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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
Sat Dec 30 2023
Journal Name
Al-kindy College Medical Journal
Assessment of Serum Metalloendopeptidase level in Patients with Double Diabetes
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Background: Double diabetes is the term used to describe situations in which a patient exhibits characteristics that are a combination of type 1 and type 2 Diabetes Mellitus. Metalloendopeptidase or Neprilysin is membrane-bound metallopeptidase. It has a wide range of physiological function and a variety of substrates. It has a significant impact on the proteolytic functions of the kidney, cardiovascular health, immunological response, cell proliferation, and fetal development. It also has a preventative effect on the onset of type 2 diabetes, obesity, and cancer.

Objective: The study aims to assess the level of MEP in patients wi

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Publication Date
Fri Mar 01 2019
Journal Name
Al-khwarizmi Engineering Journal
Study the Factors Effecting on Welding Joint of Dissimilar Metals
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The aim of this work is to study the factors that affect the welding joint of dissimilar metals. Austenitic stainless steel-type AISI (316L) with a thickness of (2mm) was welded to carbon steel (1mm) using an MIG spot welding.  The filler metal is a welding wire of the type E80S-G (according to AWS) is used with (1.2mm) diameter and CO2 is used as shielding gas with flow rate (7L/min) for all times was used in this work.

        The results indicate that the increase of the welding current tends to increase the size of spot weld, and also increases the sheer force.  Whereas the sheer force increased inversely with the time of welding. Furthermore, the results indicate that i

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Publication Date
Tue Jun 30 2020
Journal Name
Journal Of Economics And Administrative Sciences
The Impact of Merger strategy on human resources management practices
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The current research aims to test the impact of the strategy of merger (as an explanatory variable) in human resources management practices (as a response variable), and the importance of the subject being an important topic that mimics the Iraqi environment, where has seen many mergers that have not been addressed by former researchers in the field. In addition, the future prospects carry many mergers, and the problem of research was the lack of understanding among departments in how to manage the integration and deal with it, on the basis of scientific which reflected negatively on the practices of human resources management, and the research was based on two main hypotheses Six sub-hypotheses emerge to explore the correlation

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Publication Date
Wed Jan 23 2019
Journal Name
Al–bahith Al–a'alami
The Persuasive Methods of ISIS in Recruiting Individuals (Scientific Approach)
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The rapid success and the field dilation of Daish organization in both Iraq and Syria make academic institutes and research centers to pay attention to its propaganda means to gain its public opinion, and to further investigation about new methods employed by this organization to disseminate its messages to the public, particularly young people in large areas of the world. This organization uses traditional propaganda techniques on psychological war and its levels, social network sites and platforms that are distributed online. This study seeks to expose more persuasive methods used by the organization to gain multiple classes of society and to disseminate its extremist ideological thoughts. It also studies the psychological operation an

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Publication Date
Sun Jun 01 2014
Journal Name
Baghdad Science Journal
Anti –phytopathogenic Activities of Cladophora glomerata extract against plant fungi
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The antiphytopathogenic effects of the crude methanol extract of Cladophora glomerata (Lin.) Kützing (Cladophoraceae) which isolated from Al Rashidiya region at north of Baghdad was investigated against two type of plant fungi (Pythium altimum and Rhizoctonia solani) which causes damping off disease where isolated from covered cucumber field in Al-Alyosifia region. Hot methanol extract showed antifungal activity against the two species of fungi in different concentrations(10,25,50 mg/ml) of extract to Cladophora glomerata as percentage inhibition (51.63 ,72.8 ,83.71) and (56.18 ,77.41 ,100)comparing with Pythium altimum and Rhizoctonia solani respectively .primary detection of active compounds showed that macroalgae (Cladoph

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Publication Date
Sun Jan 01 2017
Journal Name
The Iraqi Journal Of Agricultural Science 48 (5), 1197-1205‏
Sex identification of date palm by using dna molecular markers
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Publication Date
Sat Aug 01 2020
Journal Name
Key Engineering Materials
Quality Control of Production Lightweight Ferrocement Plate Using Sustainable Materials
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This research is concerned with a new type of ferrocement characterized by its lower density and enhanced thermal insulation. Lightweight ferrocement plates have many advantages, low weight, low cost, thermal insulation, environmental conservation. This work contain two group experimental : first different of layer ferrocement, second different of ratio aggregate to cement. The experiments were made to determined the optimum proportion of cement and lightweight aggregate (recycle thermestone ). A low W/C ratio of 0.4 was used with super plasticizer conforming to ASTM 494 Type G. The compressive strength of the mortar mixes is 20-25 MPa. The work also involved the determination of thermal properties .Thermal conductivity value of thi

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Publication Date
Sun May 21 2023
Journal Name
Journal Of Namibian Studies : History Politics Culture
The role of cleaner production costs to reducing failure costs
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Economic units can benefit from the cleaner production strategy, which aims to reduce the environmental impact of economic activities while improving efficiency and profitability. Accordingly, the aim of the research was to clarify the knowledge foundations of cleaner production costs and to indicate their role in reducing the costs of poor quality (the costs of failure). A set of conclusions has been reached, the most important of which is that cleaner production has achieved a reduction in the costs of external failure, represented by the costs of guarantee, by an amount of 12,339,000 dinars. Contributes to reducing the costs of failure, and based on the conclusions, a set of recommendations were presented, the most important of w

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Publication Date
Sat Apr 01 2023
Journal Name
Baghdad Science Journal
New sizes of complete (k, 4)-arcs in PG(2,17)
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              In this paper, the packing problem for complete (  4)-arcs in  is partially solved. The minimum and the maximum sizes of complete (  4)-arcs in  are obtained. The idea that has been used to do this classification is based on using the algorithm introduced in Section 3 in this paper. Also, this paper establishes the connection between the projective geometry in terms of a complete ( , 4)-arc in  and the algebraic characteristics of a plane quartic curve over the field  represented by the number of its rational points and inflexion points. In addition, some sizes of complete (  6)-arcs in the projective plane of order thirteen are established, namely for  = 53, 54, 55, 56.

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Publication Date
Tue Dec 01 2020
Journal Name
Iraqi Journal Of Physics
Optical and Electrical Properties of Glass/Graphene Oxide Thin Films
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The study effect Graphene on optical and electrical properties of glass prepared on glass substrates using sol–gel dip-coating technique. The deposited film of about (60-100±5%) nm thick. Optical and electrical properties of the films were studied under different preparation conditions, such as graphene concentration of 2, 4, 6 and 8 wt%. The results show that the optical band gap for glass-graphene films decreasing after adding the graphene. Calculated optical constants, such as transmittance, extinction coefficient are changing after adding graphene. The structural morphology and composition of elements for the samples have been demonstrated using SEM and EDX. The electrical properties of films include DC electrical conductivity; we

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