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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
Wed Feb 08 2012
Journal Name
Journal Of The College Of Education For Women
Assessing EFL Learners Ability in the Recognition and Production of Homophones
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This study deals with the orthographic processing ability of homophones which can account for variance in word recognition and production skills due to phonological processing. The study aims at: A )Investigating whether the students can recognize correct usage and spelling comprehension of different homophones by using appropriate word that overlapped in both phonology and orthography. B )Assessing spelling production word association to the written form of the homophone in the sentence comprehension task. To achieve these aims, two tests have been conducted and distributed on 50 students at first stage at the College of Education(Ibn-Rushd) for the academic year 2010-2011. The two tests are exposed to a jury of experts for the purpose of

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Publication Date
Fri Sep 06 2024
Journal Name
International Journal Of Advancement In Social Science And Humanity
Satire of Militarism in George Bernard Shaw's Arms and the Man
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This article exposes how George Bernard Shaw (1856-1950) launches severe attacks against all the vices and the social maladies that were widely spread in his time especially the romantic notions about war and soldering. This study is a qualitative study. Through satire, George Bernard Shaw mocks on and ridicules all the follies and the misconceptions of the characters in war and militarism in his well-known play Arms and the Man (1894). Here the dramatist satirizes the romantic notions of war that glorify such a terrible event. Shaw’s message is that there can be peaceful alternatives to perpetual fighting. He was dedicated throughout his life to curbing violence, especially that of wars, and Arms and the Man was one of the vehicles he us

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Publication Date
Fri Dec 01 2023
Journal Name
Methods And Objects Of Chemical Analysis
Partial Least Squares Method for the Multicomponent Analysis of Antibacterial Mixture
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This study's objective is to assess how well UV spectrophotometry can be used in conjunction with multivariate calibration based on partial least squares (PLS) regression for concurrent quantitative analysis of antibacterial mixture (Levofloxacin (LIV), Metronidazole (MET), Rifampicin (RIF) and Sulfamethoxazole (SUL)) in their artificial mixtures and pharmaceutical formulations. The experimental calibration and validation matrixes were created using 42 and 39 samples, respectively. The concentration range taken into account was 0-17 μg/mL for all components. The calibration standards' absorbance measurements were made between 210 and 350 nm, with intervals of 0.2 nm. The associated parameters were examined in order to develop the optimal c

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Scopus (3)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Sun Dec 07 2014
Journal Name
Baghdad Science Journal
Study the Changes of Thyroid Hormones Levels Following Major Urological Surgery
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This study was designed to evaluate the effect of major surgery on thyroid hormones and thyrotropin in patient undergoing major lower abdominal surgery. The study included fifty patients scheduled for elective major lower abdominal surgery, the serum levels of T3, T4 and TSH were determined one day preoperatively, intraoperative, one day postoperatively, two days postoperatively, and rT3 was determined one day preoperatively, and one day postoperatively. We observed that the levels of (T3, T4, TSH) increased significantly (P<0.05) intraoperatively, one day postoperatively the levels of T3 and T4 reduced significantly (P<0.05), while TSH reduced not significantly (P>0.05), and two days postoperatively T4 and TSH returned to increase si

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Crossref
Publication Date
Tue Mar 01 2016
Journal Name
Al-academy
The Function of Comic Relieve in Shakespearean Tragedy: عباس فاضل عباس
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The comedian scenes which Shakespeare has entered in some of his tragedies(Hamlet, King Lear, and Macbeth), constantly the wrath of conservative critics and theorists of Western Drama, as big violation to Aristotle’s rules of tragedy that is forbidden to insert comedian scene in tragedy. Chapter one deals with the research problem, and its significance, purpose,Boarders and the definition of Comic Relieve. Chapter two comprises the theoretical framework which has displayed Arist-Otle’s conception about the imitation way of heroes characters between tragedy and comedy, the different function of catharsis in each one. Then the research has exposed the economical and theatrical activities in London during Elizabethan age which was looke

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Crossref
Publication Date
Sun Sep 07 2014
Journal Name
Baghdad Science Journal
Composition of fish assemblage in the East Hammar marsh, southern Iraq
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The fish assemblage in the East Hammar marsh was studied during December 2009 to May 2010. The fish fauna of the marsh consisted of 17 native, 23 marine (49%) and seven alien species. The dominant species were Liza abu (14.6%), Carassius auratus (13.4%) and Thryssa mystax (11.2%). The resident species formed 44.7%, occasional species 36.1% and seasonal species 19.2% of the total number of fish species. Fish species diversity index ranged from 1.28 to 2.61, richness from 1.98 to 4.50 and evenness from 0.45 to 0.78. Salinity ranged from 1.45 to 7.74‰. The increase in the proportion of marine species (49%) in the fish assemblage due to marine waters progress from Arabian Gulf had an impact on the values of ecological indices and the

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Crossref
Publication Date
Thu Jul 05 2018
Journal Name
International Journal Of Medical Research & Health Sciences
Methicillin-Resistant Staphylococcus epidermidis Isolated from Breast Tumors of Iraqi Patients
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Background: Globally, breast cancer is the second leading cause of death among women in Iraq. Several genetic and environmental factors are associated..

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Publication Date
Wed Jan 30 2013
Journal Name
Al-kindy College Medical Journal
Internal Fixation And Bone Grafting Of Non-Union Humeral Diaphyseal Fracture
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Background: Humeral diaphyseal fracture usually
heals with closed methods but when nonunion
develops then it needs surgical intervention in the
form of plating and bone grafting, intramedulary
nailing (open or closed simple or interlocking nails)
and external fixators (circular or one plane fixator).
In our unit we treated non union humeral
diaphyseal fracture with plating and bone grafting
shortening of fracture ends up to 4 to 5cm when
needed. Methods: This study was conducted at
Orthopaedic Department of AL-Sadar General
Hospital from January 2004 till December2005 .
We included 20 cases with atrophic non-union in
12(60%) and hypertrophic non-union in 8 (40%)
patients. All atrophic non-union w

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Publication Date
Sat Jan 05 2019
Journal Name
Iraqi Journal Of Physics
Functionalization of single and multi-walled carbon nanotubes by chemical treatment
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In this work we experimentally investigated SWCNTs and MWCNTs to increase their thermal conductivity and electrically functionalization process using different reagents ((nitric acid, HNO3 followed by acid treatment with H2SO4), then washed with deionized water (DW) and then treated with H2O2 via ultrasonic technique. Then repeated the steps with MWCNTs and compare their results in an effort to improve experimental conditions that efficiently differentiate the surface of the single walled carbon nanotubes (SWCNTs) and multi walled carbon nanotubesi(MWCNTs) that less nanotubes destroy and to enhance the properties of them and also to reduce aggregation in liquid. the results were prove by XRD, and infrared spectroscopy (FTIR). The FTIR sp

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Crossref (3)
Crossref
Publication Date
Wed Jan 30 2013
Journal Name
Al-kindy College Medical Journal
Chronic Kidny Disease and Risk of coronary Artery Disease,Aprospective study
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AbstractBackground:Reduced glomeular filtration rate isassociated with increasedmorbidity in patientswith coronary arterydisease.Objectives :To analyze the declining eGFR andmortality risks in a patients with Chronic KidneyDisease and have had Coronary Artery Diseaseincluding risk factors .Patientsand Methods:The study included (160)patientsbetween the ages of 16 and 87years.Glomerular filtration rate was estimated (eGFR)using the Modification of Diet in Renal Diseaseequationand was categorized in the ranges<60 mL· min−1 per 1.73 m2and≥ 60 ml/min/1.73 m2.Baseline risk factors were analyzed by category ofeGFR,.The studied patients in emergencydepartment, were investigatedusing Coxproportional hazard models adjusting for traditiona

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