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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
Sun Mar 01 2020
Journal Name
Iop Conference Series: Materials Science And Engineering
Effect of Cold Atmospheric Pressure Plasma on Fertility Hormones for Female Rats
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Abstract<p>The direct application of cold atmospheric plasma (CAP) is the main scope of plasma medicine in or on the organism for curative purposes. Cold plasma is both effective in disrupting a wide range of microorganisms including multiple drug resistant ones (MDRs) and to stimulate proliferation of mammalian cells. It has obtained by Floating Electrode Dielectric Barrier Discharge (FE-DBD) system. The present study aimed to show the effected of cold plasma on the fertility hormones LH, Prolactin, Estrogen, and Testosterone hormones for healthy adult female rats (Albino) / bulb c). There are divided into many groups according to time exposure of plasma (15, 30, 60, and 90 second) and a refere</p> ... Show More
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Publication Date
Sun Nov 01 2015
Journal Name
Research In Social And Administrative Pharmacy
Evaluation of instruments to assess health literacy in Arabic language among Iraqis
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Publication Date
Sun Sep 07 2014
Journal Name
Baghdad Science Journal
Structural and Electrical Properties Dependence on Annealing Temperature of Bi Thin Films
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In this work the effect of annealing temperature on the structure and the electrical properties of Bi thin films was studied, the Bi films were deposited on glass substrates at room temperature by thermal evaporation technique with thickness (0.4 µm) and rate of deposition equal to 6.66Å/sec, all samples are annealed in a vacuum for one hour. The X-ray diffraction analysis shows that the prepared samples are polycrystalline and it exhibits hexagonal structure. The electrical properties of these films were studied with different annealing temperatures, the d.c conductivity for films decreases from 16.42 ? 10-2 at 343K to 10.11?10-2 (?.cm)-1 at 363K. The electrical activation energies Ea1 and Ea2 increase from 0.031 to 0.049eV and

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Publication Date
Wed Mar 04 2015
Journal Name
Environmental Earth Sciences
Isotopic study of water resources in a semi-arid region, western Iraq
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Publication Date
Fri Jun 01 2012
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Role of financial institutions in stimulating economic activity in globalized economy crises
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Financial Institutions are central to all most all Macroeconomic debates. They explain the market for money creation and Exchange the financial assets such as money stock and bonds play a central role in organizing and coordinating our economy. Financial Institutions’ position in economy is urgent position especially in the economic crises, they want to realize their profit target but this target conflicts with the target of monetary policy or fiscal policy or economic policy some time.

         Financial Institution assets affect in technological factors and political factor. Those factors cause increasing or decreasing in wealth of the countries. The old classical crises was form real s

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Publication Date
Mon Nov 01 2010
Journal Name
Journal Of Systems And Software
Development of Java based RFID application programmable interface for heterogeneous RFID system
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Publication Date
Sat Apr 01 2017
Journal Name
Iosr Journal Of Agriculture And Veterinary Science
Determining Lethal Doses of Boron in Japanese Quails (Coturnix coturnix japonica) Diets
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This study carried out in animal field in the Department of animal production /Faculty of Agriculture /University of Baghdad, Al Gadria Campus. 80 Japanese quail divided into four parameters used in this study. These quails are treated with boron (B) in the diets (boric acid 16% B) with concentration 0, 50, 75, 100 mg /kg. diets for 120 hours. the following characteristics are examined: changes in the rate of body weight (BL), concentrate of hemoglobin (Hb), hematocrit (PCV%), and the ratio of heterophile to Lymphocyte (H/L ratio). The results indicated that the high levels of B led to a Significant decrease in BL and significantly increased in hematocrit PCV% with significant decrease in Hb, and increasing in the H/L ratio. The anatomy of

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Publication Date
Sun Jul 12 2020
Journal Name
International Journal Of Research In Social Sciences And Humanities
THE USE OF PRODUCT LIFE CYCLE ASSESSMENT TECHNOLOGY TO ACHIEVE PRODUCT SUSTAINABILITY
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This research aims to demonstrate the knowledge pillars of the product life cycle assessment technique and how to measure the cost according to this technique, and to clarify its role in reducing costs, improving product quality and optimizing the use of available resources, and a set of results has been reached, the most important of which are: The separation of environmental costs through the use of product life cycle assessment technique helps the Management in handling the increase of these costs, reducing the rates of environmental pollution and preserving resources, which contributes to achieving the sustainability of the product, and based on the results obtained, a set of recommendations were presented, the most important of which w

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Publication Date
Wed Apr 01 2020
Journal Name
Indian Journal Of Ecology
Isolation and molecular identification of yersinia entercolitica in Bovine Meat in Iraq
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Scopus
Publication Date
Sun Sep 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
The role of competitive intelligence and reverse engineering to achieve competitive advantage
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Abstract

In light of the great technological development and the emergence of globalization has increased global competition, where it became competitive exercise pressure on all sectors. In light of this companies mast enviorment depend on the means that keeps them on the competitive position through access to information about competitors in order to help them to draw a strategy that will achieve a competitive edge either through excellence or reduce the costs of their products and this means intelligence competitive and reverse engineering that help to gain information on competitors analyze and put of the decision-maker From this point formed the idea of ​​research in the statement of the role of

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