Multimodal Banking Dataset: Understanding Client Needs through Event Sequences

Financial organizations collect a huge amount of temporal (sequential) data about clients, which is typically collected from multiple sources (modalities). Despite the urgent practical need, developing deep learning techniques suitable to handle such data is limited by the absence of large open-source multi-source real-world datasets of event sequences. To fill this gap, which is mainly caused by security reasons, we present the first industrial-scale publicly available multimodal banking dataset, MBD, that contains information on more than 2M corporate clients of a large bank. Clients are represented by several data sources: 950M bank transactions, 1B geo position events, 5M embeddings of dialogues with technical support, and monthly aggregated purchases of four bank products. All entries are properly anonymized from real proprietary bank data, and the experiments confirm that our anonymization still saves all significant information for introduced downstream tasks. Moreover, we introduce a novel multimodal benchmark suggesting several important practical tasks, such as future purchase prediction and modality matching. The benchmark incorporates our MBD and two public financial datasets. We provide numerical results for the state-of-the-art event sequence modeling techniques including large language models and demonstrate the superiority of fusion baselines over single-modal techniques for each task. Thus, MBD provides a valuable resource for future research in financial applications of multimodal event sequence analysis.HuggingFace Link:this https URLGithub Link:this https URL