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.
Algae are photosynthetic microorganisms that play important role in aquatic ecosystems as they are the primary producers in aquatic food webs. Several groups of algae are capable of producing toxins that impact aquatic ecosystems, especially managed systems. Cyanobacteria are the most important algae in freshwaters, and many species produce cyanotoxins including hepatotoxins and neurotoxins. The potent cyano-neurotoxins β-N-methylamino-L-alanine (BMAA), 2, 4-diaminobutyric acid dihydrochloride (DABA), and anatoxin-a are especially critical with regards to public and animal health problems.
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.
Cadastral maps are the main documents of ownership and plots of land, as it contribute to preserving the property rights of individuals and institutions. It indicates the size and shape of each parcel and reveals geographic relationships that affect property value. The Iraqi cadastral maps are in old coordinate system AL-nahrwan 1934 and lambert conformal conic projection. Therefore these maps are old and unfit for use. The main objective of this paper is to investigate the effect of cartographic properties on updating cadastral maps. This depends on studying the effect of conversion the projection and the datum of the cadastral maps of the study area from (datum: nahrwan34, projection: lambert confo
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 MoreThe rate of gas induction was measured in gas-inducing type mechanically agitated contactors provided with two impellers. A reactor of 0.5 m i.d. was used with a working capacity of 60 liters of liquid. Tap water was used as the liquid phase, and air was used as the gas phase. The bioreactor mixing system consists of two equal diameter stirrers; the top impeller is shrouded-disk/curved-blade turbine with six evacuated bending blades, while the bottom impeller was disk turbine. The impeller speed was varied in the range of 50 to 800 rpm. The ratio of impeller diameter to tank diameter (D/T) and the submergence (S) of upper impeller from the top were varied. The effects of clearance of lower impeller from the tank bottom (C2) an
... Show MoreIn this paper, 3D simulation of the global coronal magnetic field, which use observed line of sight component of the photosphere magnetic field from (MDI/SOHO) was carried out using potential field model. The obtained results, improved the theoretical models of the coronal magnetic field, which represent a suitable lower boundary conditions (Bx, By, Bz) at the base of the linear force-free and nonlinear force free models, provides a less computationally expensive method than other models. Generally, very high speed computer and special configuration is needed to solve such problem as well as the problem of viewing the streamline of the magnetic field. For high accuracy special mathematical treatment was adopted to solve the computation comp
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