automated code generation 1large language models 1numerical methods 1option pricing 1stochastic volatility 1validation framework 1
From the 1 of 2 linked papers with an AI index.
2 papers
q-fin.CP2026
RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing
Liexin Cheng, Xue Cheng, Shuaiqiang Liu +1
The paper introduces RIDGE, an autonomous framework that validates and refines option pricing implementations generated by large language models using no‑arbitrage, stress, benchma…
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…