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.
Nowadays, the power plant is changing the power industry from a centralized and vertically integrated form into regional, competitive and functionally separate units. This is done with the future aims of increasing efficiency by better management and better employment of existing equipment and lower price of electricity to all types of customers while retaining a reliable system. This research is aimed to solve the optimal power flow (OPF) problem. The OPF is used to minimize the total generations fuel cost function. Optimal power flow may be single objective or multi objective function. In this thesis, an attempt is made to minimize the objective function with keeping the voltages magnitudes of all load buses, real outp
... Show MoreThis study was designed to show the advantages of using the combination of metformin and rosiglitazone over using each drug alone in treatment of women with polycystic ovary syndrome (PCOS).Forty four women with PCOS were classified into 3 groups , group 1 received rosiglitazone (4mg/day) for 3 months , group ΙΙ received metformin ( 1500 mg/day)for three months and groupΙΙΙ received the combination ( rosiglitazone 4mg/day + metformin 1500 mg/day) for the same period of treatment . The blood samples were drawn before treatment and after 3 months of treatment . The fasting serum glucose , insulin , progesterone , testosterone , leutinizing hormone were measure
... Show MoreThe neutron flux in this paper, which is generated as a result of γ incineration of the radioactive fisssion products isotopes has been evaluated .It is obvious from this paper that the neutron flux value depends on the number of incineration nuclei and the nuclear cross-section of the incinerated isotopes, and the neutron flux is directly dependent on γ-ray flux. The neutron flux increases from 1010to 1017n/s.gm as the irradiation flux increases from 1016to 1020 γ/cm2.s. It is concluded that the γ-incineration technique can be used to produce a switchable neutron source of high flux.
Abstract
This paper represents a study of the effect of the soil type, the drilling parameters and the drilling tool properties on the dynamic vibrational behavior of the drilling rig and its assessment in the drilling system. So first, an experimental drilling rig was designed and constructed to embrace the numerical work.
The experimental work included implementation of the drill-string in different types of soil with different properties according to the difference in the grains size, at different rotational speeds (RPM), and different weights on bit (WOB) (Thrust force), in a way that allows establishing the charts that correlate the vibration acceleration, the rate of penetration (ROP), and the power
... Show MoreObjective: The present study aims at identifying the dimensions behind juvenile delinquency, and to identify their
socio-demographic characteristics of gender, age, and type of delinquency.
Methodology: A descriptive study was conducted in correctional schools in Baghdad City to identify the
behavioral, psychological, and social dimensions contributed to juvenile delinquency. The study sample consisted
of (50) juvenile delinquents, of them, 27 males, and 23 females whose ages range from (12 - 20) years. Those
delinquents live in males’ correctional school in Al-Shalichia, and females’ correctional school in Al-Karradah, in
Baghdad City. The study sample was selected in purposively. The study questionnaire was design
Oral carcinoma is the 6th most common cancer in the world. MicroRNAs are small non-coding single stranded RNAs. They have been shown to be capable of altering mRNA expression; thus some are oncogenic or tumor suppressive in nature. The salivary microRNA-31 has been proposed as a sensitive marker for oral malignancy since it was abundant in saliva more than in plasma. A total of 55 whole saliva samples were collected from 35 cases diagnosed with OC their ages and gender matched with 20 healthy subjects. TaqManq RT-PCR was performed for RNA samples. Mean age was 52.23+13.73 years in cases (range:17-70 years) with male predominance represented 69%. Risk of smoking and alcoholism was highly significant. The median fold change of miR-31 was sign
... Show MoreThe present research focuses on the study of the effect of mass transfer resistance on the rate of heat transfer in pool boiling. The nucleate pool boiling heat transfer coefficients for binary mixtures (ethanol-n-butanol, acetone-n-butanol, acetone-ethanol, hexane-benzene, hexane-heptane, and methanol-water) were measured at different concentrations of the more volatile components. The systems chosen covered a wide range of mixture behaviors.
The experimental set up for the present investigation includes electric heating element submerged in the test liquid mounted vertically. Thermocouple and a digital indictor measured the temperature of the heater surface. The actual heat transfer rate being obtained by multiplying the voltme
... Show MoreAmeloblastic fibroma is a rare benign tumor usually affects the first two decades of life. The neoplasm is more predominant in mandibular molar-premolar region and rarely affects the maxilla. In this report, we present a couple of Ameloblastic fibroma cases, affecting boys at their 1st decade. The lesions were presented as swellings of their maxilla, which is atypical location. Radiographic images showed well-defined radiolucency containing areas of radio-opacities and impacted teeth. Differential diagnosis was established as cystic/neoplastic conditions. The lesions were incised and histopathologically diagnosed as Ameloblastic fibroma, since they were composed of immature odontogenic mesenchymal and epithelial cells showing different c
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