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.
Background : The aim of this work is to study the clinical features and causative fungi of tinea pedis in diabetic and non-diabetic patients. Result : Tinea pedis was estimated to be the second most common skin disease in the United States, after acne. Up to 15% of the U.S., population may have tinea pedis. Across Europe and East Asia, prevalence rates reach 20 %. Methods: The Complete history taking regarding: age, sex, occupation, residency, history of diabetes and diabetic profile (fasting blood sugar and post prandial).and Clinical examination of the feet Aim of the study : The aim of this work was to study the clinical features and causative fungi of tinea pedis in diabetic and non-diabetic patients Conclusion : Tinea pedis is more
... Show MoreThe robot arm is the most popular robotic form used in industry. Thus, it is crucial to make a system programming which could controlled the movement of each part in the industrial robot to make it works properly. One of the simplest models of the robot arm is EDARM ED-7100 which has a controller to control the movement of the robot arm manually. In this study, the robot controller has been redesigned in order to improve this robot's function. The new controller system used AT89S52 microcontroller which has wire connected to the robot hand. A function has been added with this controller to improve the system of controlling and becomes better than the previous system (only manually). The functions of the new system include three mo
... Show MoreThe synthesis of zeolite NaX from locally available kaolin has been studied. The operating conditions for zeolite NaX production from kaolin with good crystallinity were as follows; a gel formation step of metakaolin in alkaline medium in presence of additional silica to crystallize the zeolite was achieved at 60 oC for 1 hr,and with stirring. In ageing step of the reactants at room temperature for 5 days and crystallization step at 87±2 oC for 24 hr. The catalytic activity of catalyst prepared from local kaolin was studied by using cumene cracking as a model for catalytic cracking and compared with standard HY zeolite and HX zeolite catalysts. The activity test was carried out in a laboratory continuous flow unit with fixed bed re
... Show MoreSixty-four isolate were klebsiella pneumoniae. Fourteen bacteria isolates “Kelbsiella species” were taken from soil and water hospital in the period between October to December 2018, those isolated were cultured on a blood agar to test their ability to hydrolytic due to formation the inhibition zone . Twenty one isolates of K. pneumoniae were selected to be cultured in mineral salt agarfor testing their efficiency to produce laccase enzyme .The efficient isolate was diagnosed depending on phenotypic, microscopic and biochemical tests to be Klebsiella pneumoniae K7. Laccases (benzenediol: oxygen oxidoreductases; EC: 1.10.3.2) are subfamily of multicopper oxidases (MCOs) from Klebsiellapneumoniae K7 has been partially characterized by
... Show MoreFacial emotion recognition finds many real applications in the daily life like human robot interaction, eLearning, healthcare, customer services etc. The task of facial emotion recognition is not easy due to the difficulty in determining the effective feature set that can recognize the emotion conveyed within the facial expression accurately. Graph mining techniques are exploited in this paper to solve facial emotion recognition problem. After determining positions of facial landmarks in face region, twelve different graphs are constructed using four facial components to serve as a source for sub-graphs mining stage using gSpan algorithm. In each group, the discriminative set of sub-graphs are selected and fed to Deep Belief Network (DBN) f
... Show MoreBackground: zirconium (Zr) implants are known for having an aesthetically pleasing tooth-like colour Unlike the grey cervical collar that develops over time when titanium (Ti) implants are used in thin gingival biotypes. However, the surface qualities of Zr implants can be further improved. This present study examined using thermal vapour deposition (TVD) to coat Zr implants with germanium (Ge) to improve its physical and chemical characteristics and enhance soft and hard tissue responses. Materials and methods: Zr discs were divided into two groups; the uncoated (control) group was only grit-blasted with alumina particles while the coated (experimental) group was grit-blasted then coated with Ge via TVD. Field emission scanning ele
... Show MoreThe aim of this study is to evaluating the antibacterial activity of Laurus nobilis leaves extract in hospital environment isolates. Maceration and Soxhlet apparatus were used to prepare aqueous and methanolic extracts. The total phenolic content and high-performance liquid chromatography (HPLC) were conducted to determine the active compounds in the extracts. The results showed that the methanolic and aqueous extracts contain four flavonoids derivatives (kaempferol, luteolin, quercetin and Rutin) were identified on the basis of matching retention time with the standards. The total phenolic contents were 56.81 and 81.56 mg/g in 50 mg/ml, in aqueous and methanolic extracts respectively. The antibacterial activity of Laurus nobilis leaves ext
... Show MoreIn the present paper a low cost mechanical vibration shaker of rotating unbalanced type with uniaxial shaking table was designed and constructed in an attempt to provide opportunities for experimental testing and application of vibration in experimental modal analysis, stress relief of weldments, effect of vibration on heat transfer and seismic testing of civil engineering structures. Also, it provides unexpressive solution to enhance the knowledge and technical skills of students in mechanical vibration laboratory. The shaker consists of a five main parts shaker frame, shaker table, flexible support, drive motor, and eccentricity mechanism. The experimental results show that the amplitude of the shaker is increased with increasing the f
... Show MoreSome new 2,5-disubsituted-1,3,4-oxadiazole derivatives with azo group were synthesized by known reactions sequence . The structure of the synthesized compounds were confirmed by physical and spectral means .
The operating characteristics of optoelectronic devices depend critically on the properties physical of the constituent materials, interesting compound has been focused on this research formed from group III and V of the periodic table. Thin film n-InSb heterjuntion were successfully fabricated on p-Si substrates by thermal evaporation technique at different annealing temperature (as prepared, 400,500,600) °C. The effect of annealing temperature on the structural, surface morphology, optical and optoelectronic properties of InSb films were investigated and studied. The crystal structure of the film was characterized by X-ray diffraction and techniques. AFM techniques inspect the surface morphology of InSb films, the study presented the val
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