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 influence of Cr3+ doping on the ground state properties of SrTiO3 perovskite was evaluated using GGA-PBE approximation. Computational modeling results infered an agreement with the previously published literature. The modification of electronic structure and optical properties due to Cr3+ introducing into SrTiO3 were investigated. Structural parameters assumed that Cr3+ doping alters the electronic structures of SrTiO3 by shifting the conduction band through lower energies for the Sr and Ti sites. Besides, results showed that the band gap was reduced by approximately 50% when presenting one Cr3+ atom into the SrTiO3 system and particularly positioned at Sr sites. Interestingly, substituting Ti site by Cr3+ led to eliminating the band ga
... Show MoreWaste materials might be utilized in various applications, such as sustainable roller compacted concrete pavements (RCCP), to lessen the negative environmental consequences of construction waste. The impacts of utilizing (brick, thermostone, granite, and ceramic) powders on the mechanical characteristics of RCCP are investigated in this study. To achieve this, the waste materials were crushed, grounded, and blended before being utilized as filler in the RCCP. After the mixes were prepared, compressive strength, splitting tensile strength, flexural strength, water absorption, density, and porosity were all determined. According to the research results, adding some of these powders, mainly brick and granite powder, enhances the mechanical
... Show MoreTo determine the relationship between celiac disease and reproductive disorder, twenty two women with recurrent spontaneous abortion (18-35) years have been investigated from the period 2017/11/1 – 2018/2/1 and compared wih twenty two parentally healthy women. All studied groups were carried out to measure antitissue transglutaminase IgA and IgG antibodies by Enzyme linked immunosorbent assay (ELISA) technique, There were a highly significant differences (P < 0.01) in the concentration of anti TtG IgA and IgG Ab compared to control group, while there was non-significant differences (P > 0.05) in the concentration of anti TtG IgA according to the age group and there was a significant difference (P < 0.05) in the concentration of anti TtG I
... Show MoreAbstract Background: Crown lengthening is a surgical procedure that apically positions the gingival edge and/or removes supporting bone in order to increase the amount of supra gingival tooth structure for restorative or cosmetic purposes.
The objective of the study: The purpose of this study was to evaluate the efficacy of the 940nm diode laser in esthetic crown lengthening surgery through clinical observations, patient questionnaires, clinical photographs, and gingival healing following gingival operations. Material and methods: In this randomized clinical trial, 16 patients (11 females and 5 males) had their crowns surgically lengthened using a diode laser (940 nm) in continuou
... Show MoreMany changes took place in a number of Arab countries, most of which ended with the change of the ruling leadership and a new coming. The same change brought about the hopes of the people to turn the page of the past into a democracy through which to overcome the grievances of previous years and achieve justice in all its aspects. The same new grievances have been added to that precedent and justice has not yet been achieved. Here we try to address the justice that is applied in the stages of change or transitional stages, which have been called, ie transitional justice, which has mechanisms and conditions of different application between countries, each of which the conditions applied in them and through a review of these mechanisms bet
... Show MoreThis research examines aspects of Imam Al-Qurtubi's efforts in matters related to the topics of faith that he dealt with in his interpretation (the provisions of the provisions of the Qur’an); and it has been shown that Imam Al-Qurtubi in most of the doctrinal issues dealt with in his interpretation approximates the doctrine of the Sunnis of Ash'aris, Maturids and people of impact. He had responses to some of the teams, such as stereoscopic, karami, and Mu'tazilite, reinforcing the responses with transfer and mental evidence.
It was found that Imam Al-Qurtubi says that there is an increase in faith and a decrease in it, that the increase is through actions (so obedience increases and decreases in sin) and that the
High-power density supercapacitors and high-energy–density batteries have gotten a lot of interest since they are critical for the power supply of future electric cars, portable electronic gadgets, unmanned aircraft, and so on. The electrode materials used in supercapacitors and batteries have a significant impact on the practical energy and power density. Metal–organic frameworks (MOFs) have the outstanding electrochemical ability because of their ultrahigh porous structure, ease of functionalization, and great specific surface area. These features make it an intriguing electrode material with good electrochemical efficiency for high-storage batteries. Thus, this review summarizes current developments in MOFs-based materials as an elec
... Show MorePurpose: To identify the risk factors of urinary incontinency for menopausal women.
Methodology: A descriptive analytic study was conducted to identify the risk factor for urinary incontinency
and selected non-probability sample (purposive sample) from (200) menopausal women (45-65) who have
urinary incontinence as visitors and caregiver women who attend at Hila surgical teaching hospital during the
period 1/11/2010-30/3/2011. Questionnaire format used for data collection was designed and constructed
after reviewing related literatures and previous studies and consists of the following variables: Demographic
and reproductive characteristics of menopausal women who suffers from urinary incontinence
Results: The study
The central marshes are one of the most important wetlands/ecosystems in the southern area of Iraq. This study evaluates the bed soil's mechanical, physical, and chemical properties at certain southern Iraqi central marshes sites. This was conducted to investigate their types and suitability for enhancing the agricultural reality of most field crops and for construction purposes. Soil samples were collected from 15 sites at 10-100 cm depth. Hence, numerous parameters were determined: index properties, unconfined compressive strength, direct shear strength, consolidation, texture, and sieve analysis, water content, specific gravity, dry density, permeability, pH, total soluble salts (TSS), organic materials (OM) and total
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