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

Abstract

Transaction event sequences support diverse prediction tasks in online commerce and digital financial services. The same transaction records can yield prediction targets with different semantics, including values, changes, and relations to past events. These targets impose different constraints on history representations, but their predictability alone does not establish the downstream utility of a target set. Moreover, target-wise prediction losses do not explicitly model conditional co-occurrence among targets. To address these challenges, we propose TAPES, a task-aligned joint predictive pretraining framework for transaction sequences. TAPES constructs a finite collection of candidate target sets from admissible field-operator combinations. It selects a target set according to the downstream utility of representations learned through short joint pretraining trials under matched budgets. It then reinitializes the encoder and pretrains it on the selected targets through a joint likelihood parameterized by a shared discrete latent variable, before downstream supervised adaptation. Experiments in a real-world transaction-risk setting and on multiple public financial benchmarks spanning diverse downstream tasks demonstrate that TAPES outperforms representative baselines. Ablation studies further validate the contributions of predictive target selection and joint modeling.