Preferred Language
Articles
/
LxfC744BVTCNdQwCUlrJ
Fractional Brownian motion inference of multivariate stochastic differential equations
...Show More Authors

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 Jul 01 2013
Journal Name
Political Sciences Journal
Chinese power challenge of becoming historical sites in the course
...Show More Authors

China occupies an area of 906 million square km. and lies east Asia. Its population approximately 1,388 people, according to census 2010. China was a global great power for centuries , then shrank its jurisdiction and occupied by European countries and Japan in the 19th century. It regained its strength and independence under the leadership and rule of the Chinese Communist Party since 1949. In the 21st century , the Chinese positions has risen universally due to its achievements in the economic and trade affairs . Nowadays, China became a largest exporting state in the world and a second economic power after USA.

View Publication Preview PDF
Crossref
Publication Date
Sun Sep 04 2016
Journal Name
Baghdad Science Journal
Survey of Keratinophilic Fungi in the Tigris River in Baghdad
...Show More Authors

The present study includs the isolation and identification of Keratinophilic fungi in fresh water samples collected from Tigris river in Baghdad, Iraq. Samples were collected from different districts of Baghdad (Al-Rustumia, Madina Al-Teb, Al-Azamia, Al-Kadimia, Al-Dorha and Al-Kanah). The water samples were examined for keratinophilic fungi by the plating method culturing and Hair Baiting Technique. A total number of 18 genera are recorded, in which the Tigris water indicates an impressive diversity of fungi. A variety of fungal strains were isolated from river water, out of 814 fungal colonies, Aspergillus terrus (5.5%) was the most frequent species, followed by Asperg

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sat Jul 01 2000
Journal Name
Bulletin Of The Iraq Natural History Museum (p-issn: 1017-8678 , E-issn: 2311-9799)
A NEW SPECIES OF LIODONTOMERUS GAH. FROM IRAQ (HYMENOPTERA, TORYMIDAE)
...Show More Authors

A study of the Torymid collection of Iraq. resulted in undescribed species of the genus
Liodontonierus Gah. L. longicorpus sp. n. with 2 figures.

View Publication Preview PDF
Publication Date
Wed Dec 23 2020
Journal Name
Iraqi Journal Of Agricultural Sciences
PHYTOREMEDIATION OF SYNTHETIC WASTEWATER CONTAINING COPPER BY USING NATIVE PLANT
...Show More Authors

This 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 More
Crossref
Publication Date
Fri Aug 14 2015
Journal Name
Journal Of Optoelectronics And Photonics (jop)
Preparation and Characterization of AL2O3 Nanostructures by Pulsed – Laser Deposition
...Show More Authors

Publication Date
Sun Jul 09 2023
Journal Name
Journal Of Engineering
Saponification of Diethyl Adipate with Sodium Hydroxide Using Reactive Distillation
...Show More Authors

This 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 More
View Publication Preview PDF
Crossref (1)
Crossref
Publication Date
Wed Sep 01 2004
Journal Name
Hospital
Treatment of Pityriasis Versicolour with Topical 15% Zinc Sulfate Solution
...Show More Authors

KE Sharquie, WS Al-Dori, IK Sharquie, AA Al–Nuaimy, Hospital, 2004 - Cited by 20

View Publication
Publication Date
Thu Apr 18 2024
Journal Name
Geomatics And Environmental Engineering
Error Analysis of Stonex X300 Laser Scanner Close-range Measurements
...Show More Authors

This research reports an error analysis of close-range measurements from a Stonex X300 laser scanner in order to address range uncertainty behavior based on indoor experiments under fixed environmental conditions. The analysis includes procedures for estimating the precision and accuracy of the observational errors estimated from the Stonex X300 observations and conducted at intervals of 5 m within a range of 5 to 30 m. The laser 3D point cloud data of the individual scans is analyzed following a roughness analysis prior to the implementation of a Levenberg–Marquardt iterative closest points (LM-ICP) registration. This leads to identifying the level of roughness that was encountered due to the range-finder’s limitations in close

... Show More
View Publication
Scopus (1)
Crossref (1)
Scopus Clarivate Crossref
Publication Date
Mon Mar 08 2021
Journal Name
Baghdad Science Journal
state selection of ammonia molecular beam using tapered ring focuser
...Show More Authors

I've made extensive studies on the distribution of the electric field stable heterogeneous within intensive that contain metal rings with slope diagonal positive to a site halfway to be in its maximum value, followed by decline negative and equally to the other end of the concentrated distributed by electric stable thanking sequentially and have focused empirical studies in the pastthe molecules that you focused Pantqaúha during passage

View Publication Preview PDF
Publication Date
Fri Dec 01 2023
Journal Name
Iop Conference Series: Earth And Environmental Science
Survey of some Fish Species from Different Localities in Baghdad
...Show More Authors
Abstract<p>This study is concerned with a survey of seven species belonging to seven genera under two families and two orders found in some different areas of the Tigris River, especially since these areas have not been surveyed for a long time, and an attempt to identify the existing species at the present time after the recent water scarcity of the Tigris and Euphrates rivers and all water bodies interior of Iraq and the impact of this scarcity on the fish diversity found in some areas of the Tigris River in Baghdad.</p>
View Publication
Scopus (1)
Scopus Crossref