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Open-finance systems increasingly compose portfolio models, data services, and execution interfaces supplied by different parties. This modularity is useful only if the executed wealth path can be checked independently of the model that proposed it. We study a…

Post-quantum cryptographic standardization is complete for the algorithms that matter most, yet adoption across financial infrastructure remains uneven and, in critical segments, largely absent. This paper argues that migration is no longer a research question…

Open-finance services must prepare for cryptographic transitions while evaluating quantum-computing opportunities against classical alternatives. These decisions require different evidence but concern shared data, software, suppliers, and owners. This paper de…

Open-finance platforms can combine models from different vendors while still concentrating capital in the same trade. Shared data, objectives, and representations make decision diversity the relevant object, rather than diversity of model names. We call loadin…

Open-finance interfaces make market data and trading services programmable, but an API response is not an executable signal. Economic information depends on data receipt, inference completion, and feasible order arrival. We propose an execution certificate: a …

Adaptive research systems can generate, discard, revise, and monitor trading rules faster than their selection history can be audited. We ask when such a system may promote a frozen rule to governed forward evaluation. The proposed protocol assigns each candid…