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.
Array antennas have an interesting role in the radio astronomy field. The array antennas allow astronomers to obtain high-resolution signals with high sensitivity to weak signals. This paper estimates the meteors' positions entering the Earth's atmosphere and develops a simulation for array antenna radar to analyze the meteor's echoes. The GNU radio software was used to process the echoes, which is a free open-source software development toolkit that provides signal processing blocks to implement in radio projects. Then, the simulation determines the azimuth and elevation of the meteors. An improved Multiple Signal Classification (MUSIC) algorithm has been suggested to analyze these echoes. The detected power of each meteor echo has
... Show MoreThe crystal structure and unit cell dimensions of the (S03) compound have been determined by employing the principles of crystallography.
The X-Ray diffraction spectra of (Sb203) which recorded as a function of different annealing temperatures (100,150,200 and
250)±5c and for durations (0.5 hr,
0
1hr, l.Shr and 2hr), showed a
noticeable improvement, a decreasing in the unit cell dimensions and
an increasing in the number of diffraction spectra.
Indexing of diffraction spectra and refinement of unit cell
dimensions showed that the compound (Sb203) which is a
... Show MoreIn this study 737 stool specimens were collected from people attending some primary health care centres and hospitals in North of Baghdad, during the period from beginning of April 2009 till the end of March 2010. Different factors were examined to be related with the prevalence of Cryptosporidiosis which were (number of family member, travelling history, source of drinking water and domestic animal present). Significant relations (p≤0.05) were observed between infection rate and the following factor: -Number of family member: The high percentage of Cryptosporidium spp positive cases were seen in families composed of (15-19) and (more than 20) individual which were 28.32% and 16.37% respectively when compared with other family clusters -T
... Show MoreGypsum is one of the important construction materials in Iraq in plastering surfaces and gypsum board , the ability of gypsum to give a comfortable an aesthetic ambiance as a construction material increase the need of gypsum , The particle size , total surface area and particle size distribution were factors affecting plaster properties used for construction properties . In this study gypsum paste was used with different mixing ratios of particle size and studied the physical properties of these types of pastes named (standard consistency ,setting time ,density) and compressive strength . The results showed that the water to gypsum ratio increased with increasing the fineness of the gypsum to (0.75%) and the setting time to the maxi
... Show MoreFood comes after air and water in terms of importance in the survival of human beings, In addition, it is the support and strength of health and support, if lost or destroyed man would die or get sick and become a heavy burden on himself and his society. Food, like other sources of life, is subject to various risks and corruption comes from countless sources. Among these dangers is the result of spontaneousness, lack of knowledge or compulsion due to the interaction of variables beyond the will of the producer and the consumer, such as pollution of water, air and environment and their reflection on food consumed by people. However, we can’t deny that some reasons of corruption are intentional and resulting from a planning in advance in
... Show MoreAfter the issuance of agrarian reform first law of 1958 events social economic
accelerating out of sync with political events on the application of the agrarian reform law
issued a government executive branch law number (74) in May 1959 was the introduction of
the ministry of Agrarian reform and the development of a new system of the ministry of
agrarian reform and its department to determine structural ministry the new work started
department of the ministry ptt.
Background: Abdominoplasty is one of the commonest surgical procedures that performed for those patients who had skin laxity, strive and muscle rectur diastasis. Combined using of liposuction and abdominoplasty it can give better result than traditional abdominoplasty with fear complications. Patient and Method: A total number of 25 female patients with age ranging between 27-55 years were underwent lipoabdominoplasty. With extensive liposuction of abdominal wall and selective undermining together with muscle plication. All of our patients had body mass index more than 30. Patients satisfaction and complication were documented postoperatively. Result: All of our patients had no Major complications and the postoperative period passed unevent
... Show MoreA theoretical study by using computer model is presented to study the energy characteristics of the vibrational – rotational levels as a function of the vibrational and rotational quantum number, respectively. The calculations were based on the basis of a multilevel model taking into account the non-equilibrium population of the rotational levels. The computational investigation has been performed to examine the vibrational-rotational characteristics of some hydrogen halides chemical laser molecules. This program takes into account the various molecules of chemical lasers such as, Hydrogen Fluoride (HF), Deuterium Fluoride (DF), Hydrogen Chloride (HCl), and Deuterium Chloride (DCl). The practical difficulties associated with this
... Show MoreBackground: The treatment of articular cartilage defects is one of the most clinical challeng for orthopedic surgeons. Articular cartilage is a highly organized tissue with complex biomechanical properties and substantial durability. However, it has a poor ability for healing, and damage from trauma or degeneration can result in morbidity and functional impairment. debilitating joint pain, dysfunction, and degenerative arthritis Objectives: The purpose of study is to show effectiveness of micro fracture arthroscopy as a method of treatment for such problem . Type of the study: Cros
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