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Sponsored Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt

Author

Deva Putra Setyawan

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2 papers indexed here

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Open access Aug 2026

Data-Driven Uncertainty Set Construction with ARIMA–GARCH Modeling for Robust Portfolio Optimization

A data-driven framework for constructing polyhedral uncertainty sets that integrates Gaussian mixture models to identify heterogeneous distributional components and ARIMA-GARCH models to capture time-varying volatility dynamics is proposed, providing a statistically grounded, geometrically faithful, and computationally...

D. Setyawan, D. Chaerani, S. Sukono et al. · 1 citation
Open access Aug 2026

Comparative Analysis of Statistical, Machine Learning, and Deep Learning Models for USD/IDR Prediction Using Macroeconomic Indicators and Explainable Artificial Intelligence

The findings empirically confirm the well-known Meese-Rogoff puzzle and weak-form market efficiency for USD/IDR, clearly proving that simple baselines remain formidable benchmarks for short-horizon forecasts.

D. Setyawan, Astrid Sulistya Azahra, Mugi Lestari · 0 citations

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