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Fractional Brownian motion inference of multivariate stochastic differential equations
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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.

Scopus
Publication Date
Thu Feb 15 2018
Journal Name
Iraqi Journal Of Laser
Characterization of Gold Coating on Nanostructured CR39 Polymer as SERS Sensor
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Abstract: The development of highly sensitive sensors has become an efficient field of research. In this work, an ArF Excimer laser of 193 nm with a maximum pulse energy of 275 mJ, 15 ns pulse duration and a repetition rate of 1 Hz is utilized to form a Laser Induced Periodic Surface Structures (LIPSS) of three different morphologies (nanochains, contours, grooves) on surface of CR39 polymer at a fluence range above the ablation threshold (250 mJ/cm2). The laser ablated polymer surface is then Surface Enhanced Raman Scattering (SERS) activated by deposition of a gold layer of 30 nm thickness. The capability of the produced substrate for surface enhanced Raman scattering is evaluated through thiophenol as an analyte molecule. It is observ

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Publication Date
Tue Jan 01 2019
Journal Name
Journal Of Cosmetics, Dermatological Sciences And Applications
A New Regimen in the Treatment of Psoriasis Using Oral Methotrexate
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Crossref
Publication Date
Fri Mar 01 2024
Journal Name
Baghdad Science Journal
Preparing a New Type of Concrete Based on Sulfur-melamine Modifier
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In this research work, a new type of concrete based on sulfur-melamine modification was introduced, and its various properties were studied. This new type of concrete was prepared based on the sulfur-melamine modification and various ingredients. The new sulfur-melamine modifier was fabricated, and its fabrication was confirmed by IR spectroscopy and TG analysis. The surface morphology resulted from this modifier was studied by SEM and EDS analysis. The components ratios in concrete, chemical and physical characteristics resulted from sulfur-melamine modifier, chemical and corrosion resistance of concrete, stability of concrete against water adsorption, stability of concrete against freezing, physical and mechanical properties and durabi

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Crossref (1)
Scopus Crossref
Publication Date
Thu Aug 01 2019
Journal Name
Iop Conference Series: Materials Science And Engineering
Effect of Embedment Depth on Raft Foundation Settlement Under Seismic Load
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Abstract<p>Dynamic loads highly influence soil properties and may cause real damage to structures and buildings. This article reports the experimental results from 24 tests to study the settlement of flexible and rigid raft foundation with different embedment depth rested on dense sandy soil. A small scale building model of dimension 200*200 mm and 320 mm in height was performed with reinforced concrete raft foundation of 10 mm thickness for flexible raft and 23 mm for rigid raft, The shaking table technique was used to simulate the seismic effect, the shaker was sat to give three different excitation frequencies 1,2,and3 Hz and displacement amplitude equal to 13 mm, the foundation was placed at</p> ... Show More
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Publication Date
Sun May 01 2016
Journal Name
International Journal Of Computer Applications
Lossless Image Compression using Adaptive Predictive Coding of Selected Seed Values
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Publication Date
Fri Jan 01 2021
Journal Name
Tigris And Euphrates Rivers: Their Environment From Headwaters To Mouth
Ornamental Fishes: A Looming Danger for Inland Fish Diversity of Iraq
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Crossref
Publication Date
Sun Sep 01 2013
Journal Name
Journal Of Engineering
The Use of Bracing Dampers in Steel Buildings Under Seismic Loading
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Publication Date
Mon Oct 06 2014
Journal Name
Journal Of Educational And Psychological Researches
The Effect of the Problem Based Learning on EFL Learners’ Achievement
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The present study discusses the problem based learning in Iraqi classroom. This method aims to involve all learners in collaborative activities and it is learner-centered method. To fulfill the aims and verify the hypothesis which reads as follow” It is hypothesized that there is no statistically significant differences between the achievements of Experimental group and control group”. Thirty learners are selected to be the sample of present study.Mann-Whitney Test for two independent samples is used to analysis the results. The analysis shows that experimental group’s members who are taught according to problem based learning gets higher scores than the control group’s members who are taught according to traditional method. This

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Publication Date
Fri Sep 01 2023
Journal Name
Journal Of Engineering
Mechanical and Physiochemical Properties of Central Marshes Bed Soils – Southern Iraq
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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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Crossref
Publication Date
Sun Jul 02 2017
Journal Name
Journal Of Educational And Psychological Researches
Down Syndrome causes, symptoms, and most important methods of functional treatment
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This study is descriptive and theory of Dawn syndrome as the problem of research lies in the need to identify the identification of the causes of Dawn syndrome and its symptoms and methods of dealing with it, which has become a problem that needs treatment, especially after the numbers have become high in Iraq, which has not yet taken the necessary importance for treatment and care.

The objectives of the research were summarized in the identification of the most important causes of Dawn syndrome and its symptoms and diagnosis and ways or methods of dealing with people with Dawn syndrome in order to develop therapeutic plans for him.

       

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