CORTEXA
← Browse
arxivcs.LG2026-07-24

Susceptible Reservoir Architectures for Regime-Conditional Volatility Forecasting

Aliaksei Kaliutau

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 using three disjoint chronological training, validation, and test folds, a 12-observation input window, and a five-observation forecast horizon. The proposed models perform competitively with GARCH, achieving statistically significant QLIKE improvements for specific assets (IWM, XLP). Also models' forecasts complement HARQ-style predictions: a stacked ensemble improves mean QLIKE by 0.0116 over its strongest constituent and wins in 75% of test scenarios.

View free PDFSource page

Related papers

arxivquant-phcs.AIcs.LG2026-07-24

Quantum Spectral Model: Data Reuploading with Input-Conditioned Frequency Support

Peiyong Wang, Udaya Parampalli, Casey R. Myers

A central design principle in modern machine learning and artificial intelligence is to align a model's inductive bias with the structure of its input data. For matrix-valued inputs, relevant matrix-level relationships can be characterised through spectral values and spectral sub…

View free PDFSource page
arxivstat.MLcs.AIcs.LGecon.EM2026-07-24

CausalForge: A Formally Grounded, Self-Improving Agentic Framework for Automated Research in Causal Inference

Jiyuan Tan, Vasilis Syrgkanis

Automating theoretical research is constrained not only by the generation of candidate results, but also by their reliable evaluation. A common approach is to close the research loop with a large language model (LLM) reviewer. However, such reviewers remain empirically unreliable…

View free PDFSource page
arxivcs.IRcs.LG2026-07-24

PinEqualizer: Full Funnel Content Exploration and Debiasing System at Pinterest

Olafur Gudmundsson, Bo Zhao, Huayi Liao, Anna Kiyantseva, Sai Xiao, Heath Vinicombe, et al.

In this paper, we propose a new solution for addressing the content cold-start problem in industry-scale search and recommender systems. Compared to prior approaches, we have made the following new contributions: 1) our solution spans the entire multi-stage funnel and generalizes…

View free PDFSource page
arxivcs.LG2026-07-24

Dysphagia Risk Stratification in Head and Neck Cancer via Two-Stage PRO-Clinical Stacking

Siyuan Zhao, Eric Ababio Anyimadu, Zachary G. Brumm, Yue Ma, Clifton David Fuller, Xinhua Zhang, et al.

Dysphagia is a debilitating late effect of head and neck cancer (HNC) treatment, yet timely identification of at-risk patients remains challenging in survivorship care. Definitive assessment relies on videofluoroscopic imaging, as captured by the Dynamic Imaging Grade of Swallowi…

View free PDFSource page
arxivcs.LGeess.SP2026-07-24

Interpretable EEG biomarkers with bag-of-waves: Spatial and temporal waveform dictionaries for low-data regimes

Athanasios Papastathopoulos-Katsaros, Steven T. Lee, Lin Yao, Ajay Thomas, Junseok Park, Matthew J. McGinley, et al.

Electroencephalography (EEG) is widely used to diagnose neurological conditions, but its analysis usually relies on either predefined spectral features or deep neural networks. Predefined features carry a strong bias, since they fix in advance what counts as informative, while de…

View free PDFSource page