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.
Asphaltene is a component class that may precipitate from petroleum as a highly viscous and sticky material that is likely to cause deposition problems in a reservoir, in production well, transportation, and in process plants. It is more important to locate the asphaltene precipitation conditions (precipitation pressure and temperature) before the occurring problem of asphaltene deposition to prevent it and eliminate the burden of high treatment costs of this problem if it happens. There are different models which are used in this flow assurance problem (asphaltene precipitation and deposition problem) and these models depend on experimental testing of asphaltene properties. In this study, the used model was equation of
... Show MoreFG Mohammed, HM Al-Dabbas, Iraqi journal of science, 2018 - Cited by 6
Meloxicam is a non-steroidal anti-inflammatory drug. It is practically insoluble in water. It is associated with gastrointestinal side effects at high doses on long term treatment. The aim of this investigation to formulate and evaluate gellified nanoemulsion of meloxicam as a topical dosage form to enhance meloxicam therapeutic activity and reduce systemic side effect.
The pseudo ternary phase diagrams were made, including the oil mixture which is composed of almond oil and peppermint oil at a ratio (1:2), variable surfactant mixture (S mix) which are tween 80 and ethanol at ratios of (1:1, 2:1, 3:1, and 4:1) and double distilled water. Slow dripping of double distilled water to the combination of the oil mixtu
... Show MoreIn this review, previous studies on the synthesis and characterization of the metal Complexes with paracetamol by elemental analysis, thermal analysis, (IR, NMR and UV-Vis (spectroscopy and conductivity. In reviewing these studies, the authors found that paracetamol can be coordinated through the pair of electrons on the hydroxyl O-atom, carbonyl O-atom, and N-atom of the amide group. If the paracetamol was a monodentate ligand, it will be coordinated by one of the following atoms O-hydroxyl, O-carbonyl or N-amide. But if the paracetamol was bidentate, it is coordinated by atoms (O-carbonyl and N-amide), (O-hydroxyl and N-amide) or (O-carbonyl and O-hydroxyl). The authors also found that free paracetamol and its complexes have antimicrobial
... Show MoreThe effect of annealing on the structural and optical properties of Antimony trisulfide (Sb2S3) is investigated. Sb2S3 powder is vaporized on clean glass substrates at room temperature under high vacuum pressure to form thin films. The structural research was done with the aid of X-ray diffraction (XRD) and atomic force microscopy (AFM). The amorphous to the polycrystalline transformation of these thin films was shown by X-ray diffraction analysis after thermal annealing. These films' morphology is explained. The absorption coefficient and optical energy gap of the investigated films are calculated using transmission spectra. Both samples have strong absorption in the visible spectrum, according to UV-visible absorption spectra. The optical
... Show MoreGallium arsenide diamondoids structural and vibrational properties are investigated using density functional theory at the PBE/6-31(d) level and basis including polarization functions. Variation of energy gap as these diamondoids increase in size is seen to follow confinement theory for diamondoids having nearly equiaxed dimensions. Density of energy states transforms from nearly single levels to band structure as we reach larger diamondoids. Bonds of surface hydrogen with As atoms are relatively localized and shorter than that bonded to Ga atoms. Ga-As bonds have a distribution range of values due to surface reconstruction and effect of bonding to hydrogen atoms. Experimental bulk Ga-As bond length (2.45 Å) is within this distribu
... Show MoreBackground: The undergraduate students in pharmacy colleges represent a well-educated group of thecommunity according to the use of drugs and they are required to hold the appropriate knowledge of druguse and have positive attitudes toward health problems, this good knowledge about the diseases and theirtreatment will give good pharmacists in the future and this will reflect positively on patient knowledge, andtheir compliance with treatment, this due to direct contact of pharmacists with the patients.Aim: To know the knowledge, Awareness and Attitude of a sample of Iraqi pharmacy students towardsepilepsy.Method: Cross-sectional study used a structured questionnaire validated by previous studies to collectdata about knowledge, Aware
... Show MoreA hydrophilic interaction chromatography has been investigated to separate 2-deoxycytidine chosen for nucleoside. A small molecule with specific features for human serum samples was 2-deoxycytidine tested. 2-deoxycytidine has been applied to self-made stationary hydrophilic phases (ZIC1 and ZIC5). The deoxycytidine (dCD) retention was investigated with varying concentrations of sodium acetate buffer, acetonitrile%, and pH. The results confirmed the hydrophilicity of 2-deoxycytidine. The exchanger retention mechanism was studied taking into account 2-deoxycytidine used for describing the interaction of hydrophilic and cation. For both ZIC1 and ZIC5 exchangers, we described and discussed the influence of chromatographic conditions (co
... Show MoreThe risk of breast cancer development is believed to be attributed to the alterations of a number of key biological components. Within this context, elevated levels of some chemokines that act as growth factors and can promote cancer development. The current study was designed to evaluate CXCL3 (a chemokine C-X-C Motif Ligand 3) and leptin (a peptide hormone synthesized by adipose tissue with cytokine activity) serum of Iraqi breast cancer patients in comparison to healthy controls. A total of 90 participants consisted of 60 patients diagnosed with breast cancer and 30 healthy women as control group were enrolled into this case-control study. Venous blood samples were collected from all participants to evaluate CXCL3 and leptin serum levels
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