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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
Sun May 28 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
The Use of Bark Water Extracts of Eucalyptus camaldulensis to Control the Snail Host Bulinus truncates of Urinary Schistosomiasis
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  The present study is a contribution to determine the effect of bark water extracts of the common trees of Eucalyptus camaldulensis to control the snail intermediate host (Bulinus truncatus) of urinary Schistosomiasis in Iraq. It was found that the lethal concentrations of bark phytochemicals to this snail were ranging from 10gm/l to 50gm/l.The effect of bark extracts was very remarkable during the first 24 hours.

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Publication Date
Mon Aug 07 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Purification of Fungul Glucoamylase and Study the Effect of Concentration And Thermal Processing on Enzymatic Activity of Starch Hydrolysis
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Glucoamylase from black Aspergillus niger isolate was purified by ammonium sulfate precipitation and sephadex G 200 filtration. A trial for the purification of glucoamylase resulted in an enzyme with a specific activity of 6472 unit/mg protein with 10 times fold. The main goal of the present work was to test this enzyme in hydrolyzing the raw starch. Two substrates were used: corn starch and potato starch 2% (w/v). The effect of enzyme dosage and thermal processing of substrate on kinetics and efficiency of hydrolysis were studied. The results suggested that the glucoamylase activity is increased as the increase of enzyme concentration and the enzyme was sufficiently effective in hydrolyzing tested raw starch, and thermal modification of

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Publication Date
Wed May 31 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Effects of Different Levels of Urea and Superphosphate Fertilizer in Some Growth Characters and the Yield of Fenugreek plant
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An experiment was conducted in pots with 4 Kg soil per pot in the green house of Biology department, College of Education (Ibn Al-Haithum), university of Baghdad, the growing season of (2008-2009), to study the effects of four levels of urea (0, 0.1, 0.2, 0.4) g/pot, that equivalent to (0, 100, 200 and 400) Kg/ha. Also three levels of superphosphate fertilizer (0.2, 0.1, and 0) g/pot, that equivalent to (200, 100, and 0) Kg/ha were added to the local yields components. The result showed that the high level of both fertilizer (400 Kg urea/ha and 200 Kg superphosphate/ha) caused a significant increase in number of pods/plant, dry weight of pods, the weight of 100 seeds and the weight of all seeds/plant, with a significant decrease in the c

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Publication Date
Mon Dec 20 2021
Journal Name
Bulletin Of The Iraq Natural History Museum (p-issn: 1017-8678 , E-issn: 2311-9799)
IMPACT OF THARTHAR ARM WATER ON COMPOSITION AND DIVERSITY OF COPEPODA IN TIGRIS RIVER, NORTH OF BAGHDAD CITY, IRAQ
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This study is considered to be the first on this sector of Tigris River after 2003, to evaluate the effect of Tharthar Arm on the composition and diversity of Copepoda in Tigris River. Six sampling sites were selected; two on the Tharthar Arm and four sites along the Tigris River, one before the confluence as a control site and the others downstream the confluence; thirty-five copepod taxa were recorded, 34 taxa in the Tigris River and 25 taxa in the Tharthar Arm.
The highest density of Copepoda was in site 2 at Tharthar Arm was 265584.2 Ind./m3 lead to an increasing in Copepoda density in Tigris River from 63878.2 Ind./m3 in site 1 before the confluence to 127198.3 Ind./m3 in site 4 immediately downstream the confluence. Also, the me

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Scopus (8)
Crossref (2)
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Publication Date
Sun Oct 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Influence of the basic elements of knowledge management in strategic performance/filed research sample of private banks in Baghdad
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objective  the research to diagnosis and interpretation of the nature of the effect between the  basic elements of knowledge management (tecgnology , structure , culture , process , human resource ) and the strategic performance of the Iraqi private banks, the research community and the level dimensions, and I've tested this research in the private banking sector represented by (7), especially in Baghdad, Iraqi banks, and applied research on sample consisting of 100 distributors in several administrative levels Director (Director, Director of the department, branch manager), and use the researcher questionnaire Head to collect data and information tool, and some private banks annual reports, has sought research to test

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Crossref
Publication Date
Sun Aug 06 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Effects of Rustamiyah treatment plant effluent on concentration of some heavy metals in water and sediment of Diyala river
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      Concentrations  of  four  heavy  metals, Zinc , Copper , Lead  and  Cadimium  were  determed  in  water  and  sediment  samples   collected bi-weekly  from  six  sampling sites  on  the  lower  part  of  River  Diyala    during  low  flow  period  (August  to  October)  and   high  flow  period  (April  to  June). A  reference  point site (1)  was  situated   upstream the  effects  of  the  effluent. Present  work  describes  the  e

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Publication Date
Thu Sep 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
A practical study of the problems of queues for vehicles in some filling stations in the city of Baghdad
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 According to the circumstances experienced by our country which led to Occurrence of many crises that are the most important crisis is gaining fuel therefore , the theory of queue ( waiting line ) had been used to solve this crisis and as the relevance of this issue indirect and essential role in daily life  .

This research aims to conduct a study of the distribution of gasoline station in (both sides AL – kharkh and AL Rusafa, for the purpose of reducing wasting time and services time through the criteria of the theory of queues and work to improve the efficiency of these stations by the other hand. we are working to reduce the cost of station and increase profits by reducing the active serv

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Crossref
Publication Date
Sun Feb 10 2019
Journal Name
Iraqi Journal Of Physics
A study of the effect of silica particles addition on some physical properties of PVC as a packaging material
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In this work, varying compositions of SiO2 micro filler were added
with the Polyvinyl Chloride (PVC) and samples have been prepared
using film casting technique. The results have been analyzed and
compared for PVC samples with (1 wt%, 3 wt%, 5 wt% and 10 wt%)
SiO2 micro filler. Mechanical characteristics such as tensile strength,
elongation at break and Young`s modulus were measured for all the
samples, where the tensile strength was increased from 8.39 Mpa for
purified PVC to 16 Mpa for 3% SiO2/PVC composite. Also, thermal
conductivity measurement values illustrated that composite materials
have a good thermal insulation at 10 wt. %, thermal conductivity was
decreased from 0.1684 W/m.

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Crossref
Publication Date
Mon Jul 01 1996
Journal Name
Bulletin Of The Iraq Natural History Museum (p-issn: 1017-8678 , E-issn: 2311-9799)
THE EFFECT OF DIFFERENT LEVELS OF NEMATODE POPULATION DENSITIES ON SEED GERMINATION PERCENTAGE AND SEEDLING CHARACTERISTICS OF SEVERAL CROPS
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Labrotary experiment was conducted to study the effect of different levels of nematode population densities of Meloidogyne spp on seed germination percentage and seedling characteristics of Vigna sinensis, Ahelmoschus esculentus, Cicer arietinum, Helianthus annuus and Rap-hanus sativus. Four different levels of nematode populat-ion densities ranged from 1 to 4 prepared from radish in-fected roots and used as inoculating agent to infect all seed types in the experiment Seed germination percentage of Vigna sinensis and Ablemoschus eseulentus were highly reduced (at 0.01 level of significance) with increased nematode population level from 1 to 4. Seedling length of the remaining seed types were significantly reduced (at 0.01 level of signif

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Publication Date
Tue Sep 15 2020
Journal Name
Al-academy
Formal Function of Guiding Sign in the design of Interior Spaces of Airports: أسـامـة غانـم نـوري -أحمـد ناجــي علــي
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  The research addressed the formal functions resulting from the use of various guiding signs in the design of the interior spaces of airports in various pragmatic, expressive and psychological aspects. The aim is to identify the functions the guiding signs perform in facilitating and organizing the travelers' movement and satisfying the needs of the visitors and users of the unfamiliar places which they intend to visit, the nature of the services offered by these signs as one of the important parts within their general design. The research also identified the concept and types of signs as a means of visual communication and how to employ them in the design of the airports public spaces, and what are the criteria of their use and fu

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