TCT learns self-supervised embeddings from financial transaction sequences via contrastive coding, achieving AUC 0.8644 alone for fraud detection but showing no improvement when combined with domain-engineered features.
(2012, updated 2023)
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Temporal Contrastive Transformer for Financial Crime Detection: Self-Supervised Sequence Embeddings via Predictive Contrastive Coding
TCT learns self-supervised embeddings from financial transaction sequences via contrastive coding, achieving AUC 0.8644 alone for fraud detection but showing no improvement when combined with domain-engineered features.