FINESSE: An Agent-Based Simulator and Benchmark Dataset for Multimodal Financial Event Sequences
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Computer Science > Machine Learning
arXiv:2609.11993 (cs)
[Submitted on 9 Sep 2026]
Title:FINESSE: An Agent-Based Simulator and Benchmark Dataset for Multimodal Financial Event Sequences
Authors:Tyler Farnan, Benjamin Eng, Adam Abate, Xirui Hou, Rizal Fathony, Nam H. Nguyen, Senthil Kumar
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Abstract: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.
| Subjects: | Machine Learning (cs.LG) |
| Cite as: | arXiv:2609.11993 [cs.LG] |
| (or arXiv:2609.11993v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2609.11993
arXiv-issued DOI via DataCite (pending registration)
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View a PDF of the paper titled FINESSE: An Agent-Based Simulator and Benchmark Dataset for Multimodal Financial Event Sequences, by Tyler Farnan and 6 other authors
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