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.
Tumor necrosis factor-alpha (TNF-α) antagonists’ therapy are expensive and has a non-responsive rate between 30% to 40% in rheumatoid arthritis patients. Genetic variation plays a vital role in the responsiveness to this type of therapy.The aim of this study is to investigate if the presence of genetic polymorphism in the TNF-α gene promoter region at locations -376 G/A (rs1800750), -806 C/T (rs4248158), and -1031 T/C (rs1799964) affects rheumatoid arthritis patient's tendency to be a non-responder to etanercept.
Eighty RA patients on etanercept (ETN) for at least six months were recruited from the Rheumatology Unit at Baghdad Teaching Hospital. Based on The European League Against Rheumatism response (EULAR) criteria, patient
... Show MoreThis paper represent the second step i n a molecular clon i ng program ai ming to clone large DNA fi·agmen ts of the sal t tolerant bermudagrass (Cyrwdon dactylon L.) DNA usi ng the bacteriophage (EM13L3) as a vector.
In th is work, a yield of about I 00 g bacteriophage DNA per one liter culture.was obtained with.a purity ranging between (1.7-1.8). The vector JJNA v.as completely double digested with the restriction enzymes llamHI and EcoRI, followed by pu
... Show MoreIn the analysis of multiple linear regression, the problem of multicollinearity and auto-correlation drew the attention of many researchers, and given the appearance of these two problems together and their bad effect on the estimation, some of the researchers found new methods to address these two problems together at the same time. In this research a comparison for the performance of the Principal Components Two Parameter estimator (PCTP) and The (r-k) class estimator and the r-(k,d) class estimator by conducting a simulation study and through the results and under the mean square error (MSE) criterion to find the best way to address the two problems together. The results showed that the r-(k,d) class estimator is the best esti
... Show MorePhotonic crystal fiber interferometers are widely used for sensing applications. In this work, solid core-Photonic crystal fiber based on Mach-Zehnder modal interferometer for sensing refractive index was presented. The general structure of sensor applied by splicing short lengths of PCF in both sides with conventional single mode fiber (SMF-28). To apply modal interferometer theory; collapsing technique based on fusion splicing used to excite higher order modes (LP01 and LP11). Laser diode (1550 nm) has been used as a pump light source. Where a high sensitive optical spectrum analyzer (OSA) was used to monitor and record the transmitted. The experimental work shows that the interference spectrum of Photonic crystal fiber interferometer
... Show MorePolymer films of PEG and PVA and their blend with different
concentrations of MnCl2 (0, 2, 4, 6 and 10 %.wt) were study using
casting technique. The X-ray spectra of pure PEG, PVA and
PVA:PEG films and with addition of 2% concentrations from
(MnCl2) show amorphous structures. The results for FTIR show the
interaction between the filler and polymer blend results in
decreasing crystallinity with rich amorphous phase. This
amorphous nature confirms the complexation between the filler and
the polymer blend. The optical properties of (PVA:PEG/MnCl2)
contain the recording of absorbance (A) and explain that the
absorption coefficient (α), refractive index (n), extinction coefficient
(ko) and the dielectric cons
A new features extraction approach is presented based on mathematical form the modify soil ratio (MSR) and skewness for numerous environmental studies. This approach is involved the investigate on the separation of features using frequency band combination by ratio to estimate the quantity of these features, and it is exhibited a particular aspect to determine the shape of features according to the position of brightness values in a digital scenes, especially when the utilizing the skewness. In this research, the marginal probability density function G(MSR) derivation for the MSR index is corrected, that mentioned in several sources including the source (Aim et al.). This index can be used on original input features space for three diffe
... Show MoreThis study was conducted in the plant protection department/ College of Agriculture/ University of Baghdad to evaluate the efficiency of physical agents ozone, ultraviolet radiation, microwave for destroying afla produced in corn seeds. An isolate af A.flavus producing Aflatoxin B1 was obtained from plant protection dept. college of Agric. University of Baghdad. Results showed destroy toxin AFLA B1 the effect of radiation microwave in the media of Japex degree 80 and 100 co 57.14% and 85.71%, respectively, and for 20 sec, compared to the treatment comparison 0.00% as found significant differences were apparent between transactions and the treatment of comparison, as and notes the existence of a significant dif
... Show MoreThis study aimed to improve the microencapsulation technique using a type coating the encapsulation Layer by Layer, which provide the best protection for life Lactobacillus casei in the extrusion method and use the microencapsulation of materials of the protein concentrated by protein 80% and the coating with alginate and chitosan have the results showed the variation in the difference of the binding process encapsulation yield among the types of coating through. by studying of these the effect o stability of the bio probiotic free cell and the three types coated towards three different concentrations from bile salts 0, 0.3, 0.5 and 0.7% when the periods of time different of zero and two and three hours at incubation the recorded
... Show MoreLinear and mass attenuation coefficient of reactive powder concrete (RPC) sample ( of compressive strength equal to 70 Mpa) using beta particles and gamma ray with different energies have been calculated as a function of the absorber thickness and energy. The attenuation coefficient were obtained using NaI(Tl) energy selective scintillation counter with 90Sr/90Y beta source having an energy rang from (0.546-2.274) MeV and gamma ray energies (0.569, 0.662, 1.063, 1.17 and 1.33) MeV . The attenuation coefficient usually depends upon the energy of radiations and nature of the material. The result represented in graphical forms. Exponential decay was observed. It is found that the capability of reactive powder concrete to absorber beta particle
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