AXION FinTech AI: A Deterministic and Governance-Constrained Credit Decision Framework Integrating Stochastic Risk, Irreversibility, and Causal Inference

This study introduces a deterministic and governance-constrained credit decision framework that integrates stochastic risk modeling, irreversibility-aware capital dynamics, network-based systemic risk, liquidity constraints, information uncertainty, and causal inference. Unlike traditional credit risk models that focus on probabilistic prediction, the proposed AXION FinTech AI framework formalizes decision-making as a constrained optimization problem under uncertainty, where risk, time, irrevers