Publications
Debt-Free Finality for Leveraged Binary Event Markets
A mechanism-design study of physically backed leveraged binary-event
positions that separates financing maturity from event settlement.PDF and research materials · SSRN · Research repository
On-Chain Credit and Loss Allocation for Leveraged Event Markets
Research on credit pools, backstop capital, withdrawal queues, and
deterministic loss allocation.PDF and research materials · SSRN · Research repository
Empirical Calibration of Venue-Agnostic Event-Margin Protocols
A prospectively specified calibration analysis plan and venue-emulator
methodology.PDF and research materials · SSRN · Research repository
AEMB: A Deterministic Cross-Language Verification Benchmark for Event-Margin Protocols
A deterministic benchmark for cross-language conformance and verification.PDF and research materials · SSRN · Research repository
AVET: A Provenance-Aware Venue Emulator Trace Dataset for Event Markets
A provenance-aware deterministic trace dataset for event-market research.PDF and research materials · SSRN · Research repository
Canonical Protocol-Graph Composition for Leveraged Event Markets
A study of canonical protocol graphs and single-source financial state.PDF and research materials · Research repository
Manifest-Bound End-to-End Evidence for On-Chain Financial Protocols
A paper on manifest-bound evidence derivation and verification boundaries.PDF and research materials · Research repository
AEMB: Canonical Protocol-Graph End-to-End Conformance for Hybrid Financial Protocols
A cohort-bound conformance study for hybrid financial protocol
implementations.PDF and research materials · Research repository