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
Thu Jun 25 2020
Journal Name
Iraqi Journal Of Pharmaceutical Sciences ( P-issn 1683 - 3597 E-issn 2521 - 3512)
Preparation and Characterization of Topical Letrozole Nanoemulsion for Breast Cancer
...Show More Authors

Letrozole (LZL) is a non-steroidal competitive aromatase enzyme system inhibitor. The aim of this study is to improve the permeation of LZL through the skin by preparing as nanoemulsion using various numbers of oils, surfactants and co-surfactant with deionized water. Based on solubility studies, mixtures of oleic acid oil and tween 80/ transcutol p as surfactant/co-surfactant (Smix) in different percentages were used to prepare nanoemulsions (NS). Therefore, 9 formulae of (o/w) LZL NS were formulated, then pseudo-ternary phase diagram was used as a useful tool to evaluate the NS domain at Smix ratios: 1:1, 2:1 and 3:1.

View Publication Preview PDF
Scopus (11)
Crossref (4)
Scopus Crossref
Publication Date
Sun May 10 2020
Journal Name
Baghdad Science Journal
Molecular Analysis of Rifampicin Resistance Conferring Mutations in Mycobacterium tuberculosis
...Show More Authors

Mycobacterium tuberculosis resistance to rifampicin is mainly mediated through mutations in the rpoB gene. The effects of rpoB mutations are relieved by secondary mutations in rpoA or rpoC genes. This study aims to identify mutations in rpoB, rpoA, and rpoC genes of Mycobacterium tuberculosis isolates and clarify their contribution to rifampicin resistance. Seventy isolates were identified by acid-fast bacilli smear, Genexpert assay, and growth on Lowenstein Jensen medium. Drug susceptibility, testing was performed by the proportional method.  DNA extraction, PCR, and sequencing were accomplished for the entire rpoA, rpoB, and

... Show More
View Publication Preview PDF
Scopus (4)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Sat Jul 01 2017
Journal Name
Energy Procedia
The effect of sunlight on medium density polyethylene Water pipes
...Show More Authors

View Publication
Scopus (35)
Crossref (27)
Scopus Clarivate Crossref
Publication Date
Mon Jun 04 2018
Journal Name
Baghdad Science Journal
Fabricated of Cu Doped ZnO Nanoparticles for Solar Cell Application
...Show More Authors

Copper with different concentrations doped with zinc oxide nanoparticles were prepared from a mixture of zinc acetate and copper acetate with sodium hydroxide in aqueous solution. The structure of the prepared samples was done by X-ray diffraction, atomic force microscopy (AFM) and UV-VIS absorption spectrophotometer. Debye-Scherer formula was used to calculate the size of the prepared samples. The band gap of the nanoparticle ZnO was determined by using UV-VIS optical spectroscopy.

View Publication Preview PDF
Scopus (16)
Crossref (6)
Scopus Clarivate Crossref
Publication Date
Thu Oct 01 2020
Journal Name
International Journal Of Engineering
Vertical and Lateral Displacement Response of Foundation to Earthquake Loading
...Show More Authors

Risks are confronting the foundations of buildings and structures when exposed to earthquakes which leads to high displacements that may cause the failure of the structures. This research elaborates numerically the effect of the earthquake on the vertical and lateral displacement of footing resting on the soil. The thickness of the footing and depth of soil layer below the footing was taken as (0.5, 1.0, and 2.0 m) and (10, 20 and 40m), respectively. The stiffness ratio of soil to footing was also elaborated at 0.68, 0.8, 1.0, and 1.7. The results showed an increase in the verticle displacement of footing as the duration of the earthquake increases. The increase of soil layer thickness below the footing leads to a reduction in the vertical

... Show More
View Publication
Crossref (4)
Clarivate Crossref
Publication Date
Fri Jan 01 2021
Journal Name
E3s Web Of Conferences
Experimental Pullout Capacity of Screw Piles in Dry Gypseous Soil
...Show More Authors

Screw piles are widely used in supporting structures subjected to pullout forces, such as power towers and offshore structures, and this research investigates their performance in gypseous soil of medium relative density. The bearing capacity and displacement of a single screw pile model inserted in gypseous soil with various diameters (D = 20, 30, and 40) mm are examined in this study. The soil used in the testing had a gypsum content of 40% and the bedding soil had a relative density of 40%. To simulate the pullout testing in the lab, a physical model was manufactured with specific dimensions. Three steel screw piles with helix diameters of 20, 30, and 40 mm are used, with a total length of 500 mm. The helix is continuous over the

... Show More
View Publication Preview PDF
Scopus (3)
Crossref (4)
Scopus Crossref
Publication Date
Mon Aug 01 2011
Journal Name
Journal Of Engineering
EXPERIMENTAL OBSERVATIONS ON THE BEHAVIOR OF A PILED RAFT FOUNDATION
...Show More Authors

The piled raft is a geotechnical composite construction consisting of three elements: piles, raft and soil.
In the design of piled rafts, the load shared between the piles and the raft, and the piles are used up to a
load level that can be of the same order of magnitude as the bearing capacity of a comparable single
pile or even greater. Therefore, the piled raft foundation allows reduction of settlements in a very
economic way as compared to traditional foundation concepts.
This paper presents experimental study to investigate the behavior of piled raft system in sandy
soil. A small scale “prototype” model was tested in a sand box with load applied to the system through
a compression machine. The settlement was

... Show More
View Publication Preview PDF
Crossref (6)
Crossref
Publication Date
Mon Aug 01 2022
Journal Name
International Journal Of Hydrogen Energy
Exploring the application of AlN graphyne in calcium ion batteries
...Show More Authors

Destiny functional theory (DFT) calculations are undertaken in order to scrutinize the electrochemical and calcium (Ca) storage characteristics of a graphyne-like aluminum nitride monolayer (G-AlNyen) as an electrode material for Ca-ion batteries (CIBs). The results show that the change in internal energy as well as the cell voltage values for the CIB with the G-AlNyen anode are comparable to others with two-dimensional 2D nano-materials. It is shown that Ca is adsorbed primarily onto the center of a hexagonal and triangular ring of G-AlNyen with absorption energies of −2.06 and −0.42 eV. After increasing the concentration of Ca atoms on G-AlNyen, the adsorption energy as well as the cell voltage decreases. Lower values of 0.15–0.32 e

... Show More
View Publication
Scopus (7)
Crossref (8)
Scopus Clarivate Crossref
Publication Date
Fri Sep 15 2023
Journal Name
Sumer 2
Response of Three Citrus Rootstocks to Organic and Biological Fertilizers
...Show More Authors

This study was conducted in a lath house, Dept of Hort. and Landscape, College of Agricultural Engineering Sciences, Univ. During the 2021 growing season, Baghdad will investigate the influence of organic and Biological fertilizers on three Citrus rootstocks' growth and leaf mineral content. The first factor is the addition of liquid organic fertilizers Vit-Org (O) at three levels without addition (O0), soil addition at 10 ml.L-1 (O10) and soil addition at 20 ml.L-1 (O20). The second factor is the addition of nitrogen-fixing bacteria without addition (N1), add 30 ml.Transplant-1 of Azotobacter chroococcum (N2) and add 30 ml.Transplant-1 of Azospirillum brasilemse (N3). The third factor is three citrus rootstocks: sour orange (R1), R

... Show More
View Publication
Scopus (3)
Crossref (4)
Scopus Crossref
Publication Date
Mon Dec 30 2024
Journal Name
Gsc Biological And Pharmaceutical Sciences
Taxonomic revision and checklist of the family (Lamiaceae) in Iraq
...Show More Authors

The Lamiaceae L. family grows and widely distributed in Iraq. The study aimed to enumerate the species that has been preserved in several botanical herbariums: National Herbarium of Iraq- Ministry of Agriculture (BAG), University of Baghdad Herbarium (BUH), Iraq Natural History Research Center& Museum- University of Baghdad Herbarium (BUNH), College of Agricultural Engineering- University of Baghdad Herbarium (BUG), College of Agricultural Engineering Sciences- Duhok Province University Herbarium (DPUH) and College of Science - Salahddin University Herbarium (SUH). This family has not yet been registered in the Flora of Iraq. After examining more than 1000 herbarium specimens, the study found 139 species belonging to 33 genera h

... Show More
View Publication Preview PDF
Crossref