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.
This article dealt with identifying the importance of heat stress in poultry flocks and the damages resulting from the production of eggs and meat and the spread of pathogens, in addition to that ways to mitigate the harmful effects of heat stress, including physiological, nutritional, engineering and genetics, in order to ensure preservation of the product and reduce damages
In this work we present a technique to extract the heart contours from noisy echocardiograph images. Our technique is based on improving the image before applying contours detection to reduce heavy noise and get better image quality. To perform that, we combine many pre-processing techniques (filtering, morphological operations, and contrast adjustment) to avoid unclear edges and enhance low contrast of echocardiograph images, after implementing these techniques we can get legible detection for heart boundaries and valves movement by traditional edge detection methods.
Human values are the most important concepts that the interest of society has to relay on these conceptual values. Any society will not be stabilized unless adheres to the right principles and values, all nations need such principles and values to stabilize. If any society doesn’t implement the human values that monotheistic religions urges equality between human, the far the society from the religious principles, the less there would be valence between human. The valence is urgent necessity in the current time. The far people get away from values and principles, the more they lose their freedom and dignity, therefore individual has to live with dignity and respect through the adherence to these values and principles. Apparently, equal
... Show MoreReaction of,2- [( 4- amio phenyl ) diazenyl] 1,3,4- thiadiazole -5- thiol (S1) with p- chlorobenzeldehyde,3,4 – dimethoxy benzaldehyde and pyrrol-2- carbonxaldehyde gave -5- [{4-(4-chlorobenzylidene amino) phenyl} diezenyl]-1,3,4- thiadiazole-2- thiol (S2),5-[{ 4-[(3,4- dimethoxybenzyldene )amino phenyl ] diazenyl)-1,3,4- thiadiazole-2-thiol,(S3) and -5- [4-(1,H – pyrrol -2- yl- methylene)amino phenyl] diazenyl)-1,3,4- thiadiazole-2- thiol (S4) respectively as schiff's bases compounds. On the same route-2-[(4-amino-1- naphthyl ) diazenyl] -1,3,4- thiadiazole -5- thiol (S5) reacts with –p- chloro benzaldehyde and –m- nitrobenzaldehyde to give the follwing schiff's bases -5-[{ 4-(4- chloro benzylidene ) amino -1- naphthyl} diazenyl]
... Show MoreThis study included isolation and identification of the fungi associated with Aloe vera (L.) in nurseries and plant gardens. The results showed that the fungi Alternaria alternata, Fusarium oxysporum, Fusarium solani, Nigrospora oryzae, Cladosporium herbarum, Stemphylium botryosum, Aspergillus niger, Penicillium sp. were isolated from the diseased leaves of Aloe vera showing spots and blight symptoms. The percentages of disease incidence in March, Jun and August were found to be 5, 50 and 60 %, respectively. Pathogenicity test of Alternaria alternata, Fusarium oxysporum, Nigrospora oryzae and Cladosporium herbarum showed that disease index were 50, 25,25and 12.5 %,
... Show MoreIn this paper, we apply the notion of a bipolar fuzzy n-fold KU-ideal of KU- algebras. We introduce the concept of a bipolar fuzzy n-fold KU-ideal and investigate several properties. Also, we give relations between a bipolar fuzzy n- fold KU-ideal and n-fold KU-ideal. The image and the pre-image of bipolar fuzzy n-fold KU-ideals in KU-algebras are defined and how the image and the pre- image of bipolar fuzzy n-fold KU-ideals in KU-algebras become bipolar fuzzy n- fold KU-ideals are studied. Moreover, the product of bipolar fuzzy n-fold KU- ideals in Cartesian product KU-algebras is given.
The bandwidth requirements of telecommunication network users increased rapidly during the last decades. Optical access technologies must provide the bandwidth demand for each user. The passive optical access networks (PONs) support a maximum data rate of 100 Gbps by using the Orthogonal Frequency Division Multiplexing (OFDM) technique in the optical access network. In this paper, the optical broadband access networks with many techniques from Time Division Multiplexing Passive Optical Networks (TDM PON) to Orthogonal Frequency Division Multiplex Passive Optical Networks (OFDM PON) are presented. The architectures, advantages, disadvantages, and main parameters of these optical access networks are discussed and reported which have many ad
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