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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.

Scopus
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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Crossref
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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Crossref
Publication Date
Sat May 01 2021
Journal Name
Journal Of Physics: Conference Series
Employment of Titanium dioxide thin film on NO2 gas sensing
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Abstract<p>TiO<sub>2</sub> thin films were deposited by Spray Pyrolysis with thickness ((350±25) nm) onto glass substrates at (350°C), and the film was annealed at temperatures (400 and 500)°C. The structural and morphological properties of the thin films (TiO<sub>2</sub>) were investigated by X-ray diffraction, Field emission scanning electron microscopy and atomic force microscope. The gas sensor fabricated by evaporating aluminum electrodes using the annealed TiO<sub>2</sub> thin films as an active material. The sensitivity of the sensors was determined by change the electrical resistance towards NO<sub>2</sub> at different working temperatures (200 </p> ... Show More
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Publication Date
Tue Dec 05 2023
Journal Name
Engineering, Technology &amp; Applied Science Research
Investigating the Ability of producing Sustainable Blocks using Recycled Waste
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The primary objective of this study is to manage price market items in the construction of walls for affordable structures with load-bearing hollow masonry units using the ACI 211.1 blend design with a slump range of 25-50 mm that follows the specification limits of IQS 1077. It was difficult to reach a suitable cement weight to minimum content (economic and environmental goal), so many trail mixtures were cast. A portion (10-20%) of the coarse aggregates was replaced with concrete, tile, and clay-brick waste. Finally, two curing methods were used: immersion under water as normal curing, and water spraying as it is closer to the field conditions. The recommendation in IQS 1077 to increase the curing period from 14 to 28 days was tak

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Publication Date
Tue Dec 11 2018
Journal Name
Iraqi National Journal Of Nursing Specialties
Psychological Distress in Parents of Autistic Children in Baghdad City
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Objectives: The study aims to: (1) assess psychological distress in parents of autistic children, (2) identify the
relationship between psychological distress and parents' socio-demographic characteristics such as (age, marital
status, relationship with child, educational level and monthly income) and (3) identify the relationship between
parent's distress and some of children' socio-demographic characteristics such as (gender, age, birth order and
mean number of children).
Methodology: A descriptive–analytical study that was carried out from December 12th, 2011 to May 1st, 2012.
on a purposive (non- probability) sample of 120 parents (father and mother) who have children with autism and
send their children to the

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Publication Date
Fri Dec 15 2023
Journal Name
Al-academy
Aesthetic and expressive characteristics in the works of Jean Dubuffet
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The research presented the tagged (aesthetic and expressive characteristics in the works of Jean Dubuffet), so the research objective was: to know the aesthetic and expressive characteristics in the works of (Jean Dubuffet), and the research included four chapters. The aim of the research, the limits of the research, and the definition of terms. The second chapter included four topics. The first topic presented the aesthetic essence and style, while the second topic dealt with expressionism: approaches in concept and meaning.
While the third topic was preoccupied with presenting the aesthetic and expressiveness in the drawings of modernity and beyond, while the fourth topic dealt with: Jean Dubuffet and the experience of raw art. Th

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