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.
n this work, a series of new nucleoside analogues (β-glucose liked to pyrazoline moiety) was synthesized. In the beginning, chalcone [1-3] was formed from the reaction of acetophenone and benzaldehyde derivatives in the presence of sodium hydroxide. Pyrazolines [4-6] were obtained from the reaction of the prepared chalcones and hydrazine hydrate in the presence of ethanol absolute. These pyrazolines were treated with β-glucose pentaacetate to afford a series of desirable protected nucleoside analogues [8-10]. After that hydrolysis of protected nuclioside analogues in sodium methoxide gave free nucleoside analogues [11-13]. These new formed compounds were diagnosed by 13C-NMR and 1H- NMR for some of them and FT-IR spectroscopy.
The aim of this research is to study the surface alteration characteristics and surface morphology of the superhydrophobic/hydrophobic nanocomposite coatings prepared by an electrospinning method to coat various materials such as glass and metal. This is considered as a low cost method of fabrication for polymer solutions of Polystyrene (PS), Polymethylmethacrylate (PMMA) and Silicone Rubber (RTV). Si were prepared in various wt% of composition for each solutions. Contact angle measurement, surface tension, viscosity, roughness tests were calculated for all specimens. SEM showed the morphology of the surfaces after coated. PS and PMMA showed superhydrophobic properties for metal substrate, while Si showed hydroph
... Show MoreA sensitive spectrophotometric method was developed for the estimation of cefdinir (CFD), a cephalosporin species. This study involves two methods, and the first method includes the preparing of azo dye by the reaction of CFD diazonium salt with 4-Tert-Butylphenol (4-TBP) and 2-Naphthol (2-NPT) in alkaline medium, which shows colored dyes measured at λmax 490 and 535 nm, respectively. Beer's law was obeyed along the concentration range of (3-100) μg.ml-1. The limits of detection were 0.246, 0.447 μg.ml-1 and molar absorptivities were 0.6129×104, 0.3361×104 L.mol-1cm-1 for (CFD-4-TBP) and (CFD-2-NPT), respectively. The second method includes preconcentration for cefdinir dyes by using cloud point extraction in the presence of Triton
... Show MoreThe inverse problem is important method in the design of electrostatic lenses which is used in this work, with new technique by suggesting an axial electrostatic potential distribution using polynomial functions of the third order. The paraxial-ray equation is solved to obtain the trajectory of particles that satisfy the suggested potential function.In this work design of immersion electrostatic lens operated under zero magnification condition. The electrode shape of sthe electrostatic lens was the dermined from the solution of laplace equation and plotted in two deimensions . The results showed low values of spherical and chromatic aberrations , which are considered as good criteria for good desigh.
Discrete Raman amplifier have many attractive aspects over rare-earth doped fiber amplifier such as (EDFA) including arbitrary gain band, better adjustability of gain shape, and better linearity. This paper shows that discrete Raman amplifier has higher gain in bidirectional pumping than counter pumping. The gain increases with increasing fiber length, and the noise figure remain at the same value for short fiber length.
Regret is a feeling that affects a person when he does something, realizing that his present situation would be better if he did not commit this act, or behaved differently in the past. It is also a look back. It makes a person feel dissatisfied, and hopes if he can change In the past, this research deals with the remorse of the hair of Dick Homs al-Jinn, who killed his sweetheart and his wife (Ward), after an alleged treason without being confirmed, and when he found out the truth he regretted killing her all his life. His poetry is studied carefully, and he has not received the attention of scholars like other poets of his time; and his unwillingness to keep up with
... Show MorePesticide biodegradation can be accomplished by the technique of bioremediation, which makes use of microorganisms’ ability to degrade pesticide residues. This study aimed to separate and identify imidacloprid-biodegradable from botanical fields soil of greenhouses in the Plant Protection Directorate /Ministry of Agriculture in Baghdad, which has been using imidacloprid pesticides for many years. Using high-performance liquid chromatography, residual imidacloprid concentrations in MSM medium at a concentration of 25 mg/L after 21 days were measured to identify the best degrading bacterial isolates. Isolate No.37 the best bacterial isolate was able to degrade 63% of imidacloprid. was