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Наші у … IBM
Oleksandr Romanko, Ph.D. Senior Research Analyst, Risk Analytics – Business Analytics, IBM Adjunct Professor, University of Toronto
Chasopys, Kyiv July 31, 2015
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Please note:
IBM Risk Analytics statements regarding its plans, directions, and intent are subject to
change or withdrawal without notice at IBM’s sole discretion.
Information regarding potential future products is intended to outline our general product
direction and it should not be relied on in making a purchasing decision.
The information mentioned regarding potential future products is not a commitment,
promise, or legal obligation to deliver any material, code or functionality. Information about
potential future products may not be incorporated into any contract. The development,
release, and timing of any future features or functionality described for our products
remains at our sole discretion.
Performance is based on measurements and projections using standard IBM benchmarks
in a controlled environment. The actual throughput or performance that any user will
experience will vary depending upon many factors, including considerations such as the
amount of multiprogramming in the user's job stream, the I/O configuration, the storage
configuration, and the workload processed. Therefore, no assurance can be given that an
individual user will achieve results similar to those stated here.
3
About me
Dr. Oleksandr Romanko
Senior Research Analyst, Quantitative Research at Risk Analytics, Business Analytics, IBM, with the company since 2010
Ph.D. in Computer Science from McMaster University
Author of over 20 papers and reports
Adjunct professor at University of Toronto and lecturer at McMaster University
Was Mitacs Elevate Industrial Postdoctoral Fellow
Research areas:
operational research, optimization, finance
portfolio optimization, multi-objective optimization
market and credit risk modeling and optimization
numerical methods for risk management
design of numerical algorithms and their software implementation
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Quick facts about IBM Risk Analytics (formerly Algorithmics Inc.)
Algorithmics offers risk solutions, software and advisory services for – Banking
– Insurance
– Asset Management
– Hedge Funds
– Pension Funds
Founded in 1989
Acquired by IBM in 2011 for $387M USD
Over 800 employees worldwide – 200 in Research and Development
– 250 in Professional Services
– 110 in Business Lines
Head Office in Toronto – Primary offices in London and New York
– 23 offices globally in all major financial centers
– Clients in 55 countries
2010 revenue over $163M USD
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Some of our clients
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IBM Centennial: A Century of Progress
1911
2011
Incorporated on June 16, 1911 in US as the
Computing Tabulating Recording Company
CTR changed its name to International
Business Machines Corporation
globally in 1924
CTR changes name in Canada to International
Business Machines Company in 1917
Predictive Analytics What will happen?
Descriptive Analytics What has happened?
Prescriptive Analytics What should we do?
What is analytics?
Data Insight Action
Decide Analyze
Business Value
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Analytics is the scientific process of deriving insights from
data in order to make decisions
12
Applications of big data analytics
Homeland Security
Finance Smarter Healthcare Multi-channel sales
Telecom
Manufacturing
Traffic Control
Trading Analytics Fraud and Risk
Log Analysis
Search Quality
Retail: Churn, NBO
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We can collect information from almost everything to make better decisions
Camera phones in
existence able to
document accidents,
damage, and crimes
1 billion RFID tags
embedded into our
world and across
entire ecosystems
30 billion Of new automobiles
will contain event data
recorders collecting
travel information
85%
Instrumented Interconnected Intelligent
Pit stop analytics
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Calculations showed that time spent changing tires and refilling the tank was more than offset by the improved performance of the car on the track. 1. Softer tires stuck to the track better during turns than their harder cousins,
though they wore out more quickly. 2. Less gas in the tank translated into a lighter, and therefore faster, car.
Optimized F1 pit teams can change four tires in two seconds
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Artificial intelligence
Source: A Brief Overview and Thoughts for Healthcare Education and Performance Improvement by Watson Team
22
Artificial intelligence
Source: A Brief Overview and Thoughts for Healthcare Education and Performance Improvement by Watson Team
On 27th May 1498, Vasco da Gama landed in Kappad Beach
On 27th May 1498, Vasco da Gama landed in Kappad Beach
celebrated
May 1898 400th anniversary
arrival in
In May 1898 Portugal celebrated the 400th anniversary of this explorer’s arrival in India.
Portugal
landed in
27th May 1498
Vasco da Gama
Temporal Reasoning
Statistical Paraphrasing
GeoSpatial Reasoning
explorer
On 27th May 1498, Vasco da Gama landed in Kappad Beach
On the 27th of May 1498, Vasco da Gama landed in Kappad Beach
Kappad Beach
Para-phrases
Geo-KB
Date Math
India
Search Far and Wide Explore many hypotheses
Find Judge Evidence
Many inference algorithms
Master of Business Analytics programs – curriculum
Прикладная статистика и теория вероятности (Applied Statistics and Probability)
Основы вычислительной математики (Fundamentals of Computational Mathematics)
Интеллектуальный анализ данных и эксперные системы (Data Mining and Knowledge Discovery)
Имитационное моделирование (Simulation Modelling)
Оптимизация (Optimization)
Вычислительные финансы и риск менеджмент (Computational Finance and Risk Management)
Визуальная аналитика и представление знаний (Visual Analytics and Knowledge Representation)
Математическое моделирование в бизнесе (Mathematical Modelling for Business)
Аналитика в маркетинге (Marketing Analytics)
Стратегии менеджмента инноваций (Strategies for Managing Innovations)
Аналитика Интернета, социальных сетей и бизнес новостей (Analytics of Web, Social Networks and Business News)
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Analytika PH http://newsbytes.ph/2014/04/22/consortium-launched-to-make-ph-as-global-analytics-hub-by-2015/
34
Online education - Big Data University (bigdatauniversity.com)
Flexible on-line delivery allows learning @your place and @your pace
Free courses, free study materials.
Cloud-based sandbox for exercises – zero setup with Robust Course Management System and Content Distribution infrastructure
169,000 registered students.
Free IBM Hadoop, BigInsights Publications