This study investigates asset returns within the Iraq Stock Exchange by employing both the Fama-MacBeth regression model and the Fama-French three-factor model. The research involves the estimation of cross-sectional regressions wherein model parameters are subject to temporal variation, and the independent variables function as proxies. The dataset comprises information from the first quarter of 2010 to the first quarter of 2024, encompassing 22 publicly listed companies across six industrial sectors. The study explores methodological advancements through the application of the Single Index Model (SIM) and Kernel Weighted Regression (KWR) in both time series and cross-sectional analyses. The SIM outperformed the KWR approach in estimating time-varying beta coefficients, yielding a mean Root Mean Squared Error (RMSE) of 0.14316. Furthermore, the integrated KWR-SIM methodology achieved the lowest Adjusted Root Mean Squared Error (ARMSE) value of 0.08152 when modelling the association between risk factors and asset returns within the cross-sectional analytical framework. Statistical tests for significance produced heterogeneous responses of the returns on assets in the Iraqi financial market to the Fama-French posited economic variables. The estimated coefficients for the betas showed significant oscillations for all assets, confirming changes in economic conditions. The results add to our knowledge of the risk-reward relationship in the context of emerging markets and provide methodological insights into financial asset pricing. The evidence indicates that the KWR-SIM method has better capabilities for model fitting
Unconfined compressive strength (UCS) of rock is the most critical geomechanical property widely used as input parameters for designing fractures, analyzing wellbore stability, drilling programming and carrying out various petroleum engineering projects. The USC regulates rock deformation by measuring its strength and load-bearing capacity. The determination of UCS in the laboratory is a time-consuming and costly process. The current study aims to develop empirical equations to predict UCS using regression analysis by JMP software for the Khasib Formation in the Buzurgan oil fields, in southeastern Iraq using well-log data. The proposed equation accuracy was tested using the coefficient of determination (R²), the average absolute
... Show MoreThe interplay of predation, competition between species and harvesting is one of the most critical aspects of the environment. This paper involves exploring the dynamics of four species' interactions. The system includes two competitive prey and two predators; the first prey is preyed on by the first predator, with the former representing an additional food source for the latter. While the second prey is not exposed to predation but rather is exposed to the harvest. The existence of possible equilibria is found. Conditions of local and global stability for the equilibria are derived. To corroborate our findings, we constructed time series to illustrate the existence and the stability of equilibria numerically by varying the different values
... Show MoreAbstract
The fiber Bragg grating (FBG) technology has been rapidly applied in the sensing technology field. In this work, uniform FBG was used as pressure sensor based on measuring related Bragg wavelength shift. The pressure was applied directly by air compressor to the sensor and the pressure was ranged from 1 to 6 bar.
This sensor also was affected by the external temperature so as a result it could be used as a temperature sensor. This sensor could be used to monitor the pressure of dams. It has been shown from the result that the sensor is very sensitive to the pressure and the sensitivity was (67 pm\bar) and is very sensitive to temperature and the sensitivity was (10p
... Show MoreSurvival analysis is one of the types of data analysis that describes the time period until the occurrence of an event of interest such as death or other events of importance in determining what will happen to the phenomenon studied. There may be more than one endpoint for the event, in which case it is called Competing risks. The purpose of this research is to apply the dynamic approach in the analysis of discrete survival time in order to estimate the effect of covariates over time, as well as modeling the nonlinear relationship between the covariates and the discrete hazard function through the use of the multinomial logistic model and the multivariate Cox model. For the purpose of conducting the estimation process for both the discrete
... Show MoreObjective: This study aimed to assessing new suggested technique of Physical Growth Curves (PGC) charts in
children under two years old of a non-probability sample.
Methodology: A non-probability sample of size (420) children under two years selected from 12 Primary
Health Care Centers in Diyala governorate during the period from 15th Nov. 2010 to 13th Mar. 2011
according to admix of a different properties together in one chart/or growth curve chart included in at least
weight, Height, and Head circumference.
Results: the results showed different properties that can be admix together in one chart/or growth curve
chart included in at least weight, Height, and Head circumference. And to overtake the problem of the norm
A frequently used approach for denoising is the shrinkage of coefficients of the noisy signal representation in a transform domain. This paper proposes an algorithm based on hybrid transform (stationary wavelet transform proceeding by slantlet transform); The slantlet transform is applied to the approximation subband of the stationary wavelet transform. BlockShrink thresholding technique is applied to the hybrid transform coefficients. This technique can decide the optimal block size and thresholding for every wavelet subband by risk estimate (SURE). The proposed algorithm was executed by using MATLAB R2010aminimizing Stein’s unbiased with natural images contaminated by white Gaussian noise. Numerical results show that our algorithm co
... Show MoreThis paper deals with a new Henstock-Kurzweil integral in Banach Space with Bilinear triple n-tuple and integrator function Ψ which depends on multiple points in partition. Finally, exhibit standard results of Generalized Henstock - Kurzweil integral in the theory of integration.
Background: spontaneous abortion constitutes one of the most important adverse pregnancy outcomes affecting human reproduction, and its risk factors are not only affected by biological, demographic factors such as age, gravidity, and previous history of miscarriage,but also by individual women’s personal social characteristics, and by the larger social environment. Objective:To identifyEnvironmental effects on Women's with Spontaneous Abortion. Methodology:Non-probability(purposive sample)of(200) women, who were suffering from spontaneous abortion in maternity unitfrom four hospitals at Baghdad City which include Al-ElwiaMaternity Teaching Hospital, and Baghdad Teaching Hospital at Al-Russafa sector. Al–karckhMaternityHospita
... Show MoreObjective:
This study aims to asses the patients' compliance with essential hypertension in respect to antihypertensive
medications, follow-up, dietary pattern and health habits, to identify the associated long-term complications, and
to find out the relationship between patient's compliance, and demographic characteristics such as age, gender,
level of education, and duration of disease.
Methodology:
A descriptive study was carried out in Nasiriyah Teaching Hospital to achieve presented objectives .
Results:
The results of the study revealed that there were a significant association between educational level and total
patient's compliance, a significant association was found between the duration of disease and