Preferred Language
Articles
/
LxfC744BVTCNdQwCUlrJ
Fractional Brownian motion inference of multivariate stochastic differential equations
...Show More Authors

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.

Scopus
Publication Date
Wed Apr 01 2020
Journal Name
Plant Archives
Monitoring of green gram [Vigna radiata (L.)] pests at Baghdad in Iraq
...Show More Authors

Scopus
Publication Date
Fri Dec 01 2023
Journal Name
Baghdad Science Journal
Antioxidant Activity of Endophytic Bacteria isolated from (Pyrrosia piloselloides) (L) M.G. Price
...Show More Authors

Endophytic bacteria produced analogous secondary metabolites of their hosts. Similarly, the ability to generate antioxidants is not an exception. Dragon scales (Pyrrosia piloselloides), an epiphytic plant of the Polypodiaceae family, are frequently overlooked. This research aims to isolate antioxidant-producing bacteria from dragon-scale fern leaves. The antioxidant activities were tested after the extraction procedure using ethanolic extract. Bacteria were characterized and selected as candidates for antioxidant production by screening for the production of total phenolic compounds. Antioxidant levels were determined utilizing the ABTS, FRAP, and DPPH techniques. The preliminary findings of the entire phenolic compound test rev

... Show More
View Publication Preview PDF
Scopus (5)
Scopus Crossref
Publication Date
Sun Jul 09 2023
Journal Name
Journal Of Engineering
Testing and Commissioning of a Low-Speed Wind Tunnel (LSWT) Test Section
...Show More Authors

The calibration of a low-speed wind tunnel (LSWT) test section had been made in the present work. The tunnel was designed and constructed at the Aerodynamics Lab. in the Mechanical Engineering Department/University of Baghdad. The test section design speed is 70 m/s. Frictional loses and uniformity of the flow inside the test section had been tested and calibrated based on the British standards for flow inside ducts and conduits. Pitot-static tube, boundary layer Pitot tube were the main instruments which were used in the present work to measure the flow characteristics with emphasize on the velocity uniformity and boundary layer growth along the walls of the test section. It is found that the maximum calibrated velocity for empty test s

... Show More
View Publication Preview PDF
Crossref (1)
Crossref
Publication Date
Wed Sep 30 2015
Journal Name
College Of Islamic Sciences
Break in the bond And its impact on the difference of scholars
...Show More Authors

Break in the bond and its impact on the difference of scholars

View Publication Preview PDF
Publication Date
Mon Mar 08 2021
Journal Name
Baghdad Science Journal
Changes in the serum level of the trace elements in chronic renal
...Show More Authors

Were studied changes in the concentration of copper, iron and zinc in blood serum of one hundred patients with chronic kidney and treated dialysis blood were also measured the level of calcium kidney and phosphate Calciotropic in serum of these patients took samples of blood from these patients before and after treatment dialysis vessels as well as the statement of changes in those standards Alkimaahiatih Results were compared with twenty-five healthy people (control group)

View Publication Preview PDF
Crossref
Publication Date
Thu Sep 01 2011
Journal Name
Journal Of Baghdad College Of Dentistry
Push out bond strength of different obturation systems (An in vitro study)
...Show More Authors

Background: The bond strength of the root canal sealers to dentin seems to be a very important property for maintaining the integrity and the seal of root canal filling. The aim of this study was to evaluate the shear bond strength of four different obturation systems using push-out test. Materials and methods: Forty straight palatal roots of the maxillary first molars teeth were used in this study, these roots were instrumented using crown down technique and ProTaper system, instrumentation were done with copious irrigation of 2.5% sodium hypochlorite and 17% buffered solution of EDTA was used as final irrigant followed by distilled water, roots were randomly divided into four groups according to the obturation system (ten teeth for each g

... Show More
View Publication Preview PDF
Publication Date
Sun Jul 09 2017
Journal Name
Current Research In Microbiology And Biotechnology
The chronic effects of glucosamine sulfate (GS) on kidney in Albino Mice
...Show More Authors

View Publication Preview PDF
Publication Date
Fri Jun 28 2013
Journal Name
Journal Of Materials Science And Engineering B
Synthesis of Zirconia Nanoparticles in Distilled Water Solution by Laser Ablation Technique
...Show More Authors

Pulsed laser ablation in liquid (PLAL) has become an increasingly important technique for metals production and metal oxides nanoparticles (NPs) and others. This technique has its many advantages compared with other conventional techniques (physical and chemical). This work was devoted for production of zirconia (ZrO2) nanoparticles via PLAL technique from a solid zirconium target immersed in a wet environment in order to study the effect of this environment on the optical properties and structure of ZrO2 nanoparticles. The solutions which used for this purpose is distilled water (D.W). The produces NPs were characterized by mean of many tests such as UV-visible (UV-Vis.), transmission electron microscope (TEM) and Z-Potential. The UV-Vis.

... Show More
View Publication Preview PDF
Crossref (4)
Crossref
Publication Date
Thu Oct 01 2020
Journal Name
Journal Of Engineering
A Study of Fluctuation and Expansion Ratios for Gas-Solid Fluidized Columns
...Show More Authors

The fluctuation and expansion ratios have been studied for cylindrical gas-solid fluidized columns by using air as fluidizing medium and Paracetamol as the bed material. The variables were the column diameter (0.0762, 0.15, and 0.18 m), static bed height (0.05, 0.07, and 0.09 m), and air velocity to several times of minimum fluidization velocity. The results showed that both the fluctuation and expansion ratios had a direct relation with air velocity and an inverse one with column diameter and static bed height. A good agreement was between the experimental results and the calculated values by using the correlation equations from the literature.

View Publication Preview PDF
Crossref
Publication Date
Tue Jan 08 2019
Journal Name
Iraqi Journal Of Physics
Detection and interpretation of clouds types using visible and infrared satellite images
...Show More Authors

One of the most Interesting natural phenomena is clouds that have a very strong effect on the climate, weather and the earth's energy balance. Also clouds consider the key regulator for the average temperature of the plant. In this research monitoring and studying the cloud cover to know the clouds types and whether they are rainy or not rainy using visible and infrared satellite images. In order to interpret and know the types of the clouds visually without using any techniques, by comparing between the brightness and the shape of clouds in the same area for both the visible and infrared satellite images, where the differences in the contrasts of visible image are the albedo differences, while in the infrared images is the temperature d

... Show More
View Publication Preview PDF
Crossref