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.
Continuous conflict between Parisian and Ottoman states the results that Iraq became as
aground for their battles which leads to their own interests in Iraq which are shape their
strategy. The conflict continues for long time. In spite of, they signed many treatments and
protocols between the two sides, as Arzarom treaty , the first and the second, Tahran protocols
, and Astana protocol. This conflict, no sides of them to dose any part of their land, but these
treaties leaded to a big loss to Iraq ,which lost parts of it's land and water area in Ahwaz and
shatt AL-Arab, so, Iraq became as a smoth target for their interests, and lost its
sovereignty,and lost self-govern of the country country . so the research conclud
The main objective of this study is to introduce a systematic design procedure for short-span segmental beams following a sophisticated ACI 440.2R-17 design procedure. The general aspects of innovative short-span segmental beams are easy to fabricate, economical and rapidly placed in pre-specified positions. Short-span segmental beams fabricated from individual precast plain-concrete blocks and CFRP plates. Recently, experimental tests performed on short-span segmental beams, by the authors, investigated CFRP plate-bonding, CFRP plate cross-sectional area, the thickness of plate-bonding epoxy resin, surface-to-surface condition of concrete blocks, as well as, interface condition of the bonding surface. The experimental program comprises tes
... Show MoreThis paper presents a study (experimentally) for strengthening reinforced concrete (RC) beams with Near-Surface-Mounted (NSM) technique. The use of this technique with CFRP strips or rebars is an efficient technology for increasing the strength for flexure and shear or for repairing damaged reinforced concrete (RC) members. The objective of this research is to study, experimentally, RC beams either repaired or strengthened with NSM CFRP strips and follow their flexural behavior and failure modes. NSM-CFRP strips were used to strengthen three RC beam specimens, one of them was initially strengthened and tested up to failure. Four beam specimens have been initially subjected to preloading to 50% and 80% of ultimate load. Two of the sp
... Show MoreThis work was conducted to study the extraction of eucalyptus oil from natural plants (Eucalyptus camadulensis leaves) by organic solvents. the effects of the main operating parameters were studied; type of solvent (n-hexane and ethanol), time to reach equilibrium, the temperature (45°C to 65°C) for n-hexane and (45°C to 75°C) for ethanol, solvent to solid ratio (5:1 to 8:1 (v/w)), agitation speed (0 to 900 rpm) and the particle size (0.5 to 2.5 cm) of fresh leaves to find the best processing conditions for the achieving maximum oil yield. The concentration of eucalyptus oil in solvent was measured by using UV-spectrophotometer. The results (for n-hexane) showed that the agitation speed of 900 rpm, temperature 65°C with solvent to soli
... Show MoreThis study employed the biosynthetic technique for creating vanadium nanoparticles (VNPs), which are affordable and user-friendly; VNPs was synthesized using vanadium sulfate (VOSO4.H2O) and a plant extract derived from Fumaria Strumii Opiz (E2) at a NaOH concentration of 0.1 M. This study aims to investigate the potential applications of utilizing an adsorbent for metal ions to achieve environmentally friendly production and assess its antibacterial activity and cytotoxicity. The reaction was conducted in an alkaline environment with a pH range of 8–12. The resulting product was subjected to various characterization techniques, including Fourier transform infrared spectroscopy, ultraviolet-visible spectroscopy, x-ray diffraction (XRD), t
... Show MoreAs a marker of systemic inflammation, raised (C-reactive protein (CRP)) concentrations which are still within the normal range have been associated with an increased inflammation of chronic renal diseases (CRD). The current study aimed to establish potential determinats of raised CRP concentrations in patients who treated in Heamodialysis room,then study the relationship between CRP& some biochemical parameters related CRD We used a CRP latex reagents Kit which is based on an immunological reaction between CRP antisera bounded to the biologically inert latex particles or with CRP in the test specimens of 19 patients with (CRD) mean age 48 years ,range = 30?65 & in 21 healthy subjects as control group their age range = 30 ?45 years. The
... Show MoreThe approach of the research is to simulate residual chlorine decay through potable water distribution networks of Gukookcity. EPANET software was used for estimating and predicting chlorine concentration at different water network points . Data requiredas program inputs (pipe properties) were taken from the Baghdad Municipality, factors that affect residual chlorine concentrationincluding (pH ,Temperature, pressure ,flow rate) were measured .Twenty five samples were tested from November 2016 to July 2017.The residual chlorine values varied between ( 0.2-2mg/L) , and pH values varied between (7.6 -8.2) and the pressure was very weak inthis region. Statistical analyses were used to evaluated errors. The calculated concentrations by the calib
... Show MoreBackground: During the pandemic, Corona virus forced many people, especially students, to spend more time than before on the computer and smartphone to study and communicate. The poor posture of the body may have worse effect on its body parts , most of which is the cervical spine (forward head posture). Objective: To assess the incidence of neck pain and the associated factors among undergraduate medical students related to position during E learning Subjects and Methods: Cross-sectional study was conducted among medical students in three Iraqi universities during 2021. The sample size was 152. Online questionnaire by Google forms sampling method were used to collect the data which was analysed using SPSS 25. Results: The perce
... Show MoreSafety programmes are considered one of the means to protect workers from different accidents and injuries and also to protect all assets including machines equipment and various materials. In spite of world state interests in occupational safety, this subject didn't get the required attention by senior staff of management at most of our country construction factories and the application of safety programmes still limited and in active. In order to a achieve the goal of the study, scientific method has been pursued to obtain the necessary information related to this study through tours to related companies and their construction factories and review literature that deal with occupational safety subject and their programmes and cost, in a
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