Modeling Public Pensions with Mathematica and Python II

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Transcription:

Modeling Public Pensions with Mathematica and Python II Brian Drawert, PhD UC Santa Barbara & AppScale Systems, Inc Sponsored by Novim & Laura and John Arnold Foundation

Pension Calculation: From Mathematica to the Cloud 1. Mathematica model to cloud app 2. Cloud Computing 3. Developing a Pension Calculator-as-a-service 4. Demo of the Pension calculator

From Mathematica to the Cloud Publicly accessible platform Web app built on Google App Engine / AppScale Pension Computation model in Mathematica First attempt: Appscale to Web Mathematica Limited ability to scale up / down Solution: rewrite engine in Python

Pythonika Evaluate Python code from within a Mathematica Notebook MathLink module Automatically translates all basic data types Define Mathematica functions with Python code Open Source http://code.google.com/p/pythonika http://github.com/briandrawert/pythonika

Connect to Pythonika

Setup Pythonika

Pythonika function

Mathematica function

Complex data structures preserved

Identical parameters

Run Python

Unit Test

Robust Collaboration Pythonika unit tests allowed our team to efficiently work together Mathematica used to develop and validate models Python used for the web app Multiple development iterations, accounting for additional pension plans with new complexities 50+ functions converted 2000+ lines of code in the Python library

Other Advantages of Pythonika Enhance your Mathematica with Python specific software PyURDME: Spatial stochastic simulation of biochemical systems Drawert et al., BMC Systems Biology (2012)

Cloud Computing What is Cloud Computing? Resources acquired on-demand and self-service Resources are pooled across multiple customers Rapid elasticity: scale up and scale down Metered service: pay for what you use

Cloud Computing Image courtesy: Rackspace.com

IaaS : Infrastructure-as-a-service Cloud Computing infrastructure Servers, storage, network and operating systems as an ondemand service Public cloud service providers Amazon EC2, Microsoft Azure, Rackspace, Google Compute Engine Private cloud: IaaS on your own hardware OpenStack, Eucalyptus, CloudStack

SaaS : Software-as-a-service On-demand software designed for end users Delivered over the web Centrally managed: no install, no upgrades Metered: Subscriptions or pay-as-you-go Salesforce, Google Gmail/Docs, Adobe Creative Cloud, Microsoft Office 365

PaaS : Platform-as-a-service Platform for web application development Rapid development and deployment Abstracts away infrastructure complexity Scalability, load balancing and failover Public: Google App Engine, Heroku, Microsoft Azure Private: AppScale, OpenShift

Google App Engine PaaS: run web apps on Google s cloud infrastructure Pay for what you use: CPU, storage, bandwidth Automatic scaling and load balancing Many useful services User auth, Data store, Background task queue Languages: Python, Java (Go, PHP experimental)

AppScale Private PaaS: run GAE apps on any public/private cloud infrastructure Open Source: Can be customized Cython: optimized static compiler for Python Pension calculation: Python 27ms, Cython 15ms (COLAmatrix) Integrate with Web Mathematica Web App Web Mathematica

Pension Calculator as-a-service Service to enable plan members and plan managers to analyze plan costs and benefits. Democratizing the ability to analyze and evaluate complex pension issues Novim: non-profit, non-advocacy Not taking sides, no value judgments Providing tools for informed discourse

Pension Calculator as-a-service UI for intuitive manipulation of pension parameters without overwhelming users with complexity Widely accessible web interface for public use Mathematica package for researchers Open API for researcher web development

Pension Calculator as-a-service Web UI API Pension Calc Engine Pension Plan DB

Pension Calc Web App

Pension Plan Costs

Thank You Seth Chandler Wolfram & the Mathematica community