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.
Snakes, or active contours, are used extensively in computer vision and image processing applications, particularly to locate object boundaries. In this research, for the segmentation of anatomical structures in medical images three approaches were implemented and compared like (original snake model, distance potential force model and Gradient Vector Flow (GVF) snake model). We used Computed Tomography image (CT) for our experiments. Our experiments show that original snake model has two problems; first is the limited capture range and the second is the poor convergence. Distance potential force model solved only the first problem of original snake and failed with second problem. Gradient Vector Flow (GVF snake) provides a go
... Show MoreCancer is one of the dangerous diseases that afflict a person through injury to cells and tissues in the body, where a person is vulnerable to infection in any age group, and it is not easy to control and multiply between cells and spread to the body. In spite of the great progress in medical studies interested in this aspect, the options for those with this disease are few and difficult, as they require significant financial costs for health services and for treatment that is difficult to provide.
This study dealt with the determinants of liver cancer by relying on the data of cancerous tumours taken from the Iraqi Center for Oncology in the Ministry of Health 2017. Survival analysis has been used as a m
... Show MoreMortar of ordinary Portland cement was blended with cockles shell
powder at different weight ratios to investigate the effect of powder
admixture on their strength and thermal conductivity. Results showed
that addition of cockles shell powder at 50% of mortar weight
improves hardness and compressive strength notably and reduces the
thermal conductivity of the end product. Results suggest the
possibility to incorporate cockles shell powders as constituents in
cement mortars for construction and plastering applications.
Lipoxygenase was extracted from the cup of Pleurotus ostreatus ( Jaq : Fr ) oyster mushroom for the first time in Iraq, and purified homogeneously through precipitation with 40% saturation of (NH4)2SO4 as a partial purification then loaded on DEAE-Cellulose (Diethyl amino ethyl Cellulose) ion-exchange chromatography column and then the highly active elution parts have been passed through gel filtration column with Sephacryl S-300 as a final purification with 804 (U/mg protein) specific activity, 11.32 fold of purification and 36.54% yield . The molecular weight of the enzyme was estimated to 74 KDa by gel filtration Sephacryl S-300 column and the isoelectric point for enzyme was 5.3. The optimal pH for lipoxygenase activity and stability
... Show MorePraise be to God, Lord of the worlds, and prayers and peace be upon our master Muhammad and his family and companions until the Day of Judgment.
The words of God Almighty are for the sake of the greatest and greatest speech, and the scholars, may God have mercy on them, raced.
To dive into knowing the word of God and what he intended, so they wrote in it the literature and collected works in it, and explained it to those after them.
And when the noble companions, were extremely eloquent and eloquent, because the Holy Qur’an was revealed in the language of the Quraysh, and all the Arabs knew their language, they understood the Holy Qur’an and applied it p
Mercury(II) ion is extracted as ion pair with thiocyanate using DCM .The effects of different parameters affecting the ease of extraction are determined . These parameters are pH ,Thiocyanate ion concentration ,type and concentration of the counter cation concentration of the reagent , temperature and type of solvents .Other crown ethers (15C5 DB24C , DCH18C6 and 18C6 and cryptand- 222 are investigated as extracting reagents using slop analysis method UV-visible and IR spectrometry .CHN analysis and melting points determination are perfored for comlex analysis .All these investigations indicated the formula [k+CE]2[Hg (SCN )4]-2.
A Monte Carlo simulation has been used to design program which simulate gamma rays backscattering system. Gamma ray backscattering is very important to get useful information about shielding, absorption and counting problems. Simulation was done of a 661.6 KeV from a collimated point source of 137Cs. When increasing the scattering angle of photon which emerging from Iron target , as the incident gamma beam angles of 15°, 45° and 75°, the results showed that the single scattering count decreases. Whereas, this count increased by increasing the incident angle. In addition, the single scattering peak (count) increases according to the sample thickness until „saturation thickness‟. Our simulation results are useful to evaluate the opt
... Show MoreTridentate Schiff base ligand L2 and its complexes with nickel(II), cobalt (II), copper (II), manganese (II) and mercury (II) ions have been synthesized by the condensation of 4Aminoantipyrine, Benzoin, then the ligand (L1) and 3-amino benzoic acid. The ligand and its complexes were described by 1H-&13C-NMR, UV-visible, FT-IR, (only ligand), molar conductance elemental, analysis and magnetic susceptibility, calculations. It has been set that the ligand acts as (N, N, O) neutral tridentate forming chelates with stoichimetry (metal: ligand) (1:1). all metal complexes is suggested Octahedral configuration. Most of the prepared compounds show antibacterial activity to (Staphylococcus aureus),(Escherichia coli), (Bacillussubtilis) and (Ps
... Show MoreThe junction between polythiophene, a conducting polymer formed by electrochemical polymerization, and n-type silicon was studied the temperature and doping dependencies were observed in the junction characteristics. The increase of junction temperature leads to increase the saturation current, the barrier height, and decrease of the ideality factor for junction. While the reduction in doping concentration causes a decrease in the forward current. The results were explained according to the conventional Schottky diode theories.