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A Modified Fama-MacBeth Model based on the Single-Index Model
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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

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Publication Date
Fri Jan 11 2019
Journal Name
Iraqi Journal Of Physics
Structural and optical properties for PVA- PEG-MnCl2 composites
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Polymer films of PEG and PVA and their blend with different
concentrations of MnCl2 (0, 2, 4, 6 and 10 %.wt) were study using
casting technique. The X-ray spectra of pure PEG, PVA and
PVA:PEG films and with addition of 2% concentrations from
(MnCl2) show amorphous structures. The results for FTIR show the
interaction between the filler and polymer blend results in
decreasing crystallinity with rich amorphous phase. This
amorphous nature confirms the complexation between the filler and
the polymer blend. The optical properties of (PVA:PEG/MnCl2)
contain the recording of absorbance (A) and explain that the
absorption coefficient (α), refractive index (n), extinction coefficient
(ko) and the dielectric cons

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Publication Date
Tue Jun 20 2023
Journal Name
Baghdad Science Journal
Linear and Nonlinear Optical Properties of Anthocyanin Dye from Red Cabbage in Different pH Solutions
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This article studied some linear and nonlinear optical characteristics of different pH solutions from anthocyanin dye extract at 180 oC from red cabbage. First, the linear spectral characteristics, including absorption and transmittance in the range 400-800 nm for anthocyanin solution 5% v/v with different pHs, were achieved utilizing a UV/VIS spectrophotometer. The experimental results reveal a shift in the absorption toward the longer wavelength direction as pH values increment. Then, the nonlinear features were measured using the Z-scan technique with a CW 532 nm laser to measure the nonlinear absorption coefficient through an open aperture. A close aperture (diameter 2 mm) calculates the nonlinear refractive index. The open Z-scan sh

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Publication Date
Fri May 31 2019
Journal Name
Journal Of Engineering
Moisture Damage of Warm Mix Asphalt Concrete
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Implementation of Warm Mix Asphalt concrete (WMA) is getting global acceptance due to the restrictions for protecting the environment and the requirements to reduce fuel consumption. In this investigation, two WMA mixtures have been prepared in the laboratory using medium curing cutback (MC-30) and Cationic emulsion asphalt. Hot Mix Asphalt (HMA) was also prepared for comparison. The cylinder specimens (63.5mm) in height and (101.6mm) in diameter were constructed from the mixtures and subjected to indirect tensile strength test to determine the Tensile Strength Ratio (TSR). The cylinder specimens of (101.6mm) in height and (101.6mm) in diameter were also constructed from those mixtures and subjected to static compressive

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Publication Date
Tue Sep 01 2020
Journal Name
Journal Of Engineering
Performance Evaluation of Scalar Multiplication in Elliptic Curve Cryptography Implementation using Different Multipliers Over Binary Field GF (2233)
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This paper presents a point multiplication processor over the binary field GF (2233) with internal registers integrated within the point-addition architecture to enhance the Performance Index (PI) of scalar multiplication. The proposed design uses one of two types of finite field multipliers, either the Montgomery multiplier or the interleaved multiplier supported by the additional layer of internal registers. Lopez Dahab coordinates are used for the computation of point multiplication on Koblitz Curve (K-233bit). In contrast, the metric used for comparison of the implementations of the design on different types of FPGA platforms is the Performance Index.

The first approach attains a performance index

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Publication Date
Tue Mar 31 2015
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Extraction of Aromatic Hydrocarbons from Lube Oil Using Different Co-Solvent
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An investigation was conducted effect of addition co- solvent on solvent extraction process for two types of a lubricating oil fraction (spindle) and (SAE-30) obtained from vacuum distillation unit of lube oil plant of Daura Refinery. In this study two types of co-solvents ( formamide and N-methyl, 2, pyrrolidone) were blended with furfural to extract aromatic hydrocarbons which are the undesirable materials in raw lubricating oil, in order to improve the viscosity index, viscosity and yield of produced lubricating oil. The studied operating condition are extraction temperature range from 70 to 110 °C for formamide and 80 to 120 °C for N-methyl, 2, pyrrolidone, solvent to oil ratio range from 1:1 to 2:1 (wt./wt.) for furfural with form

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Publication Date
Fri Aug 28 2015
Journal Name
Al-khwarizmi Engineering Journal
wavelength division multiplexing passive optical network modelling using optical system simulator
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Due to the continuing demand for larger bandwidth, the optical transport becoming general in the access network. Using optical fiber technologies, the communications infrastructure becomes powerful, providing very high speeds to transfer a high capacity of data. Existing telecommunications infrastructures is currently widely used Passive Optical Network that apply Wavelength Division Multiplexing (WDM) and is awaited to play an important role in the future Internet supporting a large diversity of services and next generation networks. This paper presents a design of WDM-PON network, the simulation and analysis of transmission parameters in the Optisystem 7.0 environment for bidirectional traffic. The simulation shows the behavior of optical

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Publication Date
Sat Jun 30 2012
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Phenyl Thiourea as Corrosion Inhibitor for Mild Steel in Strong Hydrochloric Acid
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The inhibitive action of Phenyl Thiourea (PTU) on the corrosion of mild steel in strong Hydrochloric acid, HCl, has been investigated by weight loss and potentiostatic polarization. The effect of PTU concentration, HCl concentration, and temperature on corrosion rate of mild steel were verified using 2 levels factorial design and surface response analysis through weight loss approach, while the electrochemical measurements were used to study the behavior of mild steel in 5-7N HCl at temperatures 30, 40 and 50 °C, in absence and presence of PTU. It was verified that all variables and their interaction were statistically significant. The adsorption of (PTU) is found to obey the Langmuir adsorption isotherm. The effect of temperature on th

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Publication Date
Sat Nov 01 2025
Journal Name
Iop Conference Series: Earth And Environmental Science
Stability of Al-Adhaim Earth Dam Under Seismic Actions in Iraq
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Abstract<p>The investigation of earth dams under significant earthquake loads, such as catastrophic earthquakes, is a critical subject in dynamic evaluation. Damage mitigation and structural performance during an earthquake are crucial considerations for an earthen dam. However, Iraq and its neighbors have experienced frequent earthquake activity, including the 2017 Halabja Earthquake, which may have damaged some existing earth dams, posing a higher risk of severe earthquake-induced damage than a cyclic shock. Therefore, assessing the dam’s safety is crucial for protecting downstream communities and determining the best strategies to prevent slope stability failure in the face of frequent s</p> ... Show More
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Publication Date
Tue Jun 30 2015
Journal Name
Al-khwarizmi Engineering Journal
Wavelength Division Multiplexing Passive Optical Network modeling Using Optical System Simulator
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Abstract

Due to the continuing demand for larger bandwidth, the optical transport becoming general in the access network. Using optical fiber technologies, the communications infrastructure becomes powerful, providing very high speeds to transfer a high capacity of data. Existing telecommunications infrastructures is currently widely used Passive Optical Network that apply Wavelength Division Multiplexing (WDM) and is awaited to play an important role in the future Internet supporting a large diversity of services and next generation networks. This paper presents a design of WDM-PON network, the simulation and analysis of transmission parameters in the Optisystem 7.0 environment for bidirectional traffic. The sim

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Publication Date
Tue Apr 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
Scenario theory philosophy and methodologies
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Purpose: The purpose of this study was to clarify the basic dimensions, which seeks to indestructible scenarios practices within the organization, as a final result from the use of this philosophy.

Methodology: The methodology that focuses adoption researchers to study survey of major literature that dealt with this subject in order to provide a conceptual theoretical conception of scenarios theory  .

The most prominent findings: The only successful formulation of scenarios, when you reach the decision-maker's mind wa takes aim to form a correct mental models, which appear in the expansion of Perception managers, and adopted as the basis of the decisions taken. The strength l

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