Preferred Language
Articles
/
LxfC744BVTCNdQwCUlrJ
Fractional Brownian motion inference of multivariate stochastic differential equations
...Show More Authors

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 May 01 2003
Journal Name
Renewable Energy
FT-IR and XPS analysis of a-Si1-xGex:H thin films
...Show More Authors

View Publication
Scopus (14)
Crossref (11)
Scopus Clarivate Crossref
Publication Date
Sat Mar 01 2014
Journal Name
The Iraqi Postgraduate Medical Journal
Prevalence of Color Vision Deficiency among Adult Males from Baghdad Province
...Show More Authors

BACKGROUND: Color Vision Deficiency (CVD) is mostly an inherited trait and is not an uncommon problem. Prevalence of CVD differs among different ethnic and geographic properties of the population that affect their genetic constitution. Ishihara plates remain an internationally accepted tool for screening red-green CVD. OBJECTIVE: To determine the prevalence of red-green CVD among adult males from Baghdad province. PATIENTS AND METHODS: One thousand and five (1005) adult males were enrolled in this study, using a systematic sampling technique, and were screened for CVD utilizing 24-plate Ishihara plates and re-tested by EnChroma 39-Color plates. All males were residing in Baghdad and the center of Iraq. RESULTS: Among all tested males, 948 r

... Show More
View Publication
Publication Date
Wed Feb 01 2023
Journal Name
International Journal Of Revolution In Science And Humanity
Nonparametric Estimation of Failure Periods for Log Normal Distribution Using Bootstra
...Show More Authors

A non-parametric kernel method with Bootstrap technology was used to estimate the confidence intervals of the system failure function of the log-normal distribution trace data. These are the times of failure of the machines of the spinning department of the weaving company in Wasit Governorate. Estimating the failure function in a parametric way represented by the method of the maximum likelihood estimator (MLE). The comparison between the parametric and non-parametric methods was done by using the average of Squares Error (MES) criterion. It has been noted the efficiency of the nonparametric methods based on Bootstrap compared to the parametric method. It was also noted that the curve estimation is more realistic and appropriate for the re

... Show More
View Publication
Publication Date
Tue Jun 18 2019
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The Effect of Corporate Goverment in Tax Planning: An Empirical Study
...Show More Authors

The purpose of this study is discuss the effect of Corporate Governance in the Tax Planning, has been made in a sample of Iraqi Industrial contribution Companies listed in Iraqi Stock Exchange Market (ISE) , for the period from 2008 to 2012.The study used the" Experimental Research Approach" . Also used the (Modified Jones Model, 1995) in order to measure the corporate governance, to measure the extent of the practice of corporate governance in the samples companies. While it use to measure tax planning, the model that used by studies and researches of tax that adopted in discussions of tax reform, by analyzing the financial statements of companies  to reach  a measurement  for  the two variables of the study.  T

... Show More
View Publication Preview PDF
Crossref
Publication Date
Mon Aug 08 2022
Journal Name
Indian Ecological Society
Study the Epidermis features of Some Iraqi Veronica L. Species (Plantaginaceae)
...Show More Authors

Publication Date
Wed Oct 07 2020
Journal Name
Indian Journal Of Forensic Medicine & Toxicology
Effectiveness of Deep Brain Stimulation in Iraqi Patients with Parkinson Disease
...Show More Authors

View Publication
Scopus (1)
Scopus Crossref
Publication Date
Sun May 12 2019
Journal Name
Oral And Maxillofacial Surgery
Lingual anesthesia of the lower anterior teeth, which technique is better?
...Show More Authors

Purpose To extract the lower anterior teeth, the oral surgeon needs to anesthetize the pulpal tissue of the accused tooth and the surrounding tissues. The lingual nerve innervates the lingual soft tissue to the lower teeth, this nerve usually anesthetized alongside the inferior alveolar nerve by a block technique. However, the lingual tissue of the lower anterior teeth usually anesthetized by either infiltration or periodontal ligament injection (PDL) techniques. This study was intended to compare between these two techniques. Methods Forty-eight teeth were extracted from 24 patients. Non-adjacent two lower anterior teeth in the same patient were selected. The lingual soft tissue in one of them was anesthetized by PDL injection technique wh

... Show More
View Publication
Scopus (1)
Crossref (1)
Scopus Clarivate Crossref
Publication Date
Thu Dec 15 2022
Journal Name
Al-adab Journal
Applying the Theory of Grammatical Metaphor to Two English Short Stories
...Show More Authors

This paper identifies and describes the textual densities of ideational metaphors through the application of GM theory (Halliday, 1994) to the textual analysis of two twentieth century English short stories: one American (The Mansion (1910-11), by Henry Jackson van Dyke Jr.), and one British (Home (1951), by William Somerset Maugham). One aim is to get at textually verifiable statistical evidence that attests to the observed dominance of GM nominalization in academic and scientific texts, rather than to fiction (e.g. Halliday and Martin (1993). Another aim is to explore any significant differentiation in GM’s us by the two short- story writers. The research has been carried out by identifying, describing, and statistically analysi

... Show More
View Publication
Crossref
Publication Date
Mon May 17 2021
Journal Name
Indian Journal Of Forensic Medicine & Toxicology
Efficacy of Five Organic Acids Combination on T2- Mycotoxicosis in Rats
...Show More Authors

Mycotoxins are secondary by-products of mold metabolism and are accountable for human and animal mycotoxicosis. The most serious trichothecenic mycotoxin is the fungal T-2 mycotoxin. T-2 mycotoxin impaired nutrient absorption, metabolism, and then, eliciting severe oxidoreductive stress. Diet plays a key role beyond the supply of nutrients in order to promote animal and human health. Organic acids have been commonly used to exert antioxidative stress capacity in the liver and gut ecosystem. This study is planned to explore, the competence of using (X-MoldCid®) during chronic T-2 mycotoxicosis course in rat. Rats were allocated into 4 main groups, (CN-Gr), negative control and was allowed for the free access to the normal rats chow and the

... Show More
View Publication Preview PDF
Crossref
Publication Date
Mon Aug 18 2025
Journal Name
Journal Of Baghdad College Of Dentistry
The effect of inhaled corticosteroid on condition oral among asthmatic children
...Show More Authors

Background: Inhalation therapy has been employed as the mainstay of the treatment in chronic respiratory diseases such as asthma, Patients who taking asthma medication may be at risk of many health problems including oral health .The purpose of this study was to assess the local effect of ICS on oral tissue by measuring Candida albicans count colonies in saliva among12 years old asthmatic children who were collected from AL- Zahra Center Advisory for Allergy and Asthma, and compares them with non asthmatic children of the same age and gender. Material and Methods: The total sample involved sixty children of 12 years old, thirty asthmatic children who received medium dose of ICS/day (200-400 microgram/day) for 2 years and 30 non-asthmatic ch

... Show More
View Publication Preview PDF