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
The construction of embankment for roadway interchange system at urban area is restricted due to the large geometry requirements, since the value of land required for such construction is high, and the area available is limited as compared to rural area. One of the optimum solutions to such problem is the earth reinforcement technique which requires a limited area for embankment construction. Gypseous soil from Al-Anbar governorate area was obtained and subjected to various physical and chemical analysis to determine it is properties. A laboratory model box of 50x50x25 cm was used as a representative embankment; soil has been compacted in five layers at maximum dry density (modified compaction) and an aluminum reinforcement strips we
... Show MoreThe Geological modeling has been constructed by using Petrel E&P software to incorporate data, for improved Three-dimensional models of porosity model, water saturation, permeability estimated from core data, well log interpretation, and fault analysis modeling.
Three-dimensional geological models attributed with physical properties constructed from primary geological data. The reservoir contains a huge hydrocarbon accumulation, a unique geological model characterization with faults, high heterogeneity, and a very complex field in nature.
The results of this study show that the Three-dimensional geological model of Khasib reservoir, to build the reservoir model starting with evaluation of reservoir to interpretation o
... Show MoreThe different interactions between cometary tail and solar wind ions are studied in the present paper based on three-dimensional Lax explicit method. The model used in this research is based on the continuity equations describing the cometary tail-solar wind interactions. Three dimensional system was considered in this paper. Simulation of the physical system was achieved using computer code written using Matlab 7.0. The parameters studied here assumed Halley comet type and include the particle density , the particles velocity v, the magnetic field strength B, dynamic pressure p and internal energy E. The results of the present research showed that the interaction near the cometary nucleus is mainly affected by the new ions added to the
... Show MoreThe convolutional neural networks (CNN) are among the most utilized neural networks in various applications, including deep learning. In recent years, the continuing extension of CNN into increasingly complicated domains has made its training process more difficult. Thus, researchers adopted optimized hybrid algorithms to address this problem. In this work, a novel chaotic black hole algorithm-based approach was created for the training of CNN to optimize its performance via avoidance of entrapment in the local minima. The logistic chaotic map was used to initialize the population instead of using the uniform distribution. The proposed training algorithm was developed based on a specific benchmark problem for optical character recog
... Show MoreThis study aim to identify the concept of web based information systems since its one of the important topics that is usually omitted by our organizations, in addition to, designing a web based information system in order to manage the customers data of Al- Rasheed bank, as a unified information system that is specialized to the banking deals of the customers with the bank, and providing a suggested model to apply the virtual private network as a tool that is to protect the transmitted data through the web based information system.
This study is considered important because it deals with one of the vital topics nowadays, namely: how to make it possible to use a distributed informat
... Show MoreFiscal policy is one of the important economic tools that affect economic development in general and human development in particular through its tools (public revenues, public expenditures, and the general budget).
It was hoped that the effects of fiscal policy during the study period (2004-2007) will positively reflect on human development indicators (health, education, income) by raising these indicators on the ground. After 2003, public revenues in Iraq increased due to increased revenues. However, despite this increase in public budgets, the actual impact on human development and its indicators was not equivalent to this increase in financial revenues. QR The value of the general budget allocations ha
... Show MoreRandom matrix theory is used to study the chaotic properties in nuclear energy spectrum of the 24Mg nucleus. The excitation energies (which are the main object of this study) are obtained via performing shell model calculations using the OXBASH computer code together with an effective interaction of Wildenthal (W) in the isospin formalism. The 24Mg nucleus is assumed to have an inert 16O core with 8 nucleons (4protons and 4neutrons) move in the 1d5/2, 2s1/2 and 1d3/2 orbitals. The spectral fluctuations are studied by two statistical measures: the nearest neighb