Dependence on imports increases the risk of global price volatility, particularly in the event of disruptions to international trade. Furthermore, global price fluctuations-often beyond the control of local governments-exacerbate domestic price volatility. The rice supply chain in East Java...

This paper develops and implements an Autoregressive Integrated Moving Average model with an Adaptive Neuro-Fuzzy Inference System (ARIMA-ANFIS) for BTCUSD price prediction and risk assessment. The goal of these forecasts is to identify patterns from past data and achieve an understanding of the...

Hammerstein–Wiener models constitute a significant class of block-structured dynamic models, as they approximate process nonlinearities on the basis of input–output data without requiring identification of a full nonlinear process model. Optimization problems with Hammerstein–Wiener models...

A qualitative game describes a situation in which antagonistic players strive to keep the evolutions of their state variables in predetermined constraint sets. We argue that a qualitative game model is a suitable mathematical representation of the struggle between a domestic central bank of a...

The combinatorial integral approximation (CIA) decomposition suggests solving mixed-integer optimal control problems by solving one continuous nonlinear control problem and one mixed-integer linear program (MILP). Unrealistic frequent switching can be avoided by adding a constraint on the total...