AI RESEARCH
PRAGMA: Revolut Foundation Model
arXiv CS.LG
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ArXi:2604.08649v1 Announce Type: new Modern financial systems generate vast quantities of transactional and event-level data that encode rich economic signals. This paper presents PRAGMA, a family of foundation models for multi-source banking event sequences. Our approach pre-trains a Transformer-based architecture with masked modelling on a large-scale, heterogeneous banking event corpus using a self-supervised objective tailored to the discrete, variable-length nature of financial records.