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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.

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Publication Date
Wed Jan 10 2024
Journal Name
Nanotechnology
Improving the targeted delivery of curcumin to esophageal cancer cells via a novel formulation of biodegradable lecithin/chitosan nanoparticles with downregulated miR-20a and miR-21 expression
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Abstract<p>Nanoencapsulation, employing safe materials, holds substantial promise for enhancing bioactive compounds’ delivery, stability, and bioactivity. In this study, we present an innovative and safe methodology for augmenting the incorporation of the anticancer agent, curcumin, thereby inducing apoptosis by downregulating miR20a and miR21 expression. Our established methodology introduces three pivotal elements that, to our knowledge, have not undergone formal validation: (1) Novel formulation: We introduce a unique formula for curcumin incorporation. (2) Biocompatibility and biodegradability: our formulation exclusively consists of biocompatible and biodegradable constituents, ensuring t</p> ... Show More
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Publication Date
Mon Feb 23 2026
Journal Name
Journal Of Baghdad College Of Dentistry
An Evaluation of Olive Oil as a Separating Medium and Its Effect on Some Mechanical Properties of Processed Acrylic Resin Denture Base (A Comparative Study). Part Two
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Background: During acrylic resin processing, the mold must be separated from the surface of the gypsum to prevent liquid resin from penetrating into the gypsum, and water from the gypsum seeping into the acrylic resin. For many years, tin foil was the most acceptable separating medium, and because it's difficult to apply, a tin-foil substitute is used. In this study, olive oil is used as an alternative to tin foil separating medium for first time, and evaluating its effect as a separating medium on some mechanical properties such as (indentation hardness and transverse strength) of acrylic resins denture base comparing it with those processed using tin-foil and tin foil substitute such as (cold mold seal) separating medium. Materials and M

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Publication Date
Thu Nov 08 2018
Journal Name
Iraqi National Journal Of Nursing Specialties
Suggested Technique for Creating Physical Growth Curves Charts for Anthropometric Measurements in Admixed form in a sample of children under two years of age In Diyala Governorate
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Objective: This study aimed to assessing new suggested technique of Physical Growth Curves (PGC) charts in
children under two years old of a non-probability sample.
Methodology: A non-probability sample of size (420) children under two years selected from 12 Primary
Health Care Centers in Diyala governorate during the period from 15th Nov. 2010 to 13th Mar. 2011
according to admix of a different properties together in one chart/or growth curve chart included in at least
weight, Height, and Head circumference.
Results: the results showed different properties that can be admix together in one chart/or growth curve
chart included in at least weight, Height, and Head circumference. And to overtake the problem of the norm

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Publication Date
Tue Feb 01 2022
Journal Name
Baghdad Science Journal
Impact of Culture Media Composition, Nutrients Stress and Gamma Radiation on Biomass and Lipid of the Green Microalga, Dictyochloropsis splendida as a Potential Feedstock for Biodiesel Production
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Biodiesel production from microalgae depends on the biomass and lipid production. Both biomass and lipid accumulation is controlled by several factors. The effect of various culture media (BG11, BBM, and Urea), nutrients stress [nitrogen (N), phosphorous (P), magnesium (Mg) and carbonate (CO3)] and gamma (γ) radiation on the growth and lipid accumulation of   Dictyochloropsis splendida were investigated. The highest biomass and lipid yield of D. splendida were achieved on BG11 medium. Cultivation of D. splendida in a medium containing 3000 mg L−1 N, or 160 mg L−1 P, or 113 mg L−1 Mg, or 20 mg L-1 CO3, led to enhanced growth rate. While u

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Publication Date
Wed Sep 01 2021
Journal Name
Baghdad Science Journal
Effects of Nitrogen and Sulfur Sprays on the Growth and Production of Broccoli Brassica Oleracea var. Italica L.: nitrogen and sulfur spray enhance broccoli growth and production
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In order to achieve optimal plant growth and production, essential nutrients must be readily available in adequate quantities and in a balanced proportion to give a good yield, especially broccoli which has health benefits that may not be found in many other plants. For this purpose, this experiment was carried out during the seasons 2019/2020 in the botanical garden of the Department of Biology, College of Science for Women, University of Baghdad, to study the effects of nitrogen and sulphur and their interaction on eight parameters reflecting the overall traits of vegetative growth, yield, and chlorophyll content of broccoli Brassica oleracea L. (var. italic JASSMINE F1 Hybrid). A factorial design with three replicates was use

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Publication Date
Wed Jan 10 2024
Journal Name
Annals Of Applied Sport Science
The Effect of an Electronic Device Designed to Measure the Knee Bending Angle in Developing the Skill of Catch and Clearance the High Ball for Football Goalkeepers
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Background. The use of modern aids and technology has contributed greatly to football development, the goalkeeper is the most important position in the team, and the use of devices gave objective readings about the goalkeeper's ability in terms of skill and physical aspects. Objectives. The research aimed to prepare exercises using an electronic device to measure the knee bending angle because of its great importance in developing the skill of catching and dimensions of the high ball for football goalkeepers. Methods. The researchers used the experimental method, and the sample consisted of (4) male goalkeepers under 15 years of age, one of the research procedures was to determine the biomechanical variables affecting the development of the

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Publication Date
Fri Dec 23 2022
Journal Name
Iraqi Journal Of Pharmaceutical Sciences ( P-issn 1683 - 3597 E-issn 2521 - 3512)
Anti-obesity effect of simvastatin and omega-3 and its combination on obese model male Wistar rats: Effect of simvastatin, omega-3 and their combination on UCP1
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      Strategies to reduce obesity have become main priority for many health institution and health staff around the world, as the prevalence of obesity has risen and exacerbated in most of the world mainly because of the modern life style which tend to be more sedentary with an increase eating unhealthy fast western food. Many years ago, the lipid-lowering drug simvastatin; and omega-3 were considered as a traditional lipid-lowering drug that have been well-documented to possess anti-inflammatory, cardioprotective and triglyceride-lowering properties; and their co-administration may demonstrate a complementary effect in lowering patients' triglycerides and total cholesterol to treat atherosclero

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Publication Date
Tue Sep 13 2022
Journal Name
وقائع المؤتمر العلمي الدولي التاسع / المجلة الامريكية الدولية للعلوم الانسانية والاجتماعية
The Relationship between Job Satisfaction and Organizational Loyalty among Baghdad University Employees in light of Covid- 19 A Descriptive Analytical Study (University of Baghdad as a model)
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The educational service industry is one of the most negatively affected industries by the spread of the COVID-19 pandemic. Government agencies have taken many measures to slow its spread, and then restrict movement and gatherings and stop recreational activities. Furthermore, the repercussions of the curfew had a significant impact due to the interruption in actual attendance for students and employees, and the severity of the Covid-19 crisis and its (economic, social, security, humanitarian and behavioral) effects on all societies and work sectors is no secret to anyone. Iraq, like other countries, was also affected by the negative impact of Covid-19 pandemic in all fields of institutional work, especially public fields, and specifically t

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Publication Date
Sat Jul 01 2023
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Auditing the technical reserves of the aircraft body insurance branch and its reflection on the fairness of the financial statements : applied research in the National Insurance Company
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The research gained its importance from the importance of technical reserves in the insurance activity and its impact on the result of the activity of insurance companies and their financial position and thus reflected on the insurance prices as the technical reserves are one of the most important and most valuable budget items usually, as well as that the insurance activity has a role in maintaining economic development where some countries develop laws and instructions for the formation of those reserves binding application to insurance companies and the fact that the financial statements in general are of interest to shareholders, banks, the General Tax Authority and other beneficiaries In the insurance activity as policyholders and t

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Publication Date
Thu Feb 09 2023
Journal Name
Journal Of Educational And Psychological Researches
An Evaluation Study of the Classroom Activities within the Developed English Course (Flying High) for the High School First- Grade Students in View of Creative Thinking Skills
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The study aims to examine the classroom activities of the developed English course (Flying High) for the high school first-grade students, identify creative thinking skills appropriate for this grade, and show the extent the classroom activities involve these skills from the female- teachers ‘point of view. The study adopted the descriptive survey method. The study community consists of all (50) English female-teachers who teach high school first grade in Arar city during the academic year (1440 -1441 A.H, the first semester). The study was applied to all respondents. The researcher used a questionnaire as a study tool. The study revealed that the female-teachers reported their disagreement and refusal of the classroom activities in th

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