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.
Multimedia applications impose different QoS requirements (e.g., bounded end-to-end delay and jitter) and need an enhanced transport layer protocol that should handle packet loss, minimize errors, manage network congestion, and transmit efficiently. Across an IP network, the transport layer protocol provides data transmission and affects the QoS provided to the application on hand. The most common transport layer protocols used by Internet applications are TCP and UDP. There are also advanced transport layer protocols such as DCCP and TFRC. The authors evaluated the performance of UDP, DCCP, SCTP, and TFRC over wired networks for three traffic flows: data transmission, video streaming, and voice over IP. The evaluation criteria were thro
... Show MoreImage is an important digital information that used in many internet of things (IoT) applications such as transport, healthcare, agriculture, military, vehicles and wildlife. etc. Also, any image has very important characteristic such as large size, strong correlation and huge redundancy, therefore, encrypting it by using single key Advanced Encryption Standard (AES) through IoT communication technologies makes it vulnerable to many threats, thus, the pixels that have the same values will be encrypted to another pixels that have same values when they use the same key. The contribution of this work is to increase the security of transferred image. This paper proposed multiple key AES algorithm (MECCAES) to improve the security of the tran
... Show MoreMany diseases can produce cardiac overload, of these disease hypertension, valve disease congenital anomaly in addition to many other disease. One of the most common diseases causing left ventricle overload is hypertension. A long term hypertension can cause myocardium hypertrophy leading to changes in the cardiac contractility and reduced efficiency. The investigations were carried out using conventional echocardiography techniques in addition to the tissue Doppler imaging (TDI) from which many noninvasive measurements can be readily obtained. The study has involved the effect of hypertension on the myocardium stiffness index through the measurement of early diastolic filling (E) and the early velocity of lateral mitral annulus (E
... Show MoreHydroisomerization of Iraqi light naphtha was studied on prepared Ni-Pt/H-mordenite catalyst at a temperature range of 220-300°C, hydrogen to hydrocarbon molar ratio of 3.7, liquid hourly space velocity (LHSV) 1 hr-1 and at atmospheric pressure.
The result shows that the hydrisomerization of light naphtha increases with the increase in reaction temperature at constant LHSV. However, above 270 0C the isomers formation decreases and the reaction is shifted towards the hydrocracking reaction, a higher octane number of naphtha was formed at 270 °C.
Three phenol-formaldehyde resins having pendant maleimides were prepared by poly condensation of N-(hydroxyphenyl) maleimides with formaldehyde under conditions similar to those in Novolac preparation. The prepared resins were modified by two methods, the first one includes esterification of phenolic hydroxyl groups in the prepared resins via their treatment with benzoyl, acryloyl, methacryloyl and cinnamoyl chlorides respectively in the presence of triethylamine, while the second modification includes free radical polymerization of vinylic bonds in the prepared resins to produce cross-linked thermally stable polymers.
Nasiriya field is located about 38 Km to the north – west of Nasiriya city. Yammama, a giant lower cretaceous reservoir in Nasiriya field which is lithologically formed from limestone. Yammama mainly was divided into three main reservoir units YA, YB1, YB2 and YB3 and it is separated by impermeable layers of variable thickness. An accurate petro physical evolution of the reservoir is of great importance perform an excellent geological model so that four petro physical properties which are shale volume, porosity, water saturation and permeability was re-evaluated. The volume of shale was calculated using the density and neutron logs (VSH-DN) rather than using gamma ray log because of presence a uranium content in the formation that make
... Show MoreMishrif Formation is the main reservoir in Amara Oil Field. It is divided into three units (MA, TZ1, and MB12). Geological model is important to build reservoir model that was built by Petrel -2009. FZI method was used to determine relationship between porosity and permeability for core data and permeability values for the uncored interval for Mishrif formation. A reservoir simulation model was adopted in this study using Eclipse 100. In this model, production history matching executed by production data for (AM1, AM4) wells since 2001 to 2015. Four different prediction cases have been suggested in the future performance of Mishrif reservoir for ten years extending from June 2015 to June 2025. The comparison has been mad
... Show MoreCoupling reaction of 4-amino antipyrene with 2,6-dimethyl phenol gave bidentate azo ligand. The prepared ligand was identified by Microelemental Analysis, 1HNMR, FT-IR and UV-Vis spectroscopic techniques. Treatment of the prepared ligand with the following metal ions (CoII, NiII, CuII, ZnII, CdII, and HgII) in aqueous ethanol with a 1:2 M:L ratio and at optimum pH, yielded a series of neutral complexes of the general formula [M(L)2Cl2]. The prepared complexes were characterized using flame atomic absorption, (C.H.N) Analysis, FT-IR and UVVis spectroscopic methods as well as magnetic susceptibility and conductivity measurements. Chloride ion content was also evaluated by (Mohr method). The nature of the complexes formed were studied followin
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