The aim of this essay is to use a single-index model in developing and adjusting Fama-MacBeth. Penalized smoothing spline regression technique (SIMPLS) foresaw this adjustment. Two generalized cross-validation techniques, Generalized Cross Validation Grid (GGCV) and Generalized Cross Validation Fast (FGCV), anticipated the regular value of smoothing covered under this technique. Due to the two-steps nature of the Fama-MacBeth model, this estimation generated four estimates: SIMPLS(FGCV) - SIMPLS(FGCV), SIMPLS(FGCV) - SIM PLS(GGCV), SIMPLS(GGCV) - SIMPLS(FGCV), SIM PLS(GGCV) - SIM PLS(GGCV). Three-factor Fama-French model—market risk premium, size factor, value factor, and their implication for excess stock returns and portfolio returns—were estimated on the Iraqi Stock Exchange using the modified Fama-MacBeth. SIMPLS(FGCV)-GGCV performed best based on the findings. Results also revealed the statistical significance of the three factors of the Fama-French model, which enhanced the explanatory power of the model in terms of the performance of Iraq Stock Exchange
Profit is a goal sought by all banks because it brings them income and guarantees them survival and continuity, and on the other hand, facing commitments without financial crisis. Hence the idea of research in his quest to build scientific tools and means that can help bank management in particular, investors, lenders and others to predict financial failure and to detect early financial failures. The research has produced a number of conclusions, the most important of which is that all Islamic banks sample a safe case of financial failure under the Altman model, while according to the Springate model all Islamic banks sample a search for a financial failure except the Islamic Bank of Noor Iraq for Investment and Finance )BINI(. A
... Show MoreIn this paper a prey - predator model with harvesting on predator species with infectious disease in prey population only has been proposed and analyzed. Further, in this model, Holling type-IV functional response for the predation of susceptible prey and Lotka-Volterra functional response for the predation of infected prey as well as linear incidence rate for describing the transition of disease are used. Our aim is to study the effect of harvesting and disease on the dynamics of this model.
The refractive index sensors based on tapered optical fiber are attractive for many industries due to sensing capability in a variety of application. In this paper, we proposed a refractive index sensor based on multicore fiber (MCF) sandwiched between two standard single mode fibers (SMF). The sensor consisting of three sections, SMF- MCF-SMF is structurally simple and can be easily produced by joining these parts. The MFC contains seven cores and these cores are surrounded by a single cladding. The sensing region is obtained by tapering the MCF section where the evanescent field is generated. The single mode propagating along the SMF is stimulated at the first joint and is coupled to the cladding modes. These modes interfere with the core
... Show MoreA simple all optical fiber sensor based on multimode interference (MMI) for chemical liquids sensing was designed and fabricated. A segment of coreless fiber (CF) was spliced between two single mode fibers to buildup single mode-coreless-single mode (SCS) structure. Broadband source and optical signal analyzer were connected to the ends of SCS structure. De-ionized water, acetone, and n-hexane were used to test the performance of the sensor. Two influence factors on the sensitivity namely the length and the diameter of the CF were investigated. The obtained maximum sensitivity was at n-hexane at 340.89 nm/RIU (at a wavelength resolution of the optical spectrum analyzer of 0.02 nm) when the diameter of the CF reduced from 125 μm to 60 μ
... Show More. In recent years, Bitcoin has become the most widely used blockchain platform in business and finance. The goal of this work is to find a viable prediction model that incorporates and perhaps improves on a combination of available models. Among the techniques utilized in this paper are exponential smoothing, ARIMA, artificial neural networks (ANNs) models, and prediction combination models. The study's most obvious discovery is that artificial intelligence models improve the results of compound prediction models. The second key discovery was that a strong combination forecasting model that responds to the multiple fluctuations that occur in the bitcoin time series and Error improvement should be used. Based on the results, the prediction a
... Show MoreThe aim of this research is to find out the influence of Daniel's model on the skills of the twenty-first century among the students of the scientific-fifth grade at the secondary and preparatory government morning schools for the academic year 2022- 2023. Two groups were chosen out of five groups for the fifth-scientific grade, one of which represents the experimental group that is taught by the Daniel model, and the other is the control group that is taught in the traditional method. The equivalence of the two research groups was verified with a set of variables. As for the research tool, a scale was developed by the researchers for the skills of the twenty-first century, in which they adopted the framework of the Partnership Organizat
... Show MoreThe primary objective of this paper is to improve a biometric authentication and classification model using the ear as a distinct part of the face since it is unchanged with time and unaffected by facial expressions. The proposed model is a new scenario for enhancing ear recognition accuracy via modifying the AdaBoost algorithm to optimize adaptive learning. To overcome the limitation of image illumination, occlusion, and problems of image registration, the Scale-invariant feature transform technique was used to extract features. Various consecutive phases were used to improve classification accuracy. These phases are image acquisition, preprocessing, filtering, smoothing, and feature extraction. To assess the proposed
... Show MoreNuclear structure of 20,22Ne isotopes has been studied via the shell model with Skyrme-Hartree-Fock calculations. In particular, the transitions to the low-lying positive and negative parity excited states have been investigated within three shell model spaces; sd for positive parity states, spsdpf large-basis (no-core), and zbme model spaces for negative parity states. Excitation energies, reduced transition probabilities, and elastic and inelastic form factors were estimated and compared to the available experimental data. Skyrme interaction was used to generate a one-body potential in the Hartree-Fock calculations for each selected excited states, which is then used to calculate the single-particle matrix elements. Skyrme interac
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