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.
CuInSe2(CIS) thin films have been prepared by use vacuum thermal evaporation technique, of thickness750 nm 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 make to control it are wide applications as an optoelectronic devices and photovoltaic applications.
Background: Orthodontic tooth movement is characterized by tissue reactions, which consist of an inflammatoryresponse in periodontal ligament and followed by bone remodeling in the periodontium depending on the forces applied. These processes trigger the secretion of various proteins and enzymes into the saliva.The purpose of thi study was to evaluate the activity of alkaline phosphatase (ALP) in saliva during orthodontic tooth movement using different magnitude of continuous orthodontic forces.
Materials and Methods: Thirty orthodontic patients (12 males and 18 females) aged 17-23 years with class II division I malocclusion all requiring bilateral maxillary first premolar extractions were randomly divided into three groups according t
The present study aimed to examine the effect of endosulfan insecticide on some molecular and biochemical parameters in white mice. Thirty mice were separated randomly into three groups for treatment with endosulfan. One group (G1) served as the control, while the other two groups received intraperitoneal injections of endosulfan G2 (3 mg/kg) and G3 (17 mg/kg) twice a week for 21 and 45 days, respectively. A biochemical study by measuring liver function parameters, including (alanine aminotransferase (ALT) and aspartate aminotransferase (AST)) and kidney function parameters, including (Blood Urea and Creatinine) and malondialdehyde (MDA), catalase activity (CAT). This study also tested DNA damage by comet assay (normal%, low%, med
... Show Moregenerator the metal conductor is replaced by conducting gas plasma.
SKF Sami I. Jafar, Mohammad J. Kadhim, Engineering and Technology Journal, 2018 - Cited by 4
Blood samples of One hundred and twenty patients from different hospitals in Baghdad infected with hydatidosis in different sites of the body (Liver, Lung, multiorgans and kidney) were collected for this study. On the other hand, 30 healthy individuals were included as a control group. This study was conducted to evaluate the effect of this disease on the serum protein profile of the patients using electrophoresis. The results revealed four different protein banding patterns with difference in number of bands and their molecular weights in comparison to the control group, and these differences depended on the site of infection. However the data showed a presence of the same band in all patients with different site of infection.
The present study was designed in the aquaculture and fish nutrition research aquarium in the College of Veterinary Medicine/Baghdad University from a period 1/3 to 1/6/2013 to investigate the toxicity of the herbicide glyphosate aqua on Barbus sharpeyi fish. Fish fingerlings were used with average weight between 10 – 15 gm to measure the (LC50), and 200 fingerlings were used to know the acute and chronic toxic effect for the herbicide. The fingerlings were randomly distributed as 10 fish for each aquarium. Fish were divided into four treatments and control group (without addition of herbicide). The first processing with a concentration of 0.415 mg/L for a duration of exposure 90 days, the second processing group with a concentration 0.
... Show MoreBackground: Deterioration of maxillofacial silicone properties due to microbial colonization is a common problem and leads to the replacement of the prosthesis. Incorporation of the antimicrobial agent into the silicone could be a solution. The purpose of this study was to evaluate the effect of silver-zinc zeolite addition on some mechanical properties of a maxillofacial silicone (VST-50). Materials and methods: Total 120 specimens were fabricated and divided into 3 groups: 40 specimens for tear strength test, 40 specimens for tensile and percentage of elongation tests and 40 specimens for Shore A hardness and surface roughness. Each group was divided into 4 subgroups according to the amount of zeolite added (0% “control”, 0.5%, 1% and
... Show MoreZnIn2(Se1-xTex)4 (ZIST) chalcopyrite semiconductor thin films at various contents (x = 0.0, 0.2, and 0.4) are deposited on glass and p type silicon (111) substrate to produce heterojunction solar cell by using the thermal evaporation technique at RT where the thickness of 500 nm with a vacuum of 1×10-5 mbar and a deposited rates of 5.1 nm/s. This study focuses on how differing x content effect on the factors affecting the solar cell characteristics of ZIST thin film and n-ZIST/p-Si heterojunction. X-ray diffraction XRD investigation shows that this structure of ZIST film is polycrystalline and tetragonal, with (112) preferred orientation at 2θ ≈ 27.01. Moreover, atomic force microscopy AFM is studying the external morphology of
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