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CROSS-SECTIONAL REGRESSION WITH PROXIES: A SEMI-PARAMETRIC METHOD
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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

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Publication Date
Fri Apr 01 2022
Journal Name
Baghdad Science Journal
Improved Firefly Algorithm with Variable Neighborhood Search for Data Clustering
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Among the metaheuristic algorithms, population-based algorithms are an explorative search algorithm superior to the local search algorithm in terms of exploring the search space to find globally optimal solutions. However, the primary downside of such algorithms is their low exploitative capability, which prevents the expansion of the search space neighborhood for more optimal solutions. The firefly algorithm (FA) is a population-based algorithm that has been widely used in clustering problems. However, FA is limited in terms of its premature convergence when no neighborhood search strategies are employed to improve the quality of clustering solutions in the neighborhood region and exploring the global regions in the search space. On the

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Publication Date
Sun Sep 03 2017
Journal Name
Baghdad Science Journal
Scale-Invariant Feature Transform Algorithm with Fast Approximate Nearest Neighbor
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There is a great deal of systems dealing with image processing that are being used and developed on a daily basis. Those systems need the deployment of some basic operations such as detecting the Regions of Interest and matching those regions, in addition to the description of their properties. Those operations play a significant role in decision making which is necessary for the next operations depending on the assigned task. In order to accomplish those tasks, various algorithms have been introduced throughout years. One of the most popular algorithms is the Scale Invariant Feature Transform (SIFT). The efficiency of this algorithm is its performance in the process of detection and property description, and that is due to the fact that

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Publication Date
Mon Jan 01 2024
Journal Name
Bio Web Of Conferences
Forecasting Cryptocurrency Market Trends with Machine Learning and Deep Learning
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Cryptocurrency became an important participant on the financial market as it attracts large investments and interests. With this vibrant setting, the proposed cryptocurrency price prediction tool stands as a pivotal element providing direction to both enthusiasts and investors in a market that presents itself grounded on numerous complexities of digital currency. Employing feature selection enchantment and dynamic trio of ARIMA, LSTM, Linear Regression techniques the tool creates a mosaic for users to analyze data using artificial intelligence towards forecasts in real-time crypto universe. While users navigate the algorithmic labyrinth, they are offered a vast and glittering selection of high-quality cryptocurrencies to select. The

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Publication Date
Wed Apr 05 2023
Journal Name
Journal Of Engineering
Punching Shear Strength of Reinforced Concrete Flat Plates with Openings
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Test results of six half-scale reinforced concrete flat plates connections with an opening in the vicinity of the column are reported. The test specimens represent a portion of a slab bounded by the lines of contraflexure around the column. The tests were designed to study the effect of openings on the punching shear behavior of the slab-column connections. The test parameters were the location and the size of the openings. One specimen had no opening and the remaining five had various arrangements of openings around the column. All specimens were cast with normal density concrete of approximately 30 MPa compressive strength. The openings in the specimens were square, with the sides parallel to the sides of the column. Three sizes of ope

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Publication Date
Sat Jan 01 2022
Journal Name
Ieee Access
Hand Gesture Recognition With Acoustic Myography and Wavelet Scattering Transform
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Publication Date
Mon Aug 01 2022
Journal Name
Inorganic Chemistry Communications
Assembling [email protected] nanocomposites with an enhanced photocatalytic activity
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Herein, an efficient inorganic/organic hybrid photocatalyst composed of zeolitic imidazolate framework (ZIF-67) decorated with Cd0.5Zn0.5S solid solution semiconductor was constructed. The properties of prepared ZIF- [email protected] nanocomposite and its components (ZIF-67 and Cd0.5Zn0.5S) were investigated using XRD, FESEM, EDX, TEM, DRS and BET methods. The photocatalytic activity of fabricated [email protected] nanocomposite were measured toward removal of methyl violet (MV) dye as a simulated organic contaminant. Under visible-light and specific conditions (photocatalyst dose 1 g/l, MV dye 10 mg/l, unmodified solution pH 6.7 and reaction time 60 min.), the acquired [email protected] photocatalyst showed advanced photocatalytic activity

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Publication Date
Fri Jul 03 2020
Journal Name
Agriculture
Potato Phosphorus Response in Soils with High Value of Phosphorus
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Phosphorus (P) is an element that is potatoes require in large amounts. Soil pH is a crucial factor impacting phosphorus availability in potato production. This study was conducted to evaluate the influence of P application rates on the P efficiency for tuber yield, specific gravity, and P uptake. Additionally, the relationship between soil pH and total potato tuber yield was determined. Six rates of P fertilization (0–280 kg P ha−1) were applied at twelve different sites across Northern Maine. Yield parameters were not responsive to P application rates. However, regression analysis showed that soil pH was significantly correlated with total potato tuber yield(R2 = 0.38). Sites with soil pH values < 6 had total tuber yields,

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Publication Date
Thu Mar 30 2017
Journal Name
Iraqi Journal Of Pharmaceutical Sciences ( P-issn 1683 - 3597 E-issn 2521 - 3512)
Determination of Enzymatic Antioxidant in Iraqi Patients with Chronic Gastritis
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Infection of the gastric mucosa with Helicobacter pylori is strongly associated with chronic gastritis, peptic ulcer and gastric cancer. Helicobacter pylori virulence factors include a variety of proteins that are involved in its pathogenesis, such as VacA and CagA. Another group of virulence factors is clearly important for colonization of H.pylori in the gastric mucosa. These include urease, motility factors (flagellin), and Superoxide dismutase (SOD). Because of this organism's microaerophilic nature and the increased levels of reactive oxygen in the infected host, we expect that other factors involved in the response to oxidative stress are likely to be required for virulence. Superoxide dismutase is a near

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Publication Date
Sun Mar 04 2018
Journal Name
Baghdad Science Journal
Microalgae Chlorella Vulgaris Harvesting Via Co-Pelletization with Filamentous Fungus
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The objective of this study was to progress another method for coagulation/flocculation of the microalga Chlorella vulgaris via pellet-forming of the fungal species Aspergillus niger which was isolated from municipal wastewater mud and the facultative heterotrophic microalga "C.vulgaris was used. The main factors studies were spore inoculums, organic carbon concentration in medium as well as pH variation which had considerably positive effects on microalgae/fungi co-pelletization formation. The process parameters are an inoculum1×104 spores/ML, 15 g/l sucrose as carbon source and pH ranged from 5 - 7.0 were found optimal for efficient microalgae/fungi co-pelletization formation. For autotrophic growth, when pH of culture broth was adjusted

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Publication Date
Sun Dec 06 2009
Journal Name
Baghdad Science Journal
Synthesis and Characterization of (Fe(II),Co(II),Ni(II) and Cu(II)) Complexes with Schiff Base derived from [benzoyl hydrazine] with [benzyl mono oxime]
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The reaction of [Benzoyl hydrazine] with [Diphenyl mono oxime] and Glacial acetic acid was carried out in methanol gave a new tridentate ligand [Benzoic acid (2-hydroxyimino- 1, 2-diphyneylethylidene) - hydrazide]. This ligand was reacted with some metal ions (Fe(II), Co(II), Ni(II), and Cu(II)) in methanol with (1:1) metal : ligand ratio to give a series of new complexes of the general formula [M(L)Cl2.H2O], where M= Fe(11), Co(11), Ni(11) and Cu(11). All compounds were characterized by spectroscopic methods (I.R, UV-Vis), elemental microanalysis (C.H.N), atomic absorption, magnetic susceptibility, and conductivity measurements. From the obtained data the proposed molecular structures were suggested for the complexes of Fe

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