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.
Two means used for saving fish samples, namely Freezing and Preservatives represented by Alcohol and Formalin. The Freezing was used in saving samples collected newly, in addition to use Alcohol and Formalin with different concentrations 70% of Alcohol and 10% of Formalin. The concentrations of some heavy metal elements were examined, such as Potassium, Phosphorus, Calcium, Manganese, Magnesium, Zinc, Iron, Copper and Boron in samples saved in Formalin and Alcohol and frozen at different durations. The concentration of some elements has been changed during the saving duration. The study was performed on the concentration of heavy elements in the Liza abu muscles of saved and frozen fish.
Two of the main advantages of segmental construction are economics, as well as the rapid construction technique. One of the forms of segmental construction, for structural elements, is the segmental beams that built-in short sections, which referred to segments. This research aims to exhibit a new technique for the fabrication of short-span segmental beams from wedge-shaped concrete segments and carbon fiber reinforced polymers (CFRP) in laminate form. The experimental campaign included eight short-span segmental beams. In this study, two selected parameters were considered. These parameters are; the number of layers of CFRP laminates and the adhesive material that used to bond segments to each other, forming short-span segmental be
... Show MoreThe aim of this work is to evaluate the onc-electron expectation values < r > from the radial electronic density funetion D(r) for different wave ?'unctions for the 2s state of Li atom. The wave functions used were published in 1963,174? and 1993 , respectavily. Using " " ' wave function as a Slater determinant has used the positioning technique for the analysis open shell system of Li (Is2 2s) State.
In most Reinforced Concrete (RC) buildings, the cross-section size of rectangular columns that conventionally used in these structures is larger than the thickness of their partitions. Consequently, a part of the column is protruded out of the wall which has some architectural disadvantages. Reducing the column size by using high strength concrete will result in slender column, thus the stability problem may be occurred. The stability problem is difficult to be overcome with rectangular columns. This paper study the effectiveness of using new types of columns called Specially Shaped Reinforced Concrete (SSRC) columns. Besides, the use of SSRC columns provides many structural advantage
The grasping stability of robotic manipulators is crucial to enable autonomous manipulation in an environment where robots are facing obstacles in their route, where abrupt changes in the robot’s speed are induced. These speed variations will produce forces affecting the robotic manipulator, hence its grasping stability. In this research, the grasping stability of a robotic manipulator that functions according to a frictional self-locking mechanism is investigated statically and dynamically. Both theoretical and experimental results showed that the grasped object size, weight, and its orientation inside the gripper have a great effect on grasping stability. Both the theoretical and experimental results indicated that the grasping object p
... Show MoreA 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 MoreThis research dealt eith the effect of wars experienced bythe Iraqi people in the abroad Iraq women novels between 2003 – 2010, where this issye dominated on Iraqi women novels at this stage until it became the main subject that events revolved aroud in the novels of this stage.
The research also highlighted on the impact of continuous tough wars in human life and psyche, especially in the lives of women – and this is the privacy of feminist novel – where the Iraqi women novels focused on the impact of war on psychological of women and what it caused of misfortunes as women. Iraqi women have suffered from the bitterness of the loss caused by war as – any loss – a natural of her – the loss of father, son, husband, brother a
The present work aims to investigate the aerodynamic characteristics of the winglet cant angle of Boeing 737-800 wing numerically and experimentally. The wing contain two swept angles 38.3o and 29.13o respectively, taper ratio 0.15 and aspect ratio 8.04. The wing involves three types of airfoils sections. Four cant angles for blended winglet have been considered (0o, 34o, 60o, 83.3o). The winglet has been analyzed to find the best cant angle for the wing without and with winglet. These models have been tested theoretically at Reynolds number of 2.06 x106 in order to study the winglet aerodynamic characteristics which consist of coefficient of Drag, coefficient of lift and Lift to drag ratio, pitching moment coefficient and bending moment co
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