arXiv:2609.12277v1 Announce Type: cross Abstract: Electronic health record (EHR) foundation models trained on longitudinal patient trajectories have demonstrated strong performance across diverse clinical prediction tasks. However, their clinical reasoning capabilities remain constrained by next-token prediction on limited and incomplete EHR data. To address this, we propose a reinforcement learning (RL) fine-tuning framework that treats EHR foundation models as generative policies over patient trajectories. We formulate common clinical prediction problems (e.g., hospital readmission) as event-conditioned, time-windowed reasoning tasks. We then design time-aware, rollout-sensitive rewards to account for finite rollout lengths and temporally inconclusive outcomes. We find that RL fine-tuning consistently improves over pre-trained backbones and strong baselines. Notably, it enables smaller models to surpass larger pre-trained models in data-limited regimes and induces positive transfer across tasks. Further analysis shows that RL fine-tuned models generate trajectories with stronger structural and semantic alignment to ground truth and greater downstream utility.

arXiv:2606.26350v2 Announce Type: replace Abstract: Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked. Yet financial workflows are inherently multi-stage, spanning interdependent tasks such as forecasting, strategy construction, risk management, and trading. Existing platforms typically focus on a single task, and can therefore overstate agent competence and fail to reveal weaknesses in generalization, real-market interaction, and financially meaningful decision-making. We introduce OpenFinGym, a unified gym environment for quantitative-finance agent development that covers forecasting, market generation, real-time trading, and fraud detection under a single execution and verification interface. OpenFinGym additionally provides an automated task-construction pipeline that turns quantitative finance publications into executable task packages; a containerised runtime with a host-side verifier service that supports scalable agent rollouts and prevents runtime train-test leakage; a paper trading engine with a low-latency data-stream design; deferred-resolution support for long-horizon and event-market forecasts; and integration for SFT and RL post-training

arXiv:2507.01663v2 Announce Type: replace-cross Abstract: Reinforcement learning (RL) has become a pivotal technology in the post-training phase of large language models (LLMs). Traditional task-collocated RL frameworks suffer from significant scalability bottlenecks, while task-separated RL frameworks face challenges in managing complex dataflows and resolving resource idling. Furthermore, most existing frameworks are tightly coupled with LLM training or inference engines, making them difficult to support custom-designed engines. To address these challenges, we propose AsyncFlow, an asynchronous streaming RL framework tailored for efficient post-training. Specifically, we introduce a distributed data storage and transfer module that provides panoramic data management and fine-grained scheduling capabilities in a fully streamed manner. This architecture inherently enables automated pipeline overlapping among RL tasks and dynamic load-balancing. Moreover, we propose an asynchronous producer-consumer workflow, which is engineered to minimize computational idleness by strategically deferring the parameter update process within staleness thresholds. Finally, the core capabilities of AsyncFlow are architecturally decoupled from underlying training and inference engines and encapsulated by service-oriented user interfaces, offering a modular and customizable user experience. Extensive experiments demonstrate an average throughput of 1.59x compared to the state-of-the-art baseline. The architecture presented in this work provides actionable insights for designing next-generation RL training systems.

arXiv:2603.16513v4 Announce Type: replace-cross Abstract: Structured data is widely used in domains such as healthcare, finance, and scientific data management. Recent studies on structured data foundation models (SFMs) aim to support data analysis and mining tasks over such data, but still face scalability and generalization challenges when applied to real-world enterprise databases. First, many SFMs rely on full self-attention, which introduces an O(N^2) computational bottleneck and limits the number of tuples that can be processed jointly. Second, directly replacing attention with linear-complexity sequence models may conflict with the permutation-invariant nature of structured data, introducing artificial order bias and degrading representation quality. Moreover, models trained only on synthetic data may struggle to generalize to the heavy-tailed and heterogeneous distributions commonly found in real-world databases. To address these challenges, we propose FEAT, a linear-complexity foundation model for extremely large structured data. FEAT replaces quadratic attention with a multi-layer dual-axis encoding architecture. It integrates an adaptive-fusion bidirectional state-space model (AFBM) with convolutional gated linear attention (Conv-GLA), enabling cross-tuple contextualization in O(N) time while supporting permutation-invariant representation learning. To improve robustness under real-world data skewness, FEAT further adopts a hybrid structural causal pre-training pipeline with a robust reconstruction objective. Experiments on 12 real-world database benchmarks show that FEAT consistently outperforms representative SFMs on zero-shot tasks and scales linearly with structured-data sample length, achieving up to 50x faster inference latency.