FINESSE：面向多模态金融事件序列的基于智能体的模拟器与基准数据集
FINESSE: An Agent-Based Simulator and Benchmark Dataset for Multimodal Financial Event Sequences
- Capital One（第一资本）
机构由 AI 辅助整理，请以论文原文为准。
AI总结：
针对金融服务领域开源数据稀缺问题，提出基于智能体的模拟框架FINESSE，生成多模态事件流数据集，并配套基准FINESSE-Bench，支持四项预测任务，加速结构化事件序列建模研究。
AI中文摘要：
金融服务领域的机器学习研究受到代表性开源数据集稀缺的限制。现有资源往往仅聚焦于单一模态或单一任务，未能反映金融服务中许多问题固有的结构化、多模态和动态特性。本文介绍了FINESSE（金融事件序列模拟环境），一个基于智能体的模拟框架，用于生成由多个相互依赖的事件流组成的合成结构化数据集。每个事件流对应一种不同的金融行为，如交易、支付、账户状态变更和政策干预，每种行为具有独特的动作空间、模式及变量类型。这些事件流通过智能体的潜在演化状态相互耦合，从而能够模拟时间上丰富的交互。我们还引入了FINESSE-Bench，一个由该模拟器生成的基准数据集，支持四项代表性任务：余额预测、交易欺诈检测、逾期还款预测和下一事件预测。我们报告了使用时间序列预测、事件序列建模、时序图和时间点过程等方法的基线结果。我们发布了FINESSE框架（包括模拟器和数据集），以加速金融服务中结构化多模态事件序列建模挑战的研究。
英文摘要：
Machine learning research in financial services is limited by the scarcity of representative open-source datasets. Existing resources are often narrowly focused on a single modality or task and fail to reflect the structured, multimodal, and dynamic nature inherent to many problems in financial services. In this paper, we introduce FINESSE, a Financial Event Sequence Simulation Environment, an agent-based simulation framework for generating synthetic, structured datasets composed of multiple interdependent event streams. Each stream corresponds to a distinct financial behavior such as transactions, payments, account status changes, and policy interventions, each with unique action spaces, schemas and variable types. These streams are coupled through agents' latent evolving states, enabling the simulation of temporally rich interactions. We also introduce FINESSE-Bench, a benchmark dataset generated by the simulator, supporting four representative tasks: balance forecasting, transaction fraud detection, missed payment prediction, and next event prediction. We report baseline results using methods from time series forecasting, event sequence modeling, temporal graphs, and temporal point processes. We release the FINESSE framework, including the simulator and dataset to accelerate research on structured, multimodal event sequence modeling challenges in financial services.
