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q-fin.CP2026
RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing
Liexin Cheng, Xue Cheng, Shuaiqiang Liu +1
Automated code generation is becoming an important tool in quantitative finance, where large language models can generate option pricing implementations directly from mathematical…
q-fin.CP2025
Fast Learning in Quantitative Finance with Extreme Learning Machine
Liexin Cheng, Xue Cheng, Shuaiqiang Liu
A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a bro…