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.
Based on the diazotization reaction of 4-aminoacetophenone with sodium nitrite in acid medium to form diazonium salt, which was coupled with Methyldopa to form a violet reddish soluble azo dye with maximum absorbance at 560 nm,a batch procedure had been developed for the estamination of Methyldopa. Under optimum experimental parameters affecting on the development and stability of the colored product, Beer´s law obeyed in the range (0.5-45) ?g.ml-1 with a correlation coefficient (0.9979).The proposed method was successfully applied to the determination of Methyldopa in either pure form and in commercial brands of pharmaceuticals, no interference was observed from common excipients in the formulations. The analytical results obtained by app
... Show MoreA study of the Torymid collection of Iraq. resulted in undescribed species of the genus
Liodontonierus Gah. L. longicorpus sp. n. with 2 figures.
The functional properties of the defatted powder and protein isolate of germinated mung bean seeds were studied and the estimation of the amino acids was carried out. The results showed a significant increase in the values of the amino acids leucine, lysine, phenylalanine and valine. The results of studying the functional properties of the protein isolate and defatted powder showed that there were significant differences between the sample The defatted and protein isolate, if the water absorption capacity of the defatted mung powder was 2.5% water/gm protein and the water absorption capacity of the protein isolate was 3%ml water/g protein, the fat binding capacity of the defatted powder was 0.3 ml fat/g protein and the isolate The ratio was
... Show MoreThis study was aimed to assess the efficiency of N.oleander to remove heavy metals such as Copper (Cu) from wastewater. A toxicity test was conducted outdoor for 65-day to estimate the ability of N.oleander to tolerate Cu in synthetic wastewater. Based on a previous range-finding test, five concentrations were used in this test (0, 50, 100, 300, 510 mg/l). The results showed that maximum values of removal efficiency was found 99.9% on day-49 for the treatment 50 mg/l. Minimum removal efficiency was 94% day-65 for the treatment of 510 mg/l. Water concentration was within the permissible limits of river conservation and were 0.164 at day-35 for the 50 mg/l treatment, decreased thereafter until the end of the observation, and 0.12 at d
... Show MoreThis research presents a new study in reactive distillation by adopting a consecutive reaction . The adopted consecutive reaction was the saponification reaction of diethyl adipate with NaOH solution. The saponification reaction occurs in two steps. The distillation process had the role of withdrawing the intermediate product i.e. monoethyl adipate from the reacting mixture before the second conversion to disodium adipate occurred. It was found that monoethyl adipate appeared successfully in the distillate liquid. The percentage conversion from di-ester to monoester was greatly enhanced (reaching 86%) relative to only 15.3% for the case of reaction without distillation .This means 5 times enhancement . The presence of two layers in both
... Show MoreMany experiments were achieved to determine the allelopathic potential of the plant Myrtle parts in which it may affects other plants, like: volatile substances which released from the Myrtle leaves , and its effect examined on the germination (GE) and growth (GR) of the selected crops ; Chickpea ( C ) , Wheat(W) , and Lentil (L)., the aqueous extract of the leaf and the root of the plant examined to test its effect on the (GE) and (GR) of the selected crops ; (C) , (W) , and (L)., also plant residue of (M) and its effect tested on the (GE) and (GR) of the selected crops ; ( C ) , (W) , and (L) . Experiments proceeded on Spring 2007 in the greenhouse conditions , and main results which found were that; the effect of the volatile s
... Show More2 - 5,5 cm mosquito fishes (Gambusia affinis) were collected from brooks of Baghdad university . This study aimed to identify the histological structure and embryonic development of the gas bladder . The results revealed that the gas bladder of the adult fish consists of single chamber, paraphysoclistous , and its wall consist of three layers. The primordium of the gas bladder appears in 2,5 mm fish embryo as an evagination from the right side of endoderm of foreguts wall. This primordium consists of two thecae, inner, is simple columnar epithelium and outer originates from undifferentiated mesoderm. Simultaneously with the appearance of gas gland in the ventral side of the sac in 4 mm embryo, morphological and histological chan
... Show MoreThe study aimed to get acquainted with kindergarten teachers in the development of
emotional intelligence in children, To achieve this a study too, which consisted of 40 items,
within four areas was condncted: (managing emotions, emotional knowledge, empathy, social
networking) The study tool was applied to the sample amounting (200) teachers of the
kindergarten teachers in the province of Jerash and after analyzing the results statistically
using arithmetic averages standard deviations and variance analysis quartet the following
results were reached :
- presence of statistically significant differences at the level of (α =0,05) is attributable to the
impact of the educational level in the areas of empathy and so