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 Sep 30 2004
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
The Manufacture of Lead Acid Battery Separators using Locally Produced Polyethylene
...Show More Authors

View Publication Preview PDF
Publication Date
Sun Oct 01 2023
Journal Name
Journal Of Applied Hematology
D-dimer and Ferritin Levels in Prediction of COVID-19 Severity
...Show More Authors
Abstract<sec> <title>BACKGROUND:

The most common cause of upper respiratory tract infection is coronavirus, which has a crown appearance due to the existence of spikes on its envelope. D-dimer levels in the plasma have been considered a prognostic factor for COVID-19 patients.

AIM OF THE STUDY:

The aim of the study is to demonstrate the role of COVID-19 on coagulation parameters D-dimer and ferritin with their association with COVID-19 severity and disease progression in a single-center study.

... Show More
View Publication
Scopus Crossref
Publication Date
Fri Aug 22 2025
Journal Name
Journal Of Baghdad College Of Dentistry
Surface area measurements of upper dental cast with different final impressionss
...Show More Authors

Background : surface area anatomy is a proportional point to the retention of complete denture, in past there was no quantitative method to evaluate the surface area, nowadays the size and shape of maxillary arch is measured by different electronically and mathematical devices. A study was therefore, undertaken to measure surface area of upper dental cast that was taken by different final impressions. Materials and methods: twenty patients were examined. All of them had a healthy palate with no singe of injury, trauma, or deformity. Casts were taken by three different final impressions; zinc oxide, additional silicon, and poly ether. And two different devices were used; the computerized one and the Aluminum foil measure. Age, se

... Show More
View Publication Preview PDF
Publication Date
Fri Jun 02 2017
Journal Name
International Journal Of Medical Research & Health Sciences
Analysis of HLA-DQB1 Alleles Frequency in Patients with Chronic Periodontitis
...Show More Authors

Publication Date
Sun Jun 01 2014
Journal Name
Baghdad Science Journal
Synthesis and Characterization of New heterocyclic Polyacrylamides from Derivatives 2-Aminobenzothiazole
...Show More Authors

The present work involved preparation of new hetro cyclic polyacrylamides (1-9) using reaction of polyacryloyl chloride with 2-aminobenzothiazole which prepeard by thiocyanogen method in the presence of a suitable solvent and amount tri ethyl amine (Et3N) with heating. The structure confirmation of polymers were proved using FT-IR,1H-NMR,C13NMR and UV spectroscopy.Other physical properties including softening and melting points, and solubility of the polymers were also measured.

View Publication Preview PDF
Crossref (1)
Crossref
Publication Date
Wed Aug 10 2022
Journal Name
Journal Of Positive School Psychology
The Need And Its Significance In The Novelist Discourse Of Naguib
...Show More Authors

This study is at the heart of the pragmatic theory, as this research seeks to highlight the concept of necessity, and what the researchers have tended to do is that the development that has acquired integrated pragmatics is only for the development of the subject of necessity, as it is one of the contents of the saying, and this is what made Decroux define it as the semantic element that Concerning the saying, as for Grace; He paid great attention to the conversational imperative, and understood the requirement by clues or suggestions, as it is an element known for its absence and presence in the linguistic structures included in the text when reading or when understanding. This study has paved the way for clarifying the concept of necessi

... Show More
View Publication Preview PDF
Publication Date
Wed Feb 01 2012
Journal Name
International Review Of Physics (e-journal) (irephy)
Some structural properties studying of porous silicon preparing by photochemical etching
...Show More Authors

Preview PDF
Publication Date
Fri Jan 31 2020
Journal Name
Sains Malaysiana
Adsorption of Para Nitro-phenol by Activated Carbon Produced from Alhagi
...Show More Authors

View Publication
Scopus (14)
Crossref (8)
Scopus Clarivate Crossref
Publication Date
Tue Jan 08 2019
Journal Name
Iraqi Journal Of Physics
Monitoring of south Iraq marshes using classification and change detection techniques
...Show More Authors

Digital change detection is the process that helps in determining the changes associated with land use and land cover properties with reference to geo-registered multi temporal remote sensing data. In this research change detection techniques have been employed to detect the changes in marshes in south of Iraq for two period the first one from 1973 to 1984 and the other from 1973 to 2014 three satellite images had been captured by land sat in different period. Preprocessing such as geo-registered, rectification and mosaic process have been done to prepare the satellite images for monitoring process. supervised classification techniques such maximum likelihood classification has been used to classify the studied area, change detection aft

... Show More
View Publication Preview PDF
Crossref (2)
Crossref
Publication Date
Wed Aug 02 2017
Journal Name
International Journal Of Materials Chemistry And Physics
Assessing the Sustainability of Asphalt Stabilized Subgrade Soil for Embankment Construction
...Show More Authors

Gypseous soil is considered as a problematic soil for embankment construction, however, implementation of emulsified asphalt as a stabilization agent could be a proper solution for enhancing its properties as a subgrade soil. In this work, the sustainability of asphalt stabilized soil has been assessed in terms of its resistance to cyclic (freezing-thawing) and (heating-cooling) processes. Specimens have been prepared at optimum fluid content (moisture and emulsion) and tested under direct shear stresses while subjected to 30 cycles of (freezing-thawing) and (heating-cooling). Both of dry and soaked testing conditions have been implemented. Data have been observed after each 10 cycles, and compared with that of reference mix. It was conclud

... Show More