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.
The plant Abrus precatorius, which belong to Leguminosae (Fabaceae) family and known as Crab’s eyes, Rosary pea with characteristic red and black seeds. It was used in folk medicine in India, China and East Asian countries for treatment of various diseases.
The plant was extracted by '' general method of extraction'' (Harborne, 1973) using 80% aqueous ethanol as a solvent of extraction by soxhlet apparatus. Preliminary qualitative phytochemical screening were performed on the crude ethanolic extract and revealed the presence of alkaloids, flavonoids ,terpenoids and phytosterols in Iraqi Abrus pr
... Show MoreThis research aims to reveal the quality standards available in press images published in the news sites, the Iraqi News Agency and Al-Mada Press for the period from: 1/9/2019, to: 30/9/2019. The research is a descriptive research, in which the researcher relied on the survey methodology to achieve its objectives. The research reached a number of results, most notably the weak role of photojournalists in the websites and the adoption of those the Internet as a source for obtaining press images published with news and reports through its pages, as well as the neglect of the standard Description/Comment below the press images, which plays an important function in explaining and interpreting them for users.
One hundred thirty - five clinical specimens of urine, blood, teeth root canal and burns were obtained from patients in hospitals of Baghdad. The specimens were cultured on Pfizer Selective Enterococcus agar to purify Enterococci isolates. 20 E. faecalis isolates were identified biochemically by growing in 10Cº, 45Cº, 6.5% NaCl, at pH 9.6 and confirmed by VITEK. Determination of Vancomycin-Resistant E. faecalis isolates were done by the minimum inhibitory concentrations [MICs] using agar dilution method. Seventeen E. faecalis isolates were determined as Vancomycin-Resistant and Intermediate Resistant.
This study aims to investigate the behavior and strength of self-compacted ferrocement slabs under punching shear load. Experimental results of thirteen square ferrocement slabs of 500×500 mm simply supported on all edges are presented. The main parameters investigated include the volume fraction of reinforcement, slab thickness and size of load-bearing plate. The load deflection and cracking characteristics of the tested slabs are studied and compared. The test results showed that the volume fraction of wire mesh has significant effect on both ultimate load and displacement. The increase of slab thickness leads to decrease in deflection values and increase in stiffness of slabs. Both ductility and stiffness increase as the
... Show MoreThe main objectives of this pepper are to introduce new classes. We have attempted to obtain coefficient estimates, radius of convexity, Distortion and Growth theorem and other related results for the classes
In this paper, an experimental study has been conducted regarding the indication of resonance in chaotic semiconductor laser. Resonant perturbations are effective for harnessing nonlinear oscillators for various applications such as inducing chaos and controlling chaos. Interesting results have been obtained regarding to the effect of the chaotic resonance by adding the frequency on the systems. The frequency changes nonlinear dynamical system through a critical value, there is a transition from a periodic attractor to a strange attractor. The amplitude has a very relevant impact on the system, resulting in an optimal resonance response for appropriate values related to correlation time. The chaotic system becomes regular under
... Show MoreIn this work chemical vapor deposition method (CVD) for the production of carbon nanotubes (CNTs) have been improved by the addition of S. Steel mesh container (SSMC) inside which the catalyst (Fe/Al2O3) was placed. Scanning electron microscopy (SEM) investigation method used to study nanotubes produced, showed that high yield of two types of (CNTs) obtained, single wall carbon nanotube (SWCNTs) with diameter and length of less than 50nm and several micrometers respectively and nanocoil tubes with a diameter and length of less than 100nm and several micrometers respectively. The chemical analysis of (CNTs) reveals that the main component is carbon (94%) and a little amount of Al (0.32%), Fe (2.22%) the reminder is oxygen. It was also fou
... Show MoreLaser beam has been widely used to improve the mechanical properties of the metals. It used for cutting, drilling, hardening, welding……etc. The use of Laser beam has many features in accuracy and speeding in work, also in the treatment of metals locally, and in the places that is hard to reach by traditional ways. In this research a surface treatment was done to medium carbon steel (0.4%C) which is common kind of steel that is used in industry. Pulsing Neodymium -YAG Laser has been used and 1.06 micrometer wave length and 5 msec and the distance is about 30 centimeter between the exit area of the Laser beam from the system and the piece that treated . We are going to check the fatigue resistance for samples that is
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