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.
Background: disturbed physiological rhythm of blood pressure in preeclampsia is a common finding. The role of oxidative stress in pathogenesis of preeclampsia is well accepted. Melatonin is a powerful free radical scavenger so it's rapidly consumed by enhanced reactive oxygen species in preeclampsia causing non-dipping in blood pressure.Objective: To evaluate the change in plasma melatonin levels in patients with preeclampsia and its relationship with blood pressure.Patients and methods: In this prospective case control study a total of 40 primigravidae pregnant women were recruited during the period of 11 months between August 2015 and August 2016 in Baghdad teaching hospital, medical city, Iraq, divided into two groups:First group
... Show MoreThe structure is considered in its scientific formula one of the concepts which complete the architectural image that seeks to take out an effective and attractive structure in contemporary architectural production, especially that the structure -in general- represents strength in addition to delight and functional benefits according to Vitruvius trinity. So, the role of structure depends on making its aesthetical properties able to give efficiency within architectural product. That has come through adoption of intellectual mechanism of structural means and details –as a whole or parts- and focused on structure with the recipient's needs, aesthetical, and sensory purposes in addition to its fundamental role of stabilit
... Show MoreTremendous efforts have been exerted to understand first language acquisition to facilitate second language learning. The problem lies in the difficulty of mastering English language and adapting a theory that helps in overcoming the difficulties facing students. This study aims to apply Thomasello's theory of language mastery through usage. It assumes that adults can learn faster than children and can learn the language separately, and far from academic education. Tomasello (2003) studied the stages of language acquisition for children, and developed his theory accordingly. Some studies, such as: (Ghalebi and Sadighi, 2015, Arvidsson, 2019; Munoz, 2019; Verspoor and Hong, 2013) used this theory when examining language acquisition. Thus,
... Show MoreThe research aims to measure the impact of knowledge management processes individually and in total in the innovative marketing.
We depart search of a problem expressed in a number of intellectual and practical questions, the application of this research in the General Company for Vegetable Oil Industry, represented composed a sample of (63) (Director General and Deputy Director General and Director of the Department and the Division) in the company researched, it has been designed measuring instrument to collect the necessary data either statistical means they are the percentage and the arithmetic mean and standard deviation and coefficient of variation and the coefficient of simple correlation and model
... Show MoreAbstract :
The present study aims at identifying the status of the two research variables in the organization under study and specifying the relationship and impact of the authentic leadership with all its four branch dimensions of (self-awareness, transparent relations, balanced processing of information and the moral perspective) on business process reengineering.
The basic problem of the study lies in the attempt to present a new leadership style that is more responsive to the dynamic changes surrounding it based on the authentic leadership behaviors. This is because this pattern has an impact on the nature of the organization's work and its progress.
The research
... Show MoreThe aerodynamic and elastic forces may cause an oscillation of the structure such as the high frequency of the airfoil surfaces and the dynamic instability occurring in an aircraft in flight and failure may occur at a speed called flutter speed. In this work, analytical and numerical investigations of flutter limits of thin plates have been carried out. The flutter speed of rectangular plates were obtained and compared with some published results. Different design parameters were investigated such as aspect ratio, thickness and their effects on flutter velocity. It was found that the structural mode shape plays an important role in the determination of the flutter speed and the coupling between the bending and torsional mode is the main
... Show MoreThis study was carried out to prepare and characterize domperidone nanoparticles to enhance solubility and the release rate. Domperidone is practically insoluble in water and has low and an erratic bioavailability range from 13%-17%. The domperidone nanoparticles were prepared by solvent/antisolvent precipitation method at different polymer:drug ratios of 1:1 and 2:1 using different polymers and grades of poly vinyl pyrolidone, hydroxy propyl methyl cellulose and sodium carboxymethyl cellulose as stabilizers. The effect of polymer type, ratio of polymer:drug, solvent:antisolvent ratio, stirring rate and stirring time on the particle size, were investigated and found to have a significant (p? 0.05) effect on particle size. The best formul
... Show MoreA polycrystalline CdSe thin films doped with (5wt%) of Cu was fabricated using vacuum evaporation technique in the substrate temperature range(Ts=RT-250)oC on glass substrates of the thickness(0.8?m). The structure of these films are determined by X-ray diffraction (XRD). The X-ray diffraction studies shows that the structure is polycrystalline with hexagonal structure, and there are strong peaks at the direction (200) at (Ts=RT-150) oC, while at higher substrate temperature(Ts=150-250) oC the structure is single crystal. The optical properties as a function of Ts were studied. The absorption, transmission, and reflection has been studied, The optical energy gap (Eg)increases with increase of substrate temperature from (1.65
... Show MoreThe effects of BaCl2 dopant on the optical properties of poly (vinyl alcohol) have been investigated. Pure and BaCl2 doped PVA films were prepared using solvent casting method. These films were characterized using UV/VIS technique in order to estimate the kind of transition which was found to be indirect transition. The value of the optical energy gap was decrease with increasing dopant concentration.
Refractive index, extinction coefficient and Urbach tail have been also investigated; it was found that all the above parameters affects by doping.