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TAPES: Task-Aligned Joint Predictive Pretraining for Transaction Event Sequences

TAPES is a pretraining framework for transaction event sequences that selects predictive target sets based on downstream utility and models joint likelihood via a shared discrete latent variable. It outperforms baselines on real-world and public financial benchmarks, with ablations confirming the value of target selection and joint modeling.

transaction event sequencespredictive pretrainingfinancial benchmarks