Yunque DeepResearch Technical Report

Deep research has emerged as a transformative capability for autonomous agents, empowering Large Language Models to navigate complex, open-ended tasks. However, realizing its full potential is hindered by critical limitations, including escalating contextual noise in long-horizon tasks, fragility leading to cascading errors, and a lack of modular extensibility. To address these challenges, we introduce Yunque DeepResearch, a hierarchical, modular, and robust framework. The architecture is characterized by three key components: (1) a centralized Multi-Agent Orchestration System that routes subtasks to an Atomic Capability Pool of tools and specialized sub-agents; (2) a Dynamic Context Management mechanism that structures completed sub-goals into semantic summaries to mitigate information overload; and (3) a proactive Supervisor Module that ensures resilience through active anomaly detection and context pruning. Yunque DeepResearch achieves state-of-the-art performance across a range of agentic deep research benchmarks, including GAIA, BrowseComp, BrowseComp-ZH, and Humanity's Last Exam. We open-source the framework, reproducible implementations, and application cases to empower the community.

A quantitative fusion strategy of stock picking and timing based on Particle Swarm Optimized-Back Propagation Neural Network and Multivariate Gaussian-Hidden Markov Model

In recent years, machine learning (ML) has brought effective approaches and novel techniques to economic decision, investment forecasting, and risk management, etc., coping the variable and intricate nature of economic and financial environments. For the investment in stock market, this research introduces a pioneering quantitative fusion model combining stock timing and picking strategy by leveraging the Multivariate Gaussian-Hidden Markov Model (MGHMM) and Back Propagation Neural Network optimized by Particle Swarm (PSO-BPNN). After the information coefficients (IC) between fifty-two factors that have been winsorized, neutralized and standardized and the return of CSI 300 index are calculated, a given amount of factors that rank ahead are choose to be candidate factors heading for the input of PSO-BPNN after dimension reduction by Principal Component Analysis (PCA), followed by a certain amount of constituent stocks outputted. Subsequently, we conduct the prediction and trading on the basis of the screening stocks and stock market state outputted by MGHMM trained using inputting CSI 300 index data after Box-Cox transformation, bespeaking eximious performance during the period of past four years. Ultimately, some conventional forecast and trading methods are compared with our strategy in Chinese stock market. Our fusion strategy incorporating stock picking and timing presented in this article provide a innovative technique for financial analysis.