{
  "title": "BLADE-FINANCE Governance Node: Authority Governance for Financial-Sector AI Decision Systems Under the Treasury Financial Services AI Risk Management Framework",
  "upload_type": "publication",
  "publication_type": "report",
  "version": "1.0",
  "language": "eng",
  "license": "cc-by-4.0",
  "access_right": "open",
  "creators": [
    {
      "name": "Oktenli, Burak",
      "affiliation": "Independent Researcher, AUTHREX Systems; Georgetown University, M.P.S. Applied Intelligence",
      "orcid": "0009-0001-8573-1667"
    }
  ],
  "description": "Simulation-validated, software-enforced authority-arbitration reference architecture for financial-sector AI decision systems, aligned to the U.S. Treasury Financial Services AI Risk Management Framework (FS AI RMF) under the implementation framing of Executive Order 14179. An eight-stage AUTHREX pipeline (VALIDATE, SATA, ADARA, MAIVA, HMAA, FLAME, ERAM, CARA) with a four-tier HMAA authority model, a population-state coordination model across account, device, payee, and IP-cluster history, a SHA-256 canonical-form evidence chain, and a retrospective stigmergic swarm-review module that recovers coordinated rings the per-transaction path clears. Reference authority node: 36 hardware components, 33 electrical connections, 32 mechanical connections, approximately $9,228 BOM. TRL 3-4 (simulation) / TRL 2 (hardware); synthetic data only; not deployed in any financial institution. The reported recall is an actionable-risk triage measure, not an empirical fraud-detection rate. Published as fundamental research under CC BY 4.0.",
  "keywords": [
    "authority-governed autonomy",
    "financial-sector AI governance",
    "runtime assurance",
    "Treasury FS AI RMF",
    "NIST AI RMF",
    "Executive Order 14179",
    "economic security",
    "Hierarchical Multi-Attribute Authority",
    "HMAA",
    "SHA-256 evidence chain",
    "canonical-form serialization",
    "deepfake authentication",
    "AI-agent coordinated attack",
    "retrospective swarm review",
    "stigmergic ensemble",
    "escalation-delta",
    "triage metrics",
    "Wilson interval",
    "AUTHREX",
    "BLADE"
  ],
  "related_identifiers": [
    {
      "relation": "references",
      "identifier": "10.5281/zenodo.18936251",
      "scheme": "doi"
    },
    {
      "relation": "references",
      "identifier": "10.5281/zenodo.18861653",
      "scheme": "doi"
    },
    {
      "relation": "references",
      "identifier": "10.5281/zenodo.18917790",
      "scheme": "doi"
    },
    {
      "relation": "references",
      "identifier": "10.5281/zenodo.19015618",
      "scheme": "doi"
    },
    {
      "relation": "references",
      "identifier": "10.5281/zenodo.19043924",
      "scheme": "doi"
    },
    {
      "relation": "references",
      "identifier": "10.5281/zenodo.19015517",
      "scheme": "doi"
    },
    {
      "relation": "references",
      "identifier": "10.5281/zenodo.20299604",
      "scheme": "doi"
    }
  ],
  "notes": "Fundamental research. No controlled technical data and no information from any financial institution. The simulator runs entirely client-side and offline.",
  "doi": "10.5281/zenodo.20374692"
}