Recently, the financial mathematics has been emerged to interpret and predict the underlying mechanism that generates an incident of concern. A system of differential equations can reveal a dynamical development of financial mechanism across time. Multivariate wiener process represents the stochastic term in a system of stochastic differential equations (SDE). The standard wiener process follows a Markov chain, and hence it is a martingale (kind of Markov chain), which is a good integrator. Though, the fractional Wiener process does not follow a Markov chain, hence it is not a good integrator. This problem will produce an Arbitrage (non-equilibrium in the market) in the predicted series. It is undesired property that leads to erroneous conclusion, as it is not possible to build a mathematical model, which represents the financial phenomenon. If there is Arbitrage (unbalance) in the market, this can be solved by Wick-Ito-Skorohod stochastic integral (renormalized integral). This paper considers the estimation of a system of fractional stochastic differential equations (FSDE) using maximum likelihood method, although it is time consuming. However, it provides estimates with desirable characteristic with the most important consistency. Langevin method can be used to find the mathematical form of the functions of stochastic differential equations. This includes drift and diffusion by estimating conditional mean and variance from the data and finding the suitable function achieves the least error, and then estimating the parameters of the model by numerical optimal solution search method. Data used in this paper consist of three banking sector stock prices including Baghdad Bank (BBOB), the Commercial Bank (BCOI), and the National Bank (BNOI). © 2020 International University of Sarajevo.
A series of experiments have been taken out to test the validity of the effect of Aluminum hydrate on its interaction with Aluminum during sintering of aluminum metal matrix. The approach has been shown to be valid and several compositions have been fabricated. The alumina hydrate particle size and the amount of alumina hydrate in the composites are also shown to have an influence on the extent of densification.
The densities for all sintered specimens were measured. It was found that density increases as compaction pressure increases, the density decreases as particles size increases. At 400 MPa there is an optimum particles size which is (90-125) µm to reach maximum density and the density decreases as volume fraction increase
... Show MoreA survey of blood parasites among members of two species of Iraqi babblers Timaliidae,
Turodoides caudatus salvadori (de Fillipi, 1865) and Turdoides alterostris (Hartert, 1909)
was carried out in the middle and south of Iraq. Two species of haematozoa were recovered,
Haemoproteus turdoidus sp. nov. and Plasmodium relictum Grassi &Felleti. The description
of the new taxon is provided and discussed with pertinent literature.
In the present work, a program for calculating the coefficients of the Aplanatic Cassegrain Telescope (ACT) system, free from the effects of spherical and coma aberrations, were constructed. In addition, the two-mirrors of the optical system, as aspherical surfaces, were adopted. This means, that the two-equations of the mirrors are assumed to be polynomial function of five even terms only. The numerical method, least-squares curve fitting method to calculate the two-mirror coefficients system, was adopted. For choosing the values and ratios that give the best results, Rayleigh Criterion (Rayleigh Limit), for purpose of comparison and preference, was adopted.
A graph is a structure amounting to a set of objects in which some pairs of the objects are in some sense related. The objects correspond to mathematical abstractions called vertices (also called nodes or points) and each of the related pairs of vertices is called an edge (also called link or line). A directed graph is a graph in which edges have orientation. A simple graph is a graph that does not have more than one edge between any two vertices and no edge starts and ends at the same vertex. For a simple undirected graph G with order n, and let denotes its complement. Let δ(G), ∆(G) denotes the minimum degree and maximum degree of G respectively. The complement degree polynomial of G is the polynomial CD[G,x]= , where C
... Show MoreAlloy of (HgTe) has been prepared succesful in evacuated qurtz ampoule at pressure 4×10-5torr, and melting temperature equal to 823K for five days. Thin films of HgTe of thickness 1μm were deposited on NaCl crystal by thermal evaporation technique at room temperature under vacuum about 4×10-5torr as well as investiagtion in the optical porperties included (absorption coefficient , energy gap) of HgTe films and The optical measurements showed that HgTe film has direct energy gap equal to 0.05 eV. The optical constants (n, k, εr, εi) have been measured over will range (6-28)μm.
The aerial part of Iraqi Anabasis aphylla (Chenopodiaceae) had been investigated for its alkaloidal contents.The alkaloid anabasine [2-(3-pyridyl)-piperidine] [1] & aphyllidine were isolated from an ethanolic extract of the plant. Isolation of the alkaloid was done by column chromatography followed by preperative thin layer chromatography. Identification of the isolated alkaloid was done by different spectroscopic methods (UV,IR), refractive index & TLC using authentic sample & preparation of a salt.
Background: Osteoid osteomaa benign tumor is unusual before the age of 5 or after age 30 and is more prevalent in men. The main symptom is pain, which is typically severe and responsible for nocturnal awakenings. The conditons usually diagnosed through radiological imagine and confirmed by Histopathology.
Objectives: To assess the effectiveness and the complications that had been risen during the surgical procedure of osteoid osteoma using en bloc resection.
Methods: (10) Patients diagnosed with osteoid osteomawere treated with enbloc surgical reseaction were included in this study.the study took place at Al Yarmouk teaching hospital.the from April 2017-october 2018 and included 10 patients..(7) male, (3) females.The mean age of th
The mechanical design of elevator elements is always performed by international standards. The engineer selects the appropriate elements of elevator according to catalogues without knowing scientific details. Therefore, a theoretical analysis is achieved at two operating conditions for guide rails (1) safety gear operation, and (2) running condition with the loads unevenly distributed on the elevator car. The guide rail is considered a continuous beam with variable supports. Then the British code is listed showing the equations used in it.
The theoretical equations showed that guide rails are never subjected to stress in simultaneous combined buckling and bending in the plane, where the bending moment is exerted. It is always a c
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