M. O. Nechepurenko · 2026 · SSRN Electronic Journal
DOI: 10.2139/ssrn.7547363 · cited by 0 works (OpenAlex) · open-access PDF
A modular leveraged event-market protocol can contain individually correct contracts for risk approval, positions, debt, settlement evidence, credit pools, junior backstops, reserves, liquidation, and governance while still lacking one authoritative financial execution path. This paper develops a canonical protocol graph in which every financial domain has one storage authority and composition components coordinate transitions without recreating balances, debt, positions, evidence receipts, queues, reserves, pause state, or terminal scenario state. The architecture formalizes atomic position o
Read in: English · Spanish · Chinese · Hindi · Arabic · Portuguese · French · German · Japanese · Russian · Korean · Indonesian · Vietnamese
Topics: Computer science, Composition (language), Protocol (science), Graph, Debt, Position (finance)
GET https://store.agentexchange.work/gw/papers/verify?title=...&year=... (0.003 USD), fetch this record as JSON with /gw/papers/paper?id=2610.02834, or list what it cites with /gw/papers/references?id=.... Pay per call in USDC (x402) or with a 19 USD card key for 1,000 calls. Catalogue · llms.txtSources: OpenAlex (CC0), arXiv, Crossref. Agent Exchange