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Aliaksei Kaliutau

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Preprint Jul 2026

Susceptible Reservoir Architectures for Regime-Conditional Volatility Forecasting

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 are introduced.

Aliaksei Kaliutau · 0 citations