English

Self-Attention Mechanism in Multimodal Context for Banking Transaction Flow

Machine Learning 2024-10-14 v1 Artificial Intelligence

Abstract

Banking Transaction Flow (BTF) is a sequential data found in a number of banking activities such as marketing, credit risk or banking fraud. It is a multimodal data composed of three modalities: a date, a numerical value and a wording. We propose in this work an application of self-attention mechanism to the processing of BTFs. We trained two general models on a large amount of BTFs in a self-supervised way: one RNN-based model and one Transformer-based model. We proposed a specific tokenization in order to be able to process BTFs. The performance of these two models was evaluated on two banking downstream tasks: a transaction categorization task and a credit risk task. The results show that fine-tuning these two pre-trained models allowed to perform better than the state-of-the-art approaches for both tasks.

Keywords

Cite

@article{arxiv.2410.08243,
  title  = {Self-Attention Mechanism in Multimodal Context for Banking Transaction Flow},
  author = {Cyrile Delestre and Yoann Sola},
  journal= {arXiv preprint arXiv:2410.08243},
  year   = {2024}
}
R2 v1 2026-06-28T19:16:51.425Z