Recent advances in reinforcement learning (RL) have improved the reasoning capabilities of large language models (LLMs) and vision-language models (VLMs). However, the widely used Group Relative Policy Optimization (GRPO) consistently suffers from entropy collapse, causing the policy to converge prematurely and lose diversity. Existing exploration methods introduce additional bias or variance during exploration, making it difficult to maintain optimization stability. We propose Unified Entropy Control for Reinforcement Learning (UEC-RL), a framework that provides targeted mechanisms for exploration and stabilization. UEC-RL activates more exploration on difficult prompts to search for potential and valuable reasoning trajectories. In parallel, a stabilizer prevents entropy from growing uncontrollably, thereby keeping training stable as the model consolidates reliable behaviors. Together, these components expand the search space when needed while maintaining robust optimization throughout training. Experiments on both LLM and VLM reasoning tasks show consistent gains over RL baselines on both Pass@1 and Pass@k. On Geometry3K, UEC-RL achieves a 37.9% relative improvement over GRPO, indicating that it sustains effective exploration without compromising convergence and underscoring UEC-RL as a key for scaling RL-based reasoning in large models. Our code is available at https://github.com/597358816/UEC-RL.

Trading range breakout is a key method in the technical analysis of financial trading, widely employed by traders in financial markets such as stocks, futures, and foreign exchange. However, distinguishing between true and false breakout and providing the correct rationale cause significant challenges to investors. Traditional quantitative methods require large amounts of data and cannot directly present the reasoning process to users, making them less than perfect in this field. Recently, large language models have achieved success in various downstream applications, but their effectiveness in the domain of financial breakout detection has been subpar. The reason is that the unique data and specific knowledge are required in breakout detection. To address these issues, we created the first financial breakout dataset and introduce FinLLM-B, the premier large language model for financial breakout detection, which enhances the effectiveness of breakout trading strategies. Furthermore, we have developed a novel framework for large language models, namely multi-stage structure, effectively reducing mistakes in downstream applications. Experimental results indicate that compared to GPT-3.5, FinanceGPT-B improves the average accuracy of answers and rational by 49.97%, with the multi-stage structure contributing 9.72% to the improvement. Additionally, it outperforms ChatGPT-4 by 42.38%.