Bruno Rizzi

Antonio J. G. Busson, Rafael Rocha, Rennan Gaio et al.

This work proposes the Two-headed DragoNet, a Transformer-based model for hierarchical multi-label classification of financial transactions. Our model is based on a stack of Transformers encoder layers that generate contextual embeddings from two short textual descriptors (merchant name and business activity), followed by a Context Fusion layer and two output heads that classify transactions according to a hierarchical two-level taxonomy (macro and micro categories). Finally, our proposed Taxonomy-aware Attention Layer corrects predictions that break categorical hierarchy rules defined in the given taxonomy. Our proposal outperforms classical machine learning methods in experiments of macro-category classification by achieving an F1-score of 93\% on a card dataset and 95% on a current account dataset.

Antonio J. G. Busson, Rennan Gaio, Rafael H. Rocha et al.

Saturn is an innovative platform that assists Foundation Model (FM) building and its integration with IT operations (Ops). It is custom-made to meet the requirements of data scientists, enabling them to effectively create and implement FMs while enhancing collaboration within their technical domain. By offering a wide range of tools and features, Saturn streamlines and automates different stages of FM development, making it an invaluable asset for data science teams. This white paper introduces prospective applications of generative AI models derived from FMs in the financial sector.