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 mechanical function of the heart is governed by the contractile properties of the cells, the mechanical stiffness of the muscle and connective tissue, and pressure and volume loading conditions on the organ. Although ventricular pressures and volumes are available for assessing the global pumping performance of the heart, the distribution of stress and strain that characterize regional ventricular function and change in cell biology must be known. The mechanics of the equatorial region of the left, ventricle was modeled by a thick-walled cylinder. The tangential (circumferential) stress, radial stress and longitudinal stress in the wall of the heart have been calculated. There are also significant torsional shear in the wall during b
... Show MoreIncreasing world demand for renewable energy resources as wind energy was one of the goals behind research optimization of energy production from wind farms. Wake is one of the important phenomena in this field. This paper focuses on understanding the effect of angle of attack (α) on wake characteristics behind single horizontal axis wind turbines (HAWT). This was done by design three rotors different from each other in value of α used in the rotor design process. Values of α were (4.8˚,9.5˚,19˚). The numerical simulations were conducted using Ansys Workbench 19- Fluent code; the used turbulence model was (k-ω SST). The results showed that best value for extracted wind energy was at α=19˚, spread distance of wak
... Show MoreIn this work, a convex lens concentrating solar collector is designed and manufactured locally by using 10 convex lenses (concentrator) of a diameter 10cm and one Copper absorber tube of a diameter 12.5mm and 1mm in thickness 1m length. Two axes manual Tracking system also constructed to track the sun continuously in two directions. The experiments are made on 17th of May 2015 in climatic conditions of Baghdad. The experimental data are fed to a computer program to solve the thermal performing equation, to find efficiency and actual useful energy. Then this data is used in numerical CFD software for three different absorber diameters (12.5 mm, 18.75 mm and 25 mm). From the results that obtained the maximum the
... Show MoreDoppler broadening of the 511 keV positron annihilation ??? ? was used to estimate the concentration of defects ?? different deformation levels of pure alnminum samples. These samples were compressed at room temperature to 15, 22, 28, 38,40, and 75 % thickness reduction. The two-state ^sitron-trapping model has been employed. 'I he s and w lineshape parameters were measured using high-resolution gamma spectrometer with high pure germanium detector of 2.1 keV resolution at 1.33 MeV of 60Co. The change of defects concentration (Co) with the deformation level (e) is found to obey an empirical formula of the form Cd - A £ B where A and ? are positive constants that depend mainly on the deformation procedure and the temperature at which the def
... Show Moreسمير خلف فياض * و محسن طالب د.نوال عزت عبد اللطيف*, مجلة الهندسة والتكنولوجيا, 2010
Al-Ruhbah region is located in the southwest of Najaf Governorate. A numerical model was created to simulate groundwater flow and analyze the water quality of the groundwater, by developing a conceptual model within the groundwater modeling system software. Nineteen wells were used, 15 for pumping and four for observation. A three-dimensional model was built based on the cross-sections indicating the geologic layers of the study area, which were composed of five layers. When a distance of 1,000 m between the wells was adopted, 135 wells can be operated simultaneously. These wells were hypothetically operated at 6, 12, and 18 h intervals, with a discharge of 200, 430, and 650 m
Study of the development of an activated carbon nanotube catalyst for alkaline fuel cell technology. Through the prepared carbon nanotubes catalyst by an electrochemical deposition technique. Different analytical approaches such as X-ray diffraction (XRD) to determine the structural properties and Scanning Electron Microscope (SEM), were used to characterize, Mesh stainless steel catalyst substrate had an envelope structure and a large surface area. Voltages were also obtained at 1.83 V and current at 3.2 A of alkaline fuel cell. In addition, study the characterization of the electrochemical parameters.
In this paper had been studied the characterization of the nanocatalyst (NiO) Mesh electrodes. For fuel cell. The catalyst is prepared and also the electrodes The structural were studied through the analysis of X-ray diffraction of the prepared nanocatalyst for determining the yielding phase and atomic force microscope to identify the roughness of prepared catalyst surface, Use has been nanocatalyst led to optimization of cell voltage, current densities & power for a fuel cell.
The issue of the other in the graphic design and specifically the advertising constitutes a cognitive study of the structure of the intellectual expansion in the cognitive and intellectual creative systems because of the implicit and declared embodiment it provides within the mechanisms of reading in the advertising design that appeared according to the other and through the embodiment of the textualism, the difference and the binary opposites is nothing but a reaction to the design thought and what constitutes of the manifestations of the other in advertising design. Based on the above, we review this study (Manifestations of the Other in Graphic Design) to clarify the topic through four chapters. The first chapter included the research
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