Susceptible Reservoir Architectures for Regime-Conditional Volatility Forecasting
Volatility forecasting is dominated by persistence and measurement noise, leaving limited residual structure for nonlinear models to exploit. We introduce Susceptible Architectures (SUSA), a reservoir-design principle for volatility forecasting, and its two concrete implementations, based on complex-valued open-chain and periodic reservoirs and regime-conditioned experts to interpret reservoir features across calm, onset, recovery, and persistent-stress states. We also implement open-system $q$-qubit counterparts in Qiskit while retaining a common AR-Ridge anchor and a bounded residual correction trained under QLIKE. We evaluate models on 16 U.S. equity and exchange-traded-fund series usi...
| Authors | Aliaksei Kaliutau |
|---|---|
| Primary category | cs.LG |
| Published | 24 July 2026 |
| Last updated at source | 27 July 2026 |
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