collaborators

14 papers

q-fin.TR2026

Axient: On-Chain Credit and Loss Allocation for Leveraged Event Markets: A Venue-Agnostic Protocol for Traders, Credit Providers, Market Makers, and Liquidation Backstops

Maksym Nechepurenko

A physically backed leveraged event position requires real credit: if collateral C receives leverage L, the protocol supplies (L-1)C and uses the combined amount to acquire recogni…

q-fin.TR2026

Axient: Debt-Free Finality for Leveraged Binary Event Markets

Maksym Nechepurenko

Leveraged event positions combine a repayable loan with an outcome claim that may become non-tradable before oracle payout is final. This paper specifies Axient, a physically backe…

q-fin.TR2026

Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets

Maksym Nechepurenko

April 2026 saw notable methodological convergence in the academic study of informed trading on decentralized prediction markets. Three approaches surfaced almost simultaneously: Mi…

q-fin.TR2026

Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases

Maksym Nechepurenko

This paper reports an end-to-end empirical evaluation of the deadline-Information Leakage Score (ILS-dl) extension introduced in the companion methodology paper. The deadline-ILS e…

q-fin.TR2026

ForesightFlow: An Information Leakage Score Framework for Prediction Markets

Maksym Nechepurenko

ForesightFlow is an Information Leakage Score (ILS) framework for detecting informed trading on decentralized prediction markets. For an event-resolved binary market, the score qua…

q-fin.TR2026

Fill-Side Behavioral Concentration on Polymarket: Identification Limits under Record-Level Attribution

Maksym Nechepurenko

This paper studies behavioral concentration in Polymarket's public executed-fill record and formalizes what that record can and cannot identify. A pre-publication reconciliation co…