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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.

Scopus
Publication Date
Mon Jun 30 2014
Journal Name
Al-kindy College Medical Journal
The Efficacy of fractional CO2 laser in management of surgical wound scars
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Background: Atrophic postoperative and traumatic scarring are common cosmetic problems for patients. Combining CO2 laser ablation with a fractional photothermolysis system in a treatment known as ablative fractional resurfacing fulfilling the new demands for a lesser risk of side effects and minimal or no downtime.Objective: To assess the safety and efficacy of ablation fractional CO2 laser treatments for surgical scarring .methods: Twenty one patient ( 14 women, and 7 men ) with various skin types , I to IV , aged 3 to 48 years , presents with 24 scars between June and December 2012 , four patients excluded from study because they are not continued in follow up , the remaining 17 patient completed all 3 treatments & 6 months follow

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Publication Date
Tue Mar 14 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Uni and Multivariate Optimization for the Spectrophotometric Determination of Cimetidine Drug via Charge-Transfer Complex Formation
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  Charge transfer complex formation method has been applied for the spectrophotometric determination of cimetidine, in bulk sample and dosage form. The method was accurate, simple, rapid, inexpensive and sensitive depending on the formed charge- transfer complex between cited drug and, 2,3-Dichloro-5,6-dicyano-p- benzoquinone (DDQ) as a chromogenic reagent. The formed complex shows absorbance maxima at 587 nm against reagent blank. The calibration graph is linear in the ranges of (5.0 - 50.0) µg.mL-1 with detection limit of 0.268µg.mL-1. The results show the absence of interferences from the excipients on the determination of the drug. Therefore the proposed method has been successfully applied for the determination of cimetid

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Publication Date
Mon Dec 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
A comparative study of stylistic kriging and Co - kriging Multivariate on the barley crop in Iraq
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  This paper deals  the prediction of the process of  random spatial data of two properties, the first is called  Primary variables  and the second is called secondary  variables ,   the method  that were used in the  prediction process for this type  of data is technique Co-kriging  , the method is usually used when the number of primary variables  meant to predict for one of its elements is measured in a particular location a few (because of the cost or difficulty of obtaining them) compare with secondary variable which is the number of elements  are available and  highly correlated with primary variables, as was the&nbs

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Crossref
Publication Date
Sat Jan 20 2024
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Enhanced Support Vector Machine Methods Using Stochastic Gradient Descent and Its Application to Heart Disease Dataset
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Support Vector Machines (SVMs) are supervised learning models used to examine data sets in order to classify or predict dependent variables. SVM is typically used for classification by determining the best hyperplane between two classes. However, working with huge datasets can lead to a number of problems, including time-consuming and inefficient solutions. This research updates the SVM by employing a stochastic gradient descent method. The new approach, the extended stochastic gradient descent SVM (ESGD-SVM), was tested on two simulation datasets. The proposed method was compared with other classification approaches such as logistic regression, naive model, K Nearest Neighbors and Random Forest. The results show that the ESGD-SVM has a

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Crossref
Publication Date
Sun Jul 01 2012
Journal Name
Baghdad University College Of Education Ibn Al-haitham
Numerical Solution of Linear System of Fredholm Integral Equations Using Haar Wavelet Method
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The aim of this paper is to present the numerical method for solving linear system of Fredholm integral equations, based on the Haar wavelet approach. Many test problems, for which the exact solution is known, are considered. Compare the results of suggested method with the results of another method (Trapezoidal method). Algorithm and program is written by Matlab vergion 7.

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Publication Date
Thu Apr 27 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Existence and Uniqueness of The Solution of Nonlinear Volterra Fuzzy Integral Equations
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 In this paper, we proved the existence and uniqueness of the solution of nonlinear Volterra fuzzy integral equations of the second kind.
 

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Publication Date
Sun Oct 10 2021
Journal Name
Journal Of Physics
A novel kite cross hexagonal search algorithm for fast block motion estimation
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The performance quality and searching speed of Block Matching (BM) algorithm are affected by shapes and sizes of the search patterns used in the algorithm. In this paper, Kite Cross Hexagonal Search (KCHS) is proposed. This algorithm uses different search patterns (kite, cross, and hexagonal) to search for the best Motion Vector (MV). In first step, KCHS uses cross search pattern. In second step, it uses one of kite search patterns (up, down, left, or right depending on the first step). In subsequent steps, it uses large/small Hexagonal Search (HS) patterns. This new algorithm is compared with several known fast block matching algorithms. Comparisons are based on search points and Peak Signal to Noise Ratio (PSNR). According to resul

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Scopus
Publication Date
Wed May 17 2023
Journal Name
Journal Of Engineering
Design of a Differential Chaotic on-off keying communication system
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Among the available chaotic modulation schemes, differential chaos shift keying (DSCK) offers the perfect noise performance. The power consumption of DCSK is high since it sends chaotic signal in both of 1 and 0 transmission, so it does not represent the optimal choice for some applications like indoor wireless sensing where power consumption is a critical issue. In this paper a novel noncoherent chaotic communication scheme called differential chaos on-off keying (DCOOK) is proposed as a solution of this problem. With the proposed scheme, the DCOOK signal have a structure similar to chaos on-off keying (COOK) scheme with improved performance in noisy and multipath channels by introducing the concept of differential coherency used in DCS

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Crossref
Publication Date
Sun Aug 03 2014
Journal Name
Journal Of Advances In Mathematics
On types of Delay in Delay Differential equation
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Publication Date
Wed Mar 10 2021
Journal Name
Baghdad Science Journal
numerical solution of nth order linear dealy differential
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in this paper fourth order kutta method has been used to find the numerical solution for different types of first liner

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