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.
A recent line of work measures causal emergence in reinforcement learning agents through Integrated Information Decomposition, reporting that $Φ_r$ grows with training and tracks reward improvement. For active inference, this raises the question of how reward-free predictive orga…
Accurately modeling cross-variate dependencies remains a key challenge in multivariate time series forecasting, particularly in the presence of strong periodic patterns. Many existing approaches rely on attention-based mechanisms that incur quadratic complexity and scale poorly w…
Physical computing leverages complex dynamical systems for energy-efficient data processing. In this work, we present a neuromorphic architecture based on metallic nanoparticles interconnected by molecular junctions on a $\text{SiO}_2$/Si substrate. We demonstrate that surroundin…
Despite recent advances, self-supervised learning (SSL) models and Joint-Embedding Predictive Architectures (JEPAs) remain susceptible to learning spurious biases in the dataset. These techniques rely on regularization, which prevents representation collapse by enforcing a global…
The modeling of hydrometeorological time series with limited observations is a key challenge in the monitoring of hydro-systems and water resources, as well as for flood or drought risk assessment. Due to the high variability of the underlying processes and the sparsity of availa…
In spite of the fundamental role of neural networks in contemporary machine learning research, our understanding of the computational complexity of optimally training neural networks remains incomplete even when dealing with the simplest kinds of activation functions. Indeed, whi…