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Fractional Brownian motion inference of multivariate stochastic differential equations
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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.

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Publication Date
Fri Jan 01 2021
Journal Name
Desalination And Water Treatment
Elucidation of the removal of trivalent and divalent heavy metal ions from aqueous solutions using hybrid-porous composite ion-exchangers by nonlinear regression
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Publication Date
Mon Mar 01 2021
Journal Name
Journal Of Dental Sciences
Evaluation of the efficacy of lycopene gel compared with minocycline hydrochloride microspheres as an adjunct to nonsurgical periodontal treatment: A randomised clinical trial
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Publication Date
Fri Jan 19 2024
Journal Name
Journal Of Complementary And Integrative Medicine
Possible protective anticancer effect of chloroform fraction of Iraqi <i>Hibiscus tiliaceus L.</i> leaves extract on diethylnitrosamine-induced hepatocarcinogenesis in male rats
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Abstract<sec id="j_jcim-2023-0290_abs_001"> <title>Objective

We aimed to examine the potential protective effects of Iraqi H. tiliaceus L. chloroform leaves extract on DEN-induced HCC in male Wistar Albino rats.

Method

Rats were assigned to four groups, six in each group. Group I: rats were administered a daily oral dose of 1 mL/kg/day of distilled water. Group II: rats were intraperitoneally injected with 70 mg/kg DEN once per week for 10 conse

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Publication Date
Tue Jan 01 2019
Journal Name
Energy Procedia
Improvement the Superconducting properties of TlBa2 Ca2 Cu3xNix O 9-δ superconducting compound by partial substitution of copper with nickel oxide on the
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Publication Date
Sun Dec 01 2019
Journal Name
Saudi Medical Journal
The diagnostic power of circulating micro ribonucleic acid 34a in combination with cancer antigen 15-3 as a potential biomarker of breast cancer
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Publication Date
Wed Oct 26 2022
Journal Name
Membranes
Classification of Nanomaterials and the Effect of Graphene Oxide (GO) and Recently Developed Nanoparticles on the Ultrafiltration Membrane and Their Applications: A Review
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The emergence of mixed matrix membranes (MMMs) or nanocomposite membranes embedded with inorganic nanoparticles (NPs) has opened up a possibility for developing different polymeric membranes with improved physicochemical properties, mechanical properties and performance for resolving environmental and energy-effective water purification. This paper presents an overview of the effects of different hydrophilic nanomaterials, including mineral nanomaterials (e.g., silicon dioxide (SiO2) and zeolite), metals oxide (e.g., copper oxide (CuO), zirconium dioxide (ZrO2), zinc oxide (ZnO), antimony tin oxide (ATO), iron (III) oxide (Fe2O3) and tungsten oxide (WOX)), two-dimensional transition (e.g., MXene), metal–organic framework (MOFs), c

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Publication Date
Wed Jan 01 2020
Journal Name
Journal Of Clinical And Experimental Dentistry
In vitro bond strengths post thermal and fatigue load cycling of sapphire brackets bonded with self-etch primer and evaluation of enamel damage
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Background: This in vitro study compares a self-etch primer (SEP) to an etch-and-rinse (EaR) for bonding sapphire brackets by evaluation of the enamel etch-pattern, shear bond strength, amount of remnant adhesive and enamel surface damage following thermal and fatigue cyclic loading. Material and Methods: Ceramic (sapphire) brackets were bonded to 80 extracted human premolars using two enamel etching protocols: conventional EaR using 37% phosphoric acid (PA) gel (control), and a SEP (Transbond Plus). Each group was subdivided into two subgroups (n=20 teeth) according to the time of bracket debonding: after 24 h water storage or following 5000 thermo-cycles plus 5000 cycles fatigue loading, to determine the shear bond strength (SBS), adhesiv

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Publication Date
Sun Dec 01 2019
Journal Name
Restaurant Business
The role of using fair value on relevance and representation faithfulness of accounting information in accordance with the common conceptual framework (FASB-IASB)
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The global trend towards the use of fair value accounting is increasing, so the current study aimed to maximize the impact of fair value application on achieving relevance and representation faithfulness of accounting information in accordance with the common conceptual framework. To achieve the objective of this study, the researcher has determined in the theoretical framework the relationship of fair value with the characteristics of relevance and representation faithfulness of accounting information and the extent of achieving these characteristics, as well as conducting a field study by preparing a questionnaire distributed to a sample of academics (50) and auditors (50) with a total number of selected participants (100) of acad

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Publication Date
Sat Jun 01 2019
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Future trends of the insurance sector in the integration of public insurance companies in Iraq And its impact on the quality of insurance service: Applied Study in the Iraqi General Insurance Company and the National Insurance Company
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     This study research to Showing The impact of the integration process on the quality of Insurance service and analyze the impact financially to determine whether there is any impact on the quality of the insurance service, in addition to identifying the obstacles that impede the merger between the insurance companies, insurance and the appropriate proposals for its' application and benefit from the benefits achieved.

The importance of The study lies in the fact that it is an important and vital spotlight that is becoming increasingly important in the world to confront the various difficulties and crises that have occurred  recently in light of the liberalization of international trade, globalization a

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Publication Date
Thu Mar 30 2023
Journal Name
College Of Islamic Sciences
Ethics (stop harming, guarding the tongue, spreading peace and spending) in the hadiths of the Prophet, book (Faith) from Sahih Al-Bukhari / model - analytical study: : Ethics of restraining harm in the hadiths of the Prophet "Analytical study"
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(Social values) are of great importance in the lives of nations and peoples as they are the frame of reference that governs the relations of members of society to each other and regulates their life affairs.

And the Prophet of Islam (may God’s prayers and peace be upon him) has told about a group of (social values) such as: spreading peace, feeding food, being fair in dealing with others, and clarifying what a Muslim should have towards his Muslim brother from the safety of the chest and refraining from harming him with the tongue and hand, and so on. Ethics and behaviors that are directly and closely related to (social values).

The best book that abounds with these (social valu

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