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.
Tumours in pets occur naturally and are common in dogs as they are in humans. Tumours of the alimentary system have been reported in animals, although less frequently. Food patterns and specific diet components could have a big role in such tumour occurrence. Therefore, the aim of this study was to investigate the clinical signs and inspect the neoplasm lesions of the gastrointestinal (GI) tract grossly and histopathologically in dogs in Baghdad, Iraq, and to see whether pet diets had any tumourigenic effect. Throughout two years sixteen dogs were referred to Teaching Animal Hospital and private clinics at Baghdad city with masses in (GI) tract. Males and large size breeds were more likely to be affected with GI tumours. Half of the cases a
... Show MoreIn petroleum industry, the early knowledge of “pore pressure gradient” is the basis in well design and the extraction of these information is more direct when the pore pressure gradient is equal to normal gradient; however, this matter will be more complex if it deviate from that limit which is called “abnormal pore pressure”, if this variable does not put in consideration, then many drilling problems will occur might lead to entire hole loss. To estimate the pore pressure gradient there are several methods, in this study; Eaton method’s is selected to extract the underground pressure program using drilling data (normalized rate of penetration) and logs data (sonic and density log). The results shows that an abnormal high press
... Show MoreThe aim of the present study was to investigate the histological structure of the tongue in Mongoose (Herpestes javanicus) and its related to the feeding pattern. Five adult animals were used in this study . The tongues were dissected and fixed in 10% formalin, then prepared by following stages (dehydration, clearing, and embedding).The serial section(5µ) were stained with(H&E) and some special stains.The histological examination showed that the tongue consists of three tunicae (mucosa, submucosa and musclaris) and the lining epithelium of the filiform papillae is composed of keratinized stratified squamous epithelial tissue. The cylindrical papillae are covered with a highly keratinized stratified squamous epithelial tissue, whereas the k
... Show MoreIn this work, the superconducting CuBa2LaCa2Cu4O11+δ compound was prepared by citrate precursor method and the electrical and structural properties were studied. The electrical resistivity has been measured using four probe test to find the critical temperature Tc(offset) and Tc(onset). It was found that Tc (offset) at zero resistivity has 101 K and Tc (onset) has 116 K. The X-ray diffraction (XRD) analysis exhibited that a prepared compound has a tetragonal structure. The crystal size and microscopic strain due to lattice deformation of CuBa2LaCa2Cu4O11+δ were estimated by four methods, namely Scherer(S), Halder-Wagner(H-W), size-strain plot (SSP) and Williamson-Hall, (W-H) methods. Results of crystal sizes obtained by these meth
... Show MoreThe bearing capacity of layered soil studies was carried out with various approaches such as experimental, theoretical, numerical, and combination of them. This work is focused on the settlement and bearing capacity of shallow foundations subjected to the vertical load placed on the surface of layered soils. The experimental part was performed by manufacturing soil cubic container (570 mm x 570 mm x 570 mm). A model square footing of width 60 mm was placed at the surface of the soil bed. The relative density of sand was constant at 60%, and the clay was prepared with a density of 19.2 (kN/m3) and water content of 14.6%. PLAXIS 3D FEM was used to simulate the experimental tests and performing a parametric study. The results showed
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Nano-crystalline ZSM-5 zeolite was synthesized by hydrothermal method using chelating agent and two gel compositions:Compositionɪ:Al2O3:86SiO2:5.5TPA:12.7Na2O:3.4Trien:3320H2O.Compositionɪɪ:Al2O3:68SiO2:5.4TPA:10Na2O:2.6Trien:2626H2O.Study of hydrothermal reaction factors on characteristics of nano- sized zsm-5 has been carried on ,among them are crystallization temperature, crystallization time and concentration of template ( TPAOH ) solution. Synthesis was accomplished in PTFE lined autoclave ( reactor ) . The product were characterized by X-ray diffraction ( XRD ),Atomic force microsc
... Show MoreZinc Oxide (ZnO) is probably the most typical II-VI
semiconductor, which exhibits a wide range of nanostructures. In
this paper, polycrystalline ZnO thin films were prepared by chemical
spray pyrolysis technique, the films were deposited onto glass
substrate at 400 °C by using aqueous zinc chloride as a spray
solution of molar concentration of 0.1 M/L.
The crystallographic structure of the prepared film was analyzed
using X-ray diffraction; the result shows that the film was
polycrystalline, the grain size which was calculated at (002) was
27.9 nm. The Hall measurement of the film studied from the
electrical measurements show that the film was n-type. The optical
properties of the film were studied using
Activated carbon was Produced from coconut shell and was used for removing sulfate from industrial waste water in batch Processes. The influence of various parameter were studied such as pH (4.5 – 9.) , agitation time (0 – 120)min and adsorbent dose (2 – 10) gm.
The Langmuir and frandlich adsorption capacity models were been investigated where showed there are fitting with langmmuir model with squre regression value ( 0.76). The percent of removal of sulfate (22% - 38%) at (PH=7) in the isotherm experiment increased with adsorbent mass increasing. The maximum removal value of sulfate at different pH experiments is (43%) at pH=7.
Itraconazole (ITZ) is an antifungal drug (BCSII) used for the treatment of local and systemic fungal infections. Furthermore, ITZ used as an antifungal prophylaxis for immunocompromised patients.
The objective of the study is to overcome the two problems of low and pH dependent solubility of ITZ by its preparation as floating microparticles.
Firstly, pH-dependent floating microparticles were prepared using oil in water solvent evaporation method, from which the best one (F7) selected as a best pH-dependent formula with composition of ITZ (200mg),EC (800mg), HPMC 15cps (200mg) and safflower oil (2ml) .Then, F7 was compared with the selected Relatively pH-independent ITZ floating microparticles formula wit
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