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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
Sun May 02 2021
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Value at risk simulation in a fixed return stock portfolio using the Monte Carlo simulation model The concept of a bond portfolio
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This research aims to predict the value of the maximum daily loss that the fixed-return securities portfolio may suffer in Qatar National Bank - Syria, and for this purpose data were collected for risk factors that affect the value of the portfolio represented by the time structure of interest rates in the United States of America over the extended period Between 2017 and 2018, in addition to data related to the composition of the bonds portfolio of Qatar National Bank of Syria in 2017, And then employing Monte Carlo simulation models to predict the maximum loss that may be exposed to this portfolio in the future. The results of the Monte Carlo simulation showed the possibility of decreasing the value at risk in the future due to the dec

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Publication Date
Sun Oct 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Mackenzie role model dimensions in the quality of service, "a Prospective study of the views of a sample of Iraqi banks managers
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The organizational integration forms a necessity according to McKinsey model, especially for service organizations. In the context of various service sector developments, importance adoption of compact mechanisms by these organizations to upgrade their services has increased and senior management must be more aware of environmental, competitive and developmental requirements. It gets more important when it shows in an organization seeking at excellence of making services within its policies and strategies. Subject organizational integration dimensions (strategy, structure, systems, style, staff, shared values, and skills) are effective components in directing behaviors of employees and organization. This motivated both researcher

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Crossref
Publication Date
Thu Jan 29 2026
Journal Name
Journal Of Interdisciplinary Mathematics
Efficient design of neural network based on modified LM training algorithm for solving nonlinear 4th order 3D-PDEs 
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Authors in this work design efficient neural networks, which are based on the modified Levenberg - Marquardt (LM) training algorithms to solve non-linear fourth - order three -dimensional partial differential equations in the two kinds in the periodic and in the non-periodic - Periodic. Software reliability growth models are essential tools for monitoring and evaluating the evolution of software reliability. Software defect detection events that occur during testing and operation are often treated as counting processes in many current models. However, when working with large software systems, the error detection process should be viewed as a random process with a continuous state space, since the number of faults found during testin

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Publication Date
Thu Apr 08 1999
Journal Name
Abhath Al- Yarmouk [basic Sciences And Engineering]
Model for Predicting the Cracking Moment in Structural Concrete Members
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Publication Date
Thu Oct 01 2015
Journal Name
Journal Of Economics And Administrative Sciences
Choose the best model for building life tables in Iraq
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Demography or population studies or demography is the science that is based on the different characteristics of the population scientific study, and represent a population studies principled way to understand the population of society, in addition to verification of the population in a given area determine the reason for the increase or decrease this number from the previous statistical As these studies estimate future trends for the occurrence of demographic change in terms of birth, death and migration That the registration of deaths of paramount importance narrated that way can the demographic reality of the population analysis, and coverage of the health authorities' needs and enable government institutions of decision-making

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Publication Date
Thu Apr 30 2020
Journal Name
Journal Of Economics And Administrative Sciences
Estimate the Partial Linear Model Using Wavelet and Kernel Smoothers
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This article aims to estimate the partially linear model by using two methods, which are the Wavelet and Kernel Smoothers. Simulation experiments are used to study the small sample behavior depending on different functions, sample sizes, and variances. Results explained that the wavelet smoother is the best depending on the mean average squares error criterion for all cases that used.

 

 

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Publication Date
Thu Jun 01 2023
Journal Name
International Journal Of Agricultural And Statistical Sciences
Forecasting the Saudi Crude Oil Price Using MS-GARCH Model
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Publication Date
Wed Mar 01 2017
Journal Name
Neural Computing And Applications
The potential of nonparametric model in foundation bearing capacity prediction
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Scopus Clarivate Crossref
Publication Date
Fri Sep 30 2022
Journal Name
Journal Of Economics And Administrative Sciences
Robust Estimation OF The Partial Regression Model Using Wavelet Thresholding
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            Semi-parametric regression models have been studied in a variety of applications and scientific fields due to their high flexibility in dealing with data that has problems, as they are characterized by the ease of interpretation of the parameter part while retaining the flexibility of the non-parametric part. The response variable or explanatory variables can have outliers, and the OLS approach have the sensitivity to outliers. To address this issue, robust (resistance) methods were used, which are less sensitive in the presence of outlier values in the data. This study aims to estimate the partial regression model using the robust estimation method with the wavel

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Publication Date
Sun Jan 24 2016
Journal Name
Al-academy
Shift formal regulations on Mesopotamian pottery (Pottery Samarra model): محمد جاسم محمد العبيدي
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Operated Alandziahih "drift theory" as a science talk in most of the cash and technical studies in the early twentieth century, making him and the sciences, arts and culture both fields of experiences, in an attempt to explore the institutions that theory, a number of laws which took control in the internal structures of those acts, resulting in for those institutions to be actively contribute their ideas to guide the pace on the right track. And thus lay the foundations of this theory, which was a big affair in the early twentieth century and still vigorous pace to this day, particularly their applications in various fields of the arts.Although each type of Arts, both in the composition or the theater or means of communication, took joi

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