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.
Atenolol is one of beta-adrenergic receptor blocking agent. It is widely used for the treatment of hypertension as a selective antihypertensive drug. But long term usage of atenolol may cause one of the cardiovascular diseases like myocardial infarction. To prove the relationship between atenolol and cardiovascular disease, measurement of creatinekinase-MB as a diagnostic indicator in early and long term usage of this drug by hypertensive patients is recommended. A comparative study was conducted in Al-Yarmouk Teaching Hospital–Emergency Department- on 30 hypertensive patients using atenolol. They were divided into (2) groups A and B according to the duration of the drug usage. Group A- (15) patients with a mean age (56
... Show MoreBackground: Parotid gland tumors account for 80% of all salivary gland neoplasms, 20% of these are malignant, but in daily clinical practice most parotid masses are operated on before obtaining the final histological diagnosis. This clinical setting further complicates the critical point of parotid surgery, which is the management of the facial nerve. Materials and methods: 45 patients underwent parotidectomy for benign and malignant neoplasms. A complete history is collected from the patients with the duration and the site of the tumor, the facial nerve examined and its associations, a medical consultation done for opinion and management. Clinical examination with facial nerve was mandatory to avoid any mistakes that may occur. The most si
... Show MoreMost of the theorists and researchers and also those interested in cinema and television attributed the fact of the existence of the dramatic works to the directors may be due to a historical justification. At the same time, the existence of the production world came as a result of the emergence of the production city (Hollywood). This is also a historic fact. The research would tackle all the formative truths to prove the relation and the timeline, i.e., before and after and the synergy that resulted in the existence of the dramatic works that benefited the humanity and those interested in this giving art. The objective of the research is to uncover the formative truth of the dramatic work between direction and production.
The s
... Show MoreEconazole nitrate (EN) is considered as the most effective agent for the treatment of all forms of dermatomycosis caused by dernatophytes. It was formulated as a topical solution in our laboratories. This study was designed to evaluate the effectiveness of Econazol Nitrate in the prepared formula and compared with that of commercial brand, Pevaryl®. A total of 104 patient suffering from dermatomycoses were involved in this investigation. Both formula were applied to the affected skin region in the morning and evening from week to 16 weeks with light massage until complete healing effect was achieved. The data revealed that the percentage of cured patient treated with the prepared formula and reference formula of Ecanozol Nitrate 1% so
... Show MoreIn this paper, a methodology is presented for determining the stress and strain in structural concrete sections, also, for estimating the ultimate combination of axial forces and bending moments that produce failure. The structural concrete member may have a cross-section with an arbitrary configuration, the concrete region may consist of a set of subregions having different characteristics (i.e., different grades of concretes, or initially identical, but working with different stress-strain diagrams due to the effect of indirect reinforcement or the effect of confinement, etc.). This methodology is considering the tensile strain softening and tension stiffening of concrete in additio
A liquid-solid chromatography of Bovine Serum Albumin (BSA) on (diethylaminoethyl-cellulose) DEAE-cellulose adsorbent is worked experimentally, to study the effect of changing the influent concentration of (0.125, 0.25, 0.5, and 1 mg/ml) at constant volumetric flow rate Q=1ml/min. And the effect of changing the volumetric flow rate (1, 3, 5, and 10 ml/min) at constant influent concentration of Co=0.125mg/ml. By using a glass column of (1.5cm) I.D and (50cm) length, packed with adsorbent of DEAE-cellulose of height (7cm). The influent is introduced in to the column using peristaltic pump and the effluent concentration is investigated using UV-spectrophotometer at 30oC and 280nm wavelength. A spread (steeper) break-through curve is gained
... Show MoreDoppler broadening technique is suggested to monitor the development of tumours. It depends on the sensitivity of positronium (Ps) annihilation parameters to the sub- microstructural changes in biological tissues. This technique uses high resolution HpGe detector to measure the lineshape parameters (S and W) in normal mice's mammary tissues and adenocarcinoma mammary tissues as a function of tumour growth. The results demonstrate that the central parameter (S) decreases and the wing parameter (W) increases as the tumour grow. It is found that the S parameter changes considerably with the distribution of voids which are affected by the tumour development. Therefore the present technique can successfully be employed to monitor the developm
... Show MoreBackground: Laparoscopic cholecystectomy
has become the standard of care for the
elective management of cholelithiasis. Little
information exists, however, regarding the
appropriateness of this procedure in the setting
of acute symptomatology.
Objective: This study was designed to
evaluate the outcome of laparoscopic
cholecystectomy in acute and severe acute
cholecystitis based on early and late biliary
complications, their incidence and
management, and conversion rates to open
surgery.
Methods: A prospective study done between
April 2007 and November 2010, in the
department of general surgery, medical city
teaching hospital, Baghdad. Includes patients
with acute cholecystitis admitted f
Bacterial contamination of AL-Habania reservoir was studied during the period from February 2005 to January 2006; samples were collected from four stations (AL-Warrar, AL-Theban regulator, middle of the reservoir and the fourth was towards AL-Razzaza reservoir). Coliform bacteria, faecal Coliforms, Streptococci, and faecal Streptococci were used as parameters of bacterial contamination in waters through calculating the most probable number. Highest count of Coliform bacteria (1500 cell/100ml) was recorded at AL-Razaza during August, and the lowest count was less than (300 cell/100ml) in the rest of the collection stations for all months. Fecal Coliform bacteria ranged between less than 300 cells/100ml in all stations for all months to 700 c
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