In my mathematical and analytical papers I have demonstrated a framework that describes autocorrelated multilateral trade cycles of local and global input/output/output transactions. This is expressed in models as bilateral stimulus series of multinomial reaction functions of bivariate order interaction synapse (clearance, settlement) of value and credit transactions. This framework allows multiple terms of adjustment at each stage of the transaction series and a team of engineers have automated the process with my proprietary TRADEPRAXIS technology that uses (AI) to engage mediation activities performed by the system in order to generate/allocate trade and related credit transactions as well as record with security customet account data with either Central Ledger Technology (CLT) and /or Distributed Ledger Technology (DLT).

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