arXiv Machine Learning By Tyler Farnan, Benjamin Eng, Adam Abate, Xirui Hou, Rizal Fathony, Nam H. Nguyen, Senthil Kumar

FINESSE: An Agent-Based Simulator and Benchmark Dataset for Multimodal Financial Event Sequences

Read the original on arXiv Machine Learning →

FINESSE is an agent‑based simulation framework that generates synthetic, structured datasets of multiple interdependent financial event streams, such as transactions, payments, account status changes, and policy interventions. Each stream has its own action space, schema, and variable types, and the streams are coupled through agents’ evolving latent states, allowing temporally rich interactions. The accompanying FINESSE‑Bench dataset supports four tasks—balance forecasting, transaction fraud detection, missed payment prediction, and next event prediction—and baseline results are provided using various time‑series and event‑sequence methods.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Computation and Language
Aug 25

PRAGMA: Revolut Foundation Model

arXiv:2604.08649v2 Announce Type: replace-cross Abstract: Modern financial systems generate vast quantities of transactional and event-level data that encode rich economic signals. This paper present...

By Maxim Ostroukhov, Ruslan Mikhailov, Vladimir Iashin, Artem Sokolov, Andrei Akshonov, Vitaly Protasov, Andrey Goncharov, Dmitrii Beloborodov, Vince Mullin, Roman Yokunda Enzmann, Georgios Kolovos, Jason Renders, Pavel Nesterov, Anton Repushko
arXiv AI
Jun 10

A Unified Multi-Modal Framework for Intelligent Financial Systems: Integrating Reinforcement Learning, High-Frequency Trading, and Game-Theoretic Approaches with Cross-Modal Sentiment Analysis

arXiv:2606. 10412v1 Announce Type: new Abstract: The rapid evolution of financial technology demands sophisticated artificial intelligence systems capable of handling diverse challenges across multiple domains simultaneously.

By Fanrong Liu, Zhang Yuwei, Mingni Luo