Many tasks in graph machine learning, such as link prediction and node classification, are typically solved using representation learning. Each node or edge in the network is encoded via an embedding. Though there exists a lot of network embeddings for static graphs, the task becomes much more complicated when the dynamic (i.e., temporal) network is analyzed. In this paper, we propose a novel approach for dynamic network representation learning based on Temporal Graph Network by using a highly custom message generating function by extracting Causal Anonymous Walks. We provide a benchmark pipeline for the evaluation of temporal network embeddings. This work provides the first comprehensive comparison framework for temporal network representation learning for graph machine learning problems involving node classification and link prediction in every available setting. The proposed model outperforms state-of-the-art baseline models. The work also justifies their difference based on evaluation in various transductive/inductive edge/node classification tasks. In addition, we show the applicability and superior performance of our model in the real-world downstream graph machine learning task provided by one of the top European banks, involving credit scoring based on transaction data.

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