4 papers
Embedding-Aware Feature Discovery: Bridging Latent Representations and Interpretable Features in Event Sequences
Artem Sakhno, Ivan Sergeev, Alexey Shestov +5
Industrial financial systems operate on temporal event sequences such as transactions, user actions, and system logs. While recent research emphasizes representation learning and l…
Financial Transaction Retrieval and Contextual Evidence for Knowledge-Grounded Reasoning
Artem Sakhno, Daniil Tomilov, Yuliana Shakhvalieva +5
Nowadays, success of financial organizations heavily depends on their ability to process digital traces generated by their clients, e.g., transaction histories, gathered from vario…
HT-Transformer: Event Sequences Classification by Accumulating Prefix Information with History Tokens
Ivan Karpukhin, Andrey Savchenko
Deep learning has achieved remarkable success in modeling sequential data, including event sequences, temporal point processes, and irregular time series. Recently, transformers ha…
Multimodal Banking Dataset: Understanding Client Needs through Event Sequences
Dzhambulat Mollaev, Alexander Kostin, Maria Postnova +4
Financial organizations collect a huge amount of temporal (sequential) data about clients, which is typically collected from multiple sources (modalities). Despite the urgent pract…