AgentIF-OneDay: A Task-level Instruction-Following Benchmark for General AI Agents in Daily Scenarios

The capacity of AI agents to effectively handle tasks of increasing duration and complexity continues to grow, demonstrating exceptional performance in coding, deep research, and complex problem-solving evaluations. However, in daily scenarios, the perception of these advanced AI capabilities among general users remains limited. We argue that current evaluations prioritize increasing task difficulty without sufficiently addressing the diversity of agentic tasks necessary to cover the daily work, life, and learning activities of a broad demographic. To address this, we propose AgentIF-OneDay, aimed at determining whether general users can utilize natural language instructions and AI agents to complete a diverse array of daily tasks. These tasks require not only solving problems through dialogue but also understanding various attachment types and delivering tangible file-based results. The benchmark is structured around three user-centric categories: Open Workflow Execution, which assesses adherence to explicit and complex workflows; Latent Instruction, which requires agents to infer implicit instructions from attachments; and Iterative Refinement, which involves modifying or expanding upon ongoing work. We employ instance-level rubrics and a refined evaluation pipeline that aligns LLM-based verification with human judgment, achieving an 80.1% agreement rate using Gemini-3-Pro. AgentIF-OneDay comprises 104 tasks covering 767 scoring points. We benchmarked four leading general AI agents and found that agent products built based on APIs and ChatGPT agents based on agent RL remain in the first tier simultaneously. Leading LLM APIs and open-source models have internalized agentic capabilities, enabling AI application teams to develop cutting-edge Agent products.

FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model

Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models, but this encoding process inherently leads to a loss of important information. Moreover, past time series models generally require fixed numbers of variables or lookback window lengths, which further limits the scalability of time series forecasting. Besides, the interpretability and the uncertainty in forecasting remain areas requiring further research, as these factors directly impact the reliability and practical value of predictions. To address these issues, we first construct a diverse financial image-text dataset (FVLDB) and develop the Uncertainty-adjusted Group Relative Policy Optimization (UARPO) method to enable the model not only output predictions but also analyze the uncertainty of those predictions. We then proposed FinZero, a multimodal pre-trained model finetuned by UARPO to perform reasoning, prediction, and analytical understanding on the FVLDB financial time series. Extensive experiments validate that FinZero exhibits strong adaptability and scalability. After fine-tuning with UARPO, FinZero achieves an approximate 13.48\% improvement in prediction accuracy over GPT-4o in the high-confidence group, demonstrating the effectiveness of reinforcement learning fine-tuning in multimodal large model, including in financial time series forecasting tasks.

FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models

Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However, effectively applying these time series forecasting models to the field of financial asset pricing remains a challenging issue. There is still a need for a bridge to connect cutting-edge time series forecasting models with financial asset pricing. To bridge this gap, we have undertaken the following efforts: 1) We constructed three datasets from the financial domain; 2) We selected over ten time series forecasting models from recent studies and validated their performance in financial time series; 3) We developed new metrics, msIC and msIR, in addition to MSE and MAE, to showcase the time series correlation captured by the models; 4) We designed financial-specific tasks for these three datasets and assessed the practical performance and application potential of these forecasting models in important financial problems. We hope the developed new evaluation suite, FinTSBridge, can provide valuable insights into the effectiveness and robustness of advanced forecasting models in finanical domains.