CBD-Finance : A Structural Framework for Collective Financial Dynamics
This corpus presents a unified structural framework for understanding financial systems as complex adaptive collective systems governed by endogenous accumulation, collective memory, mimetic propagation, saturation, conditional reversibility, and progressive loss of governability.
Rather than proposing predictive market models or investment strategies, it develops a rigorous structural interpretation of market regimes, transition dynamics, and systemic instability.
The publications establish the theoretical, mathematical, empirical, and falsifiable foundations of CBD-Finance, providing a coherent architecture that links collective psychodynamics with financial dynamics. The framework distinguishes observable market behavior from underlying structural states and explains how apparent stability may conceal the progressive accumulation of internal constraints.
Together, these documents define a closed scientific corpus dedicated to the structural intelligibility of financial systems while remaining non-predictive, non-normative, and fully compatible with scientific falsification and future empirical validation.
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