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.
Recent advances in wireless communication systems have made use of OFDM technique to achieve high data rate transmission. The sensitivity to frequency offset between the carrier frequencies of the transmitter and the receiver is one of the major problems in OFDM systems. This frequency offset introduces inter-carrier interference in the OFDM symbol and then the BER performance reduced. In this paper a Multi-Orthogonal-Band MOB-OFDM system based on the Discrete Hartley Transform (DHT) is proposed to improve the BER performance. The OFDM spectrum is divided into equal sub-bands and the data is divided between these bands to form a local OFDM symbol in each sub-band using DHT. The global OFDM symbol is formed from all sub-bands together using
... Show MoreA new two-way nesting technique is presented for a multiple nested-grid ocean modelling system. The new technique uses explicit center finite difference and leapfrog schemes to exchange information between the different subcomponents of the nested-grid system. The performance of the different nesting techniques is compared, using two independent nested-grid modelling systems. In this paper, a new nesting algorithm is described and some preliminary results are demonstrated. The validity of the nesting method is shown in some problems for the depth averaged of 2D linear shallow water equation.
DBN Rashid, International Journal of Innovation, Creativity and Change, 2020
Background: The Epstein-Barr virus (EBV) relates to the torch virus family and is believed to have a substantial impact on mortality and perinatal events, as shown by epidemiological and viral studies. Moreover, there have been documented cases of EBV transmission occurring via the placenta. Nevertheless, the specific location of the EBV infection inside the placenta remains uncertain. Methods: The genomic sequences connected to the latent EBV gene and the levels of lytic EBV gene expression in placental chorionic villous cells are examined in this work. A total of 86 placentas from patients who had miscarriage and 54 placentas from individuals who had successful births were obtained for analysis. Results: The research employed QPCR to dete
... Show MoreIn this research we assumed that the number of emissions by time (𝑡) of radiation particles is distributed poisson distribution with parameter (𝑡), where < 0 is the intensity of radiation. We conclude that the time of the first emission is distributed exponentially with parameter 𝜃, while the time of the k-th emission (𝑘 = 2,3,4, … . . ) is gamma distributed with parameters (𝑘, 𝜃), we used a real data to show that the Bayes estimator 𝜃 ∗ for 𝜃 is more efficient than 𝜃̂, the maximum likelihood estimator for 𝜃 by using the derived variances of both estimators as a statistical indicator for efficiency
Trigeminal Neuralgia (TN) is one of the most commonly painful cranial neuralgia characterized by paroxysmal attacks as short lasting facial pain along the trigeminal nerve branches. The aim of the present study is to innovate a biochemical relationship between (melatonin, GALNT12 and Zn) and TN and also to examine the biochemical action of tegretol (carbamazepine) as a treatment on the above biochemical parameters. Blood samples were collected from fifty four (54) trigeminal neuralgia patients diagnosed by magnetic radiation image (MRI). Patients were classified into four groups: G3 (40- 70) years composed of (12) diagnosed male (without treatment), G4 (48- 75) years composed of (12) diagnosed female (without treatment), G5 (34- 76)
... Show MoreSuggested in this study the introduction of monomers have the ability to interact with polyester Rzn way confused or Alchapak Vodev polycarbonate first Almiaal acrylate ????? grains and offered models for high temperature and for a period of time of 40 days and absorbance and penetration and after color changes resulting from the storage heat higher using shades where models were extractedthermal storage and take measurements and then returned periodically results were consistent with theoretical expectations and mixing