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 Jan 01 2020
Journal Name
Journal Of Southwest Jiaotong University
Evaluation of Photovoltaic Solar Power of a Dual-Axis Solar Tracking System
...Show More Authors

In this research project, a tip-tilting angle of a photovoltaic solar cell was developed to increase generated electrical power output. An active, accurate, and simple dual-axis tracking system was designed by using an Arduino Uno microprocessor. The system consisted of two sections: software and apparatus (hardware). It was modified by using a group of light-dependent resistor sensors, and two DC servo motors were utilized to rotate the solar panel to a location with maximum sunlight. These components were arranged in a mechanical configuration with the gearbox. The three locations of the solar cell were chosen according to the tilt angle values, at zero angles, which included an optimal 33-degree angle for the Baghdad location and

... Show More
View Publication Preview PDF
Crossref (3)
Crossref
Publication Date
Sat Jan 01 2022
Journal Name
Journal Of The Mechanical Behavior Of Materials
Identification of the main causes of risks in engineering procurement construction projects
...Show More Authors
Abstract<p>Many risks have adverse consequences for construction projects’ objectives such as quality, schedule, and cost. As engineering procurement construction (EPC) contracts gradually become one of the most common types used in implementing major large-scale construction projects, identifying common risk types and analyzing their root causes is important for developing measures to decrease and eliminate future risks in these types of contracts. The information about the main causes of risks was collected <italic>via</italic> well-structured questionnaires addressed to construction sector professionals and preparing lists of main potential risks in EPC/construction projects throu</p> ... Show More
View Publication
Crossref (3)
Crossref
Publication Date
Mon Jun 15 2020
Journal Name
Journal Of Baghdad College Of Dentistry
Effect of plasma treatment on some surface properties of acrylic resin polymer
...Show More Authors

Background: Polymer surfaces usually present problems in bonding and finishing due to their low hydrophilicity. The aim of this study is to investigate the effect of plasma treatment with the use of two types of gases (oxygen and argon) on surface roughness, and chemical surface properties of acrylic resin denture base polymer material. Materials and Methods: Three heat cured acrylic resin specimens of (2*8*30 mm) dimensions were prepared for each test carried out in this study. Two tests were conducted, surface roughness test and chemical surface analysis test. Results: Application of plasma treatment increased surface roughness for both oxygen and argon plasma treated acrylic resin specimen groups compared with control untreated group,

... Show More
View Publication Preview PDF
Scopus (3)
Crossref (1)
Scopus Crossref
Publication Date
Tue May 01 2018
Journal Name
Journal Of Physics: Conference Series
Strong Convergence of Iteration Processes for Infinite Family of General Extended Mappings
...Show More Authors

View Publication
Scopus (9)
Crossref (9)
Scopus Clarivate Crossref
Publication Date
Wed Jul 01 2020
Journal Name
Iop Conference Series: Materials Science And Engineering
Experimental and Numerical Comparison of Prestressed Perforated Concrete Rafters of Different Configurations
...Show More Authors
Abstract<p>This paper demonstrates an experimental and numerical study aimed to compare the influence of openings of different configurations on the flexural behavior of prestressed concrete rafters. The experimental program consisted of testing six simply supported prestressed concrete rafters; 5 rafters are perforated, and the other one is solid as a reference. All rafters were tested under monotonic midpoint load. The variable which has been investigated in this work was the opening’s configuration (quadrilateral or circular) with the same upper and lower chords depths. The results indicate improvement in the beam flexural behavior using the circular openings compared to the quadrilateral o</p> ... Show More
View Publication Preview PDF
Scopus (5)
Crossref (4)
Scopus Crossref
Publication Date
Sun Aug 25 2019
Journal Name
Journal Of University Of Babylon For Engineering Sciences
Observation of Consolidation and Permeability Parameters of Soil Stabilized By Cutback Asphalt
...Show More Authors

For design purposes, it`s necessary to know the compression rate of soil layers which might be happened when it`s subjected to effective stresses. Also, it`s essential to know the rate of flow through soil mass specially for the design of marine structures or earth embankment. These two important behavior could be predicted from the coefficient of consolidation (Cv) and the coefficient of permeability (k). This study shows the effect of cutback asphalt stabilization on Cv and k and other compressibility factors, the investigation was done for silty clay samples, specimens were prepared by mixing the soil with different percentage of asphalt from (0-10)% and subjected to one-dimensional consolidation test of 50mm diameter and 20mm height wer

... Show More
Publication Date
Wed Mar 10 2021
Journal Name
Baghdad Science Journal
Evaluation of Hemolysis Activity of Zerumbone on RBCs and Brine Shrimp Toxicity
...Show More Authors

Zerumbone is a well-known compound having anti-cancer, anti-ulcer, anti-inflammatory and anti-hyperglycemic effects. During its use for the disease treatment, the membrane of erythrocyte can be affected by consumption of this bioactive compound. The current study was the first report of investigation of the hemolytic activities on human erythrocytes and cytotoxic profile of zerumbone. The toxicity of zerumbone on human erythrocytes was determined by in vitro hemolytic assay. Brine shrimp lethality assay was used to evaluate the cytotoxic effect of zerumbone at concentrations 10, 100 and 1000 μg/mL. The human erythrocyte test showed no significant toxicity at low concentrations, whereas hemolytic effect was amplified up to 17.5 % at

... Show More
Scopus (16)
Crossref (11)
Scopus Clarivate Crossref
Publication Date
Thu Jan 07 2016
Journal Name
International Journal Of Innovative Research In Science, Engineering And Technology
Effect Of heat Treatment On The Optical Properties Of CuInSe2 Thin Films
...Show More Authors

CuInSe2 (CIS)thin films have been prepared by use vacuum thermal evaporation technique, of 750 nm thickness, with rate of deposition 1.8±0.1 nm/sec on glass substrate at room temperature and pressure (10-5) mbar. Heat treatment has been carried out in the range (400-600) K for all samples. The optical properties of the CIS thin films are been studied such as (absorption coefficient, refractive index, extinction coefficient, real and imaginary dielectric constant)by determined using Measurement absorption and transmission spectra. Results showed that through the optical constants we can made to control it is wide applications as an optoelectronic devices and photovoltaic applications.

Preview PDF
Publication Date
Thu Feb 28 2019
Journal Name
Journal Of Engineering
Economic Benefits for the Application of Standards of Sustainability in Construction Projects
...Show More Authors

In this research, that been focused on the most important economic benefits expected when applying the three standards of sustainability in construction projects (economic, environmental and social). Fuzzy AHP, a multi-decision decision-making technique for evaluating construction projects. Which when used we get the speed and accuracy in the results. Using this technique will reduce uncertainties decisions significantly (fuzzy environment), that found in most projects .The results of the data analysis showed  that the economic standards take the greatest relative importance (60%) among the three sustainability standards. Therefore, the implementation of any standards need a cost so the economic benefit of any proje

... Show More
View Publication Preview PDF
Crossref (8)
Crossref
Publication Date
Sun Jul 01 2018
Journal Name
Bulletin Of The Iraq Natural History Museum (p-issn: 1017-8678 , E-issn: 2311-9799)
STUDY ON DIVERSITY OF BEES (HYMENOPTERA, APOIDEA) FROM DIFFERENT REGIONS OF IRAQ
...Show More Authors

    The fauna of bees (Hymenoptera, Apoidea) from different regions of Iraq is surveyed in this study; there were 16 species, 13 genera that belong to four families which are collected in this investigation.

 

    Also, all the species that are recorded for Iraq in previous investigations are revised; totally there are 110 species, 32 genera belonging to  five families: Apidae, Andernidae, Colletidae, Halictidae and Megachilidae were listed.

View Publication Preview PDF
Scopus (15)
Crossref (8)
Scopus Crossref