Hu L

Jiaxing Miao, Liang Hu, Qi Zhang et al.

Graph data in real-world scenarios undergo rapid and frequent changes, making it challenging for existing graph models to effectively handle the continuous influx of new data and accommodate data withdrawal requests. The approach to frequently retraining graph models is resource intensive and impractical. To address this pressing challenge, this paper introduces a new concept of graph memory learning. Its core idea is to enable a graph model to selectively remember new knowledge but forget old knowledge. Building on this approach, the paper presents a novel graph memory learning framework - Brain-inspired Graph Memory Learning (BGML), inspired by brain network dynamics and function-structure coupling strategies. BGML incorporates a multi-granular hierarchical progressive learning mechanism rooted in feature graph grain learning to mitigate potential conflict between memorization and forgetting in graph memory learning. This mechanism allows for a comprehensive and multi-level perception of local details within evolving graphs. In addition, to tackle the issue of unreliable structures in newly added incremental information, the paper introduces an information self-assessment ownership mechanism. This mechanism not only facilitates the propagation of incremental information within the model but also effectively preserves the integrity of past experiences. We design five types of graph memory learning tasks: regular, memory, unlearning, data-incremental, and class-incremental to evaluate BGML. Its excellent performance is confirmed through extensive experiments on multiple real-world node classification datasets.

Liang Hu, Jianpeng Jiao, Jiashuo Liu et al.

Search has emerged as core infrastructure for LLM-based agents and is widely viewed as critical on the path toward more general intelligence. Finance is a particularly demanding proving ground: analysts routinely conduct complex, multi-step searches over time-sensitive, domain-specific data, making it ideal for assessing both search proficiency and knowledge-grounded reasoning. Yet no existing open financial datasets evaluate data searching capability of end-to-end agents, largely because constructing realistic, complicated tasks requires deep financial expertise and time-sensitive data is hard to evaluate. We present FinSearchComp, the first fully open-source agent benchmark for realistic, open-domain financial search and reasoning. FinSearchComp comprises three tasks -- Time-Sensitive Data Fetching, Simple Historical Lookup, and Complex Historical Investigation -- closely reproduce real-world financial analyst workflows. To ensure difficulty and reliability, we engage 70 professional financial experts for annotation and implement a rigorous multi-stage quality-assurance pipeline. The benchmark includes 635 questions spanning global and Greater China markets, and we evaluate 21 models (products) on it. Grok 4 (web) tops the global subset, approaching expert-level accuracy. DouBao (web) leads on the Greater China subset. Experimental analyses show that equipping agents with web search and financial plugins substantially improves results on FinSearchComp, and the country origin of models and tools impact performance significantly.By aligning with realistic analyst tasks and providing end-to-end evaluation, FinSearchComp offers a professional, high-difficulty testbed for complex financial search and reasoning.