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.
This paper is summarized with one of the applications of adsorption behavior; A UV-Vis method has been applied to survey the isotherm of adsorption. Results for experimental showed the applicability of Langmuir equation. The effect of temperature on the adsorption of cobalt (II) Complex by bentonite surface was studied. The results shown that the amount of adsorption was formed to increase, such as the temperature increase (Endothermic process). Cobalt (II) Complex has adsorption studies by bentonite surface at different pH values (1.6-10); these studies displayed an increase in adsorption with increasing pH. ∆G, ∆H, and ∆S thermodynamic functions of the cobalt (II) Complex for their adsorption have been calculated
In this work the structural, electrical and optical Properties of CuO semiconductor films had been studied, which prepared at three thickness (100, 200 and 500 nm) by spray pyrolysis method at 573K substrate temperatures on glass substrates from 0.2M CuCl2•2H2O dissolved in alcohol. Structural Properties shows that the films have only a polycrystalline CuO phase with preferential orientation in the (111) direction, the dc conductivity shows that all films have two activation energies, Ea1 (0.45-0.66 eV) and Ea2 (0.055-.0185 eV), CuO films have CBH (Correlated Barrier Hopping) mechanism for ac-conductivity. The energy gap between (1.5-1.85 eV).
The purpose of the research is to present a proposed accounting system model for converting and aggregating accounting information within the framework of the differentiated accounting systems, and the research methodology consists of: The research problem is the existence of differentiated and dispersed accounting systems that operate within governmental economic units and at the same time seek to achieve a unified vision and goals for the organization, and the central research hypothesis is the possibility of conducting the process of conversion accounting information from the government accounting system to the unified accounting system, and then aggregate those systems. The research was conducted at the College of Administrat
... Show MoreThis research is an initial attempt to explore the reality of education and its concept in Islam, and to describe the presence of educational practices in the Arab-Islamic heritage. The importance of this research lies in addressing a set of important issues related to the contemporary Islamic educational system. The research revealed the extent of the need for authentic educational values that draw their reference from the origins of Islam, and it emphasized the analysis of the reality of education in the Islamic world and the identification of its problems and the finding of solutions through a quick and comprehensive look at the diverse contributions of Muslimthinkers to Islamic educational thought, and their active ro
... Show MoreThe main aim of this paper are the design and implementation of a pharmaceutical inventory database management system. The system was implemented by creating a database containing information about the stored medicines in the inventory, customers making transactions with the pharmaceutical trading company (which owns the inventory), medical suppliers, employees, payments, etc. The database was connected to the main application using C sharp. The proposed system should help in manag inginventory operations which include adding/updating employees’ information, preparing sale and purchase invoices, generating reports, adding/updating customers and suppliers, tracking customer payments and checking expired medicines in order to be disposed
... Show MoreThis research is concerned with a new type of ferrocement characterized by its lower density and enhanced thermal insulation. Lightweight ferrocement plates have many advantages, low weight, low cost, thermal insulation, environmental conservation. This work contain two group experimental : first different of layer ferrocement, second different of ratio aggregate to cement. The experiments were made to determined the optimum proportion of cement and lightweight aggregate (recycle thermestone ). A low W/C ratio of 0.4 was used with super plasticizer conforming to ASTM 494 Type G. The compressive strength of the mortar mixes is 20-25 MPa. The work also involved the determination of thermal properties .Thermal conductivity value of thi
... Show MoreIn this paper, the packing problem for complete ( 4)-arcs in is partially solved. The minimum and the maximum sizes of complete ( 4)-arcs in are obtained. The idea that has been used to do this classification is based on using the algorithm introduced in Section 3 in this paper. Also, this paper establishes the connection between the projective geometry in terms of a complete ( , 4)-arc in and the algebraic characteristics of a plane quartic curve over the field represented by the number of its rational points and inflexion points. In addition, some sizes of complete ( 6)-arcs in the projective plane of order thirteen are established, namely for = 53, 54, 55, 56.
The concept of clarity and readability of the written texts is an important goal in order to convey the communication idea to the receiver easily; the written texts have special significance because it is the most effective way to fulfill this idea as well as to achieve the aesthetic dimension of the written material, and clarity in the written texts is a prerequisite for reading, and readability is the speed of the optical reading of the written form, as the letters design plays a key role in facilitating the readability of the texts, and thus, it is necessitated to take care of these texts and studied them thoroughly in terms of shape for easy to read, and thus to understand the implications of the texts.
For that reason, the resear