Tag Archives: graph search

Mutual Fund Benchmarks with Neo4j

Just the other day I had a conversation with an Investment Risk Manager about one of the data problems his team was working on and he was wondering if Neo4j could help. Imagine you have about 20,000 mutual funds and etfs and you want to track how they measure up against a benchmark like say the returns of the S&P 500. I’m sorry did I say one? I meant all of them, let’s say 2,000 different benchmarks… and you want to track it every day, for a rolling 5 years period. So that’s 20,000 securities * 2000 benchmarks * 5 years * 252 trading days a year (on average)… or 50 billion data points. That’s a BIG join table if we were using a relational database. How can we efficiently model this in Neo4j?
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Building a Boolean Logic Rules Engine in Neo4j

A boolean logic rules engine was the first project I did for Neo4j before I joined the company some 5 years ago. I was working for some start-up at the time but took a week off to play consultant. I had never built a rules engine before, but as far as I know ignorance has never stopped anyone from trying. Neo4j shipped me to the client site, and put me in a room with a projector and a white board where I live coded with an audience of developers staring at me, analyzing every keystroke and cringing at every typo and failed unit test. I forgot what sleep was, but managed to figure it out and I lost all sense of fear after that experience.

The data model chained together fact nodes with criss crossing relationships each chain containing the same path id property we followed until reaching an end node which triggered a rule. There were a few complications along the way and more complexity near the end for ordering and partial matches. The traversal ended up being some 40 lines of the craziest Gremlin code I ever wrote, but it worked. After the proof of concept, the project was rewritten using the Neo4j Java API because at the time only a handful of people could look at a 40 line Gremlin script and not shudder in horror. I think we’re up to two handfuls now.
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Using a Cuckoo Filter for Unique Relationships

We often see a pattern in Neo4j applications where a user wants to create one and only one relationship between two nodes. For example a User follows another User on a social network. We don’t want to accidentally create a second follows relationship because that may create errors such as duplicate entries on their feed, or errors unfollowing or blocking them, or even skew recommendation algorithms. Also it is just plain wasteful, and while an occasional duplicate relationship won’t be a big deal, millions of them could.

So how do we deal with this?
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Flight Search with Neo4j

I think I am going to take the opportunity to explain why I love graphs in this blog post. I’m going to try to explain why looking at problems from the graph point of view opens you up to creative solutions and makes back-end development fun again. The context of our post is flight search, but our true mission is to figure out how to traverse a graph quickly and efficiently so we can apply our knowledge to other problems.

A long while back, I showed you different ways to model airline flight data. When it comes to modeling in graphs, the lesson to take away is that there is no right way. The optimal model is heavily dependent on the queries you want to ask. Just to prove the point, I’m going to show you yet another way to model the airline flight data that is truly optimized for flight search. If you recall, our last model looked like:
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Delivering a Graph Based Search solution to slightly wrong data

oops

When it comes to databases, having good clean data is always important. More so with Graphs which deal with concepts as nodes and their relationships between them. Inevitably, you will run into messy data and have to deal with it. In a lot of the projects our customers work on they are dealing with connecting multiple data sources to get to a “golden record” or single source of truth. A lofty goal, sometimes impossible to achieve, but we can use the relationships of the data to help us come close.

One option is to extract the features (or tags) of a composite object and see if any other object shares most of these features. If that is the case then they are possibly the same object and should be merged instead of creating a new record. A partial subgraph match is something akin to a recommendation engine in Neo4j and pretty trivial to write. Take a look back at a few old blog posts for ideas.
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The Last Mile

Last-Mile

The “last mile” is a term used in the telecommunications industry that refers to delivering connectivity to the customers that will actually be using the system. In the sense of Graph Databases, it refers to how well the end user can extract value and insight from the graph. We’ve already seen an example of this concept with Graph Search, allowing a user to express their requests in natural language. Today we’ll see another example. We’ll be taking advantage of the features of Neo4j 2.0 to make this work, so be sure to have read the previous post on the matter.

We’re going to be using VisualSearch.js made by Samuel Clay of NewsBlur. VisualSearch.js enhances ordinary search boxes with the ability to autocomplete faceted search queries. It is quite easy to customize and there is an annotated walkthrough of the options available. You can see what it does in the image below, or click it to try their demo.

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