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.
The present article includes an experimental study of the behavior of dry and saturated dense sandy soil under the action of a single impulsive load. Dry and saturated dense sand models were tested under impact loads. Different falling masses from different heights were conducted using the falling weight deflectometer (FWD) to provide the single pulse energy. The responses of dense soils were evaluated at surface of soil under impact load. These responses include; displacements, velocities, and accelerations that are developed due to the impact acting at top and the displacement at different depths within the soil using the falling weight deflectometer (FWD) and accelerometers (ARH-500A waterproof, and low capacity acceleration tran
... Show MoreThe thermal method was used to produce silicoaluminophosphate (SAPO-11) with different amounts of carbon nanotubes (CNT). XRD, nitrogen adsorption-desorption, SEM, AFM, and FTIR were used to characterize the prepared catalyst. It was discovered that adding CNT increased the crystallinity of the synthesize SAPO-11 at all the temperatures which studied, wile the maximum surface area was 179.54 m2/g obtained at 190°C with 7.5 percent of CNT with a pore volume of 0.317 cm3/g ,and with nano-particles with average particle diameter of 24.8 nm, while the final molar composition of the prepared SAPO-11 was (Al2O3:0.93P2O5:0.414SiO2).
Abstract:
Borago officinalis is highly interesting amongst nutritional and medical source relate to its high composition of some useful phytochemical compound. It is great plants with bright blue star-shaped flowers present in most world regions and usually known as borage. The Borago phytochemical analysis showed the presence of alkaloids, tannins, flavonoids, phenolic acids, essential oil, vitamins and others. Borage is cultivated all over the world and used in traditional medicine as a demulcent, diuretic, emollient, tonic, expectorant, for the treatment of coughs, inflammation and swelling, and other diseases. In herbal medicine, Borage seed oil (BSO) has been utilized for many progressive illnesse
... Show MoreHigh concentrations of prolactin (PRL) during the lactation period have an essential role in milk production by mammary glands stimulation. PRL may have an impact on calcium regulation and bone mineral density. We investigated if the PRL concentration during the lactation period could influence osteoclast (OC) activation and bone mineral density (BMD). In vivo, the Calcium Detection Assay, and ELISA were used to detect serum calcium, PRL, and inflammatory cytokines, respectively. BMD was evaluated by µ-CT in six months old female mice during lactation. The osteoclast (OC) activity was detected by Tartrate-resistant acid phosphatase (TRAP), Immunohistochemistry (IHC), and hematoxylin and eosin (H&E). In vitro, osteoclast dif
... Show MoreThe goal of the research is to introduce new types of maps called semi totally Bc-continuous map and totally Bc-continuous map furthermore, study its properties. Additionally, we study the relationship of these functions and other known mappings are discussed.
This paper investigates the concept (α, β) derivation on semiring and extend a few results of this map on prime semiring. We establish the commutativity of prime semiring and investigate when (α, β) derivation becomes zero.
This study was carried out to prepare and characterize domperidone nanoparticles to enhance solubility and the release rate. Domperidone is practically insoluble in water and has low and an erratic bioavailability range from 13%-17%. The domperidone nanoparticles were prepared by solvent/antisolvent precipitation method at different polymer:drug ratios of 1:1 and 2:1 using different polymers and grades of poly vinyl pyrolidone, hydroxy propyl methyl cellulose and sodium carboxymethyl cellulose as stabilizers. The effect of polymer type, ratio of polymer:drug, solvent:antisolvent ratio, stirring rate and stirring time on the particle size, were investigated and found to have a significant (p? 0.05) effect on particle size. The best formul
... Show MoreThe aim of this paper is to determine the effect of nostalgia marketing on consumers’ purchase intention and demographic factors. Nostalgia marketing is one of the marketing ideas that some organizations use it to attract customers by evoking memories or heritage in their minds. This method would affect the emotions and feelings of people, which may raise their desire to buy. The questionnaire was used as a tool for data collection, and it was distributed to a random sample of 512 individuals. A sample is a group of individuals who have seen small sculptures displayed in shops inside Babylon Mall in Baghdad. The small sculptures show the life of Baghdadis in the fifties and sixties of the last century. Statistical software was used for
... Show MoreGlobally, the COVID-19 pandemic’s development has presented significant societal and economic challenges. The carriers of COVID-19 transmission have also been identified as asymptomatic infected people. Yet, most epidemic models do not consider their impact when accounting for the disease’s indirect transmission. This study suggested and investigated a mathematical model replicating the spread of coronavirus disease among asymptomatic infected people. A study was conducted on every aspect of the system’s solution. The equilibrium points and the basic reproduction number were computed. The endemic equilibrium point and the disease-free equilibrium point had both undergone local stability analyses. A geometric technique was used
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