arXiv:2609.09187v1 Announce Type: cross Abstract: Advertising video generation is not only a video synthesis task, but also a product-conditioned reasoning problem whose success is measured by online business metrics. Recent video foundation models can generate realistic clips from multimodal conditions, yet they do not optimize how a product should be transformed into an effective advertisement or how future generation should be improved from online business feedback. To close this loop, we propose AgenticGen, a reward-guided agentic framework that decomposes advertising video generation into two trainable reasoning stages, strategy selection and draft generation, thereby exposing optimization targets that online business feedback can supervise. AgenticGen learns a performance-based reward from accumulated online feedback and a complementary rubric-based reward aligned with human quality standards, then uses them to supervise policy optimization. DPO first moves the agentic policies toward online preferences, and GRPO further refines both stages with process and outcome rewards. Offline experiments validate the reward models and successive policy optimization. Online A/B experiments in the TikTok advertising system show that AgenticGen after DPO and GRPO improves CTR by 2.72%, CVR by 2.63%, and Advv by 9.61% over the SFT baseline.

arXiv:2603.22305v1 Announce Type: cross Abstract: Large Language Models (LLMs) are rapidly transitioning from static Natural Language Processing (NLP) tasks including sentiment analysis and event extraction to acting as dynamic decision-making agents in complex financial environments. However, the evolution of LLMs into autonomous financial agents faces a significant dilemma in evaluation paradigms. Direct live trading is irreproducible and prone to outcome bias by confounding luck with skill, whereas existing static benchmarks are often confined to entity-level stock picking and ignore broader market attention. To facilitate the rigorous analysis of these challenges, we introduce CN-Buzz2Portfolio, a reproducible benchmark grounded in the Chinese market that maps daily trending news to macro and sector asset allocation. Spanning a rolling horizon from 2024 to mid-2025, our dataset simulates a realistic public attention stream, requiring agents to distill investment logic from high-exposure narratives instead of pre-filtered entity news. We propose a Tri-Stage CPA Agent Workflow involving Compression, Perception, and Allocation to evaluate LLMs on broad asset classes such as Exchange Traded Funds (ETFs) rather than individual stocks, thereby reducing idiosyncratic volatility. Extensive experiments on nine LLMs reveal significant disparities in how models translate macro-level narratives into portfolio weights. This work provides new insights into the alignment between general reasoning and financial decision-making, and all data, codes, and experiments are released to promote sustainable financial agent research.