / 4. Consume prediction
Azure
Transactions Log
Raw Transactions Data
Processing System
(Gate)
DMZ
Raw Tra...
Machine Learning in Finance. Antifraud: retrieve data
External Services: geolocation, currency exchange rate,
etc.
Support...
Machine Learning in Finance. Antifraud: processing data
Quality
Storage
Resource
Management
ML Framework
Execution
Engine
Local OS
Local Disc
PythonRuntime
YetAnother
Runtime
scikit
lear...
Machine Learning in Finance. Antifraud: Create model
Demo
References
Machine Learning in Finance. References
Start for free from azure.com/ml
Read Microsoft Machine Learning Blog
E...
© 2015 Dmitry Petukhov All rights reserved. Microsoft Azure and other product names are or may be registered trademarks an...
Q&A
Now or later (send on email)
Ping me
Habr: @codezombie
Facebook: @code.zombi
LinkedIn: @dpetukhov
Read my tech code in...
Próxima SlideShare
Cargando en…5
×

Machine Learning in Finance

3.166 visualizaciones

Publicado el

Machine Learning Use Cases in Finance (presentation at the Azure Machine Learning Hackathon 2015). Source & additional information: http://0xcode.in/azureml-hackathon-2015

Publicado en: Datos y análisis
  • Inicia sesión para ver los comentarios

Machine Learning in Finance

  1. 1. Machine Learning in Finance Dmitry Petukhov, Researcher & Developer @ OpenWay #AzureMLHackathon
  2. 2. Machine Learning in Finance. Machine Learning in our Life Web Social Networks Science Healthcare Finance Telecom Retail Logistic Security Financial Markets Investment Banking Retail Banking Insurance Electronics Proof: https://www.kaggle.com/wiki/DataScienceUseCases
  3. 3. Machine Learning in Finance. Machine Learning Use Cases in Finance Financial Markets & etc. Retail Banking Insurance Real-time Batch processingDuration Market Assets Price Prediction Social Network Analysis Fraud Detection Risk Analysis Compliance & Regulatory Reporting Advertising Campaign Optimization News Analysis Customer Loyalty & Marketing Improving operational efficiencies Credit Scoring Brand Sentiment Analysis Personalized Product Offering Customer Segmentation Reference: http://0xcode.in/big-data-in-banking
  4. 4. Machine Learning in Finance. Need & Opportunity The Need for Banks. The Opportunity for You!
  5. 5. Machine Learning in Finance. Opportunities for all For FinTech Startups… FinTech Incubators & Accelerators Startupbootcamp Fintech AlfaCamp Barclays Accelerator MasterCard Start Path Visa Europe Collab QIWI Universe 2.0 InspirAsia (Life.SREDA) Future Fintech For Researchers & Enthusiasts… Competitions & Hackathons Sberbank Alfabank Tinkoff Beeline … Rusbase
  6. 6. Machine Learning in Finance. Concepts Data Hadoop 1.0 Infrastructure ApplicationsClosed Expensive Big Volume, Legal restrictions
  7. 7. Machine Learning in Finance. Implementation Azure Storage, NoSQL & RDBS storage as a Service Hadoop 1.0 IaaS: Azure VM, Cloudera/Hortonworks PaaS: HDInsight, Web/Worker role, Azure Batch Intelligent Systems
  8. 8. 1. Retrieve data / 4. Consume prediction Azure Transactions Log Raw Transactions Data Processing System (Gate) DMZ Raw Transactions Data Azure Blob Storage Transactions Processing Jobs Queue Azure Service Bus Transactions Processing Nodes Azure Worker Roles Calculated Data Storage NoSQL Storage Prediction System HDInsight Fraud Prediction Azure Machine Learning Commands flow Data flow Auxiliary Services CRMs Data Transactions Batch Processing System Machine Learning in Finance. Antifraud: Architecture Bank Antifraud System h(θ0, θn) Fraud prediction API Azure ML Web Services POST, https REST API JSON Final Model 2. Pre-processing data 3. Create prediction model Source: http://0xcode.in/antifraud-insights
  9. 9. Machine Learning in Finance. Antifraud: retrieve data External Services: geolocation, currency exchange rate, etc. Support Service Data Social Network & News aggregator Plastic Card, Accounts, Merchants, IP-hosts, etc. black/white lists Number of customer grows fast… Number of operations grows even faster… Transactions Log with request information Banking CRM Data Merchant CRM Data Web-clicks Stream Web/mobile-applications & Backend services Log Data for Model Join data Problems
  10. 10. Machine Learning in Finance. Antifraud: processing data Quality
  11. 11. Storage Resource Management ML Framework Execution Engine Local OS Local Disc PythonRuntime YetAnother Runtime scikit learn HDFS YARN MapReduce Mahout HDFS / S3 YARN / Apache Mesos Spark MLlib HDFS / S3 YARN / Apache Mesos Python / R on Spark Python / R tools Spark Local PC Hybrid Model Cluster (on-premises/on-demand) some library Machine Learning in Finance. Infrastructure for Data Scientist Low HighCost of deployment/ownership Distributed FS Dark Magic… ML as a Service Python / R tools
  12. 12. Machine Learning in Finance. Antifraud: Create model Demo
  13. 13. References Machine Learning in Finance. References Start for free from azure.com/ml Read Microsoft Machine Learning Blog Examine Azure ML documentation +free books Take free MOOCs on MVA & EdX Communicate on «Microsoft Azure Russia» group Make the world better place with Azure for Researchers Award program
  14. 14. © 2015 Dmitry Petukhov All rights reserved. Microsoft Azure and other product names are or may be registered trademarks and/or trademarks in the U.S. and/or other countries. Thank you!
  15. 15. Q&A Now or later (send on email) Ping me Habr: @codezombie Facebook: @code.zombi LinkedIn: @dpetukhov Read my tech code instinct blog (on http://0xCode.in/) Machine Learning in Finance. Stay connected! Download presentation from http://0xcode.in/azureml-hackathon-2015 or

×