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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.

Scopus
Publication Date
Mon Jun 01 2015
Journal Name
Journal Of Engineering
Assessing Tensile and Shear Properties of Recycled Sustainable Asphalt Pavement
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Hot mix recycling of asphalt pavements is increasingly being used as one of the major rehabilitation methods by various highway agencies. Besides general savings in costs and energy expended, it also saves our natural resources and environment.  Recycling process presents a sustainable pavement by using the old materials that could be reclaimed from the pavement; these materials could be mixed with recycling agents to produce recycled mixtures. The important expected benefits of recycling process are the conservation of natural resources and reduction of environmental impact. The primary objectives of this work are evaluating the Tensile and Shear Properties of recycled asphalt concrete mixtures, In addition to the

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Publication Date
Sun Dec 04 2016
Journal Name
Baghdad Science Journal
Haematological and Genotoxic effects of cadmium chloride on Mesopotamichthys sharpeyi
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The present study investigated Haematological changes in Mesopotamichthys sharpeyi, as well as determination genotoxic effects of cadmium chloride on bunni fish by using 120 fingerlings, fish were distributed randomly into four treatments in addition to control group. Fish in first group treated (T1) with cadmium 0.093mg/L with changing water and added cadmium continuously, fish in the second group treated (T2) with cadmium 0.093mg/L with changing water without adding cadmium, third treatment (T3) with cadmium 0.046mg/L with changing water and adding cadmium continuously, and fourth treatment (T4) with cadmium 0.046mg/L with changing water without adding cadmium. Results of blood picture in T1 and T3 showed a significant reduction in red bl

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Crossref (1)
Crossref
Publication Date
Sat Feb 01 2020
Journal Name
Journal Of Economics And Administrative Sciences
Reflection of the service encounter environment in enhancing customer satisfaction
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Because of the fierce competition between service organizations on the one hand and the increasing demands of customers on the other. Therefore, these organizations sought to distinguish their service by taking care of all aspects. One of these important aspects is the service encounter environment and its reflection on customer emotions, so we choose the current research to clarify the importance and impact on customer satisfaction, the problem of research is how the interest of Iraqi restaurants in the service encounter environment and how to care about its elements and whether this interest is sufficient to reflect the satisfaction of the customer. the goal of the current research was to clarify how much the application of the

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Crossref
Publication Date
Wed Jan 30 2013
Journal Name
Al-kindy College Medical Journal
Conservative Treatment of Closed Fracture Shaft Humerus in Adult Patients
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Background: Fractures of the humeral shaft
accounting for approximately 3% of all
fractures. There is a wide array of good
options for their treatment and controversy
over the best methods. Although good
techniques of osteosynthesis are available, the
aim of this article is toemphasize on the benefit
and good outcome of conservative treatment
for properly selected cases to decrease the cost
and avoid the complications of surgery.

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Publication Date
Sat Mar 26 2022
Journal Name
Neuroquantology
Thermal and Mechanical Behaviour of Heat-resistant Clay-silica Composites
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The ceramic composite with different proportions of clay and silica was prepared with a grain size of 70 μm and the weight percentage was selected for four groups (clayx silica100-x) were x q15, 25, 30 and 50. In this manuscript, for each pressured sample, a sintering procedure was carried out for 3 hours under static air and at various sintering temperatures (1000, 1100, 1200, 1400)°C. After sintering, the density, porosity, water absorption, compression strength and thermal conductivity were measured. The best results were obtained using a mixture of 15% clay and 85% silica which were sintering at 1400°C for three hours under air.

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Crossref
Publication Date
Tue Dec 01 2009
Journal Name
Iraqi Journal Of Physics
Cutting of Fiber-Reinforced Plastics by a CW CO2 Laser
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In this work, a CW CO2 laser was used for cutting samples of the fiber-reinforced
plastics (FRP) of three different types of reinforcing material; aramide, glass and carbon.
Cutting process was investigated throughout the variation of some parameters of cutting
process and their effects on cutting quality as well as the effect of an inert gas exist in the
interaction region and finally using a mechanical chopper in order to enhance the cutting
quality. Results obtained explained the possibility to perform laser cutting with high
quality in these materials by good control of the parameters and conditions of the process.

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Publication Date
Wed Jun 30 2021
Journal Name
Journal Of Economics And Administrative Sciences
Aggregation of Accounting information between differentiated accounting systems ( Case Study )
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The purpose of the research is to present a proposed accounting system model for converting and aggregating accounting information within the framework of the differentiated accounting systems, and the research methodology consists of: The research problem is the existence of differentiated and dispersed accounting systems that operate within governmental economic units and at the same time seek to achieve a unified vision and goals for the organization, and the central research hypothesis is the possibility of conducting the process of conversion accounting information from the government accounting system to the unified accounting system, and then aggregate those systems. The research was conducted at the College of Administrat

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Crossref (1)
Crossref
Publication Date
Fri Mar 31 2017
Journal Name
Al-khwarizmi Engineering Journal
Design and Implementation of a Pharmaceutical Inventory Database Management System
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The main aim of this paper are the design and implementation of a pharmaceutical inventory database management system. The system was implemented by creating a database containing information about the stored medicines in the inventory, customers making transactions with the pharmaceutical trading company (which owns the inventory), medical suppliers, employees, payments, etc. The database was connected to the main application using C sharp. The proposed system should help in manag inginventory operations which include adding/updating employees’ information, preparing sale and purchase invoices, generating reports, adding/updating customers and suppliers, tracking customer payments and checking expired medicines in order to be disposed

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Crossref
Publication Date
Wed Dec 30 2009
Journal Name
Iraqi Journal Of Physics
Synthesis of Nanosilica Glass Activated by Erbium Ions, Spectroscopic studies
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Erbium, as optical probe, doped silicate sol-gel glass with
different Er concentrations was formed by wet chemical synthesis
method using ethanol, water and tetraethaylorthosilicate
[Si(OC2H5)4] precursor. Erbium ions were incorporated into silica
sol-gel matrix via dissolution of Erbium chloride solution into the
initial Si(OC2H5)4 precursor sol. Aluminum (Al) as a co-dopant was
added to the final precursor in the form of Aluminum chloride
(AlCl3) solution. The prepared samples were analyzed using atomic
absorption analysis, X-ray diffraction and spectroscopic tests. The
experimental results concerned with the transmission spectra suggest
that the final samples have a good transparency and homogeneity.
A

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Publication Date
Sat Mar 31 2018
Journal Name
Journal Of Engineering
Seismic Response of Nonseismically Designed Reinforced Concrete Low Rise Buildings
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In this paper, the time-history responses of a square plan two-story reinforced concrete prototype building, considering the elastic and inelastic behavior of the materials, were studied numerically. ABAQUS software was used in three-dimensional (3D) nonlinear dynamic analysis to predict the inelastic response of the buildings. Concrete Damage Plasticity Model (CDPM) has been used to model the inelastic behavior of the reinforced concrete building under seismic excitation. The input data included geometric information, material properties, and the ground motion. The building structure was designed only for gravity load according to ACI 318 with

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