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
Thu Mar 09 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Simulation Study of Sputtering Yield of Zn Target Bombarded By Xenon Ions
...Show More Authors

    Using a reduction of TRIM simulation data, the sputtering yield behaviour of Zinc target bombard by heavy Xenon ions plasma is studied. The sputtering yield as a function of Zinc layer width, Xenon ion number, energy of ions, and the angle of ion incidence are calculated and illustrated graphically. The corresponding energy loss due to ionization, vacancies and phonons, are graphically shown and discussed. Further, we fit the calculations and expressions for fitted curves are presented with its coefficients.

View Publication Preview PDF
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 May 11 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
The Effect of the Poles Distances on Plasma Characteristic of Discharge Tube
...Show More Authors

     The effects of poles distances of a discharge tube (cathode and anode) were investigated. The distances(90,95,100,110,115,120,130,140)mm are considered. The influence of (25mT) parallel and (2mT) normal magnetic fields with respect to the discharge tube on electron temperature under a pressure of (6pascal) and (900volt) was studied by implementing double Langmuire probe into plasma. Curves fitting were performed to find the optimum values of electron temperature for all cases in this work.We found that the electron temperature as a function of poles distances is exponential form

View Publication Preview PDF
Publication Date
Tue Dec 14 2021
Journal Name
Sustainability
Influence of Iron Filing Waste on the Performance of Warm Mix Asphalt
...Show More Authors

Recently, interest in the use of projectiles in research on recycling waste materials for construction applications has grown. Using recycled materials for the construction of asphalt concrete pavement, in the meantime, has become a topic of research due to its significant benefits, such as cost savings and reduced environmental impacts. This study reports on comprehensive experimental research conducted using a typical mechanical milling waste, iron filing waste (IFW), as an alternative fine aggregate for warm mix asphalt (WMA) for pavement wearing surface applications. A type of IFW from a local machine workshop was used to replace the conventional fine aggregate, fine natural sand (FNS), at percentages of 25%, 50% 75%, and 100% b

... Show More
Crossref (16)
Crossref
Publication Date
Tue Jan 01 2019
Journal Name
Aip Conference Proceedings
Study of the structural and optical properties of CuAlxIn1-xTe2 thin film
...Show More Authors

View Publication
Scopus (4)
Crossref (4)
Scopus Clarivate 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 (1)
Crossref (1)
Scopus Crossref
Publication Date
Sat Aug 01 2015
Journal Name
2015 37th Annual International Conference Of The Ieee Engineering In Medicine And Biology Society (embc)
Influence of multiple dynamic factors on the performance of myoelectric pattern recognition
...Show More Authors

View Publication
Scopus (11)
Crossref (8)
Scopus Crossref
Publication Date
Mon Mar 27 2023
Journal Name
Aip Conference Proceedings
Stability of Kongele earth dam against rapid drawdown of water from reservoir
...Show More Authors

ABSTRACT In dam construction stages when an earth embankment has retained a reservoir with constant water surface elevation for a long time, seepage conditions within the embankment will be reach a steady state. If it is necessary to drain the reservoir quickly, the pore-water pressures in the embankment may remain relatively high while the stabling effect of the reservoir's weight along the upstream (U/S) side for the embankment has removed. This process is referring to as "Rapid Drawdown" and may be cause instability in the upstream (U/S) face of the embankment. Kongele dam is one of the proposed earth dams to be implement within the current plan in Iraq. The authors study pore water pressure and the effect of rapid drawdown for the dam d

... Show More
View Publication Preview PDF
Publication Date
Thu Jun 30 2016
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Thermal Osmosis of Mixtures of Water and Organic Compounds through Different Membranes
...Show More Authors

The present work aimed to study the efficiency of thermal osmosis process for recovery of water from organic wastewater solution and study the factors affecting the performance of the osmosis cell. The driving force in the thermo osmosis cell is provided by a difference in temperature across the membrane sides between the draw and feed solution. In this research used a cellulose triacetate (CTA), as flat sheet membranes for treatment of organic wastewater under orientation membrane of active layer facing feed solution (FS) and draw solution (DS) is placed against the support layer.  The organic materials were phenol, toluene, xylene and BTX (benzene, toluene, and xylene) used as feed solution. The osmotic agent in draw solution was

... Show More
View Publication Preview PDF
Publication Date
Tue Feb 05 2019
Journal Name
Journal Of The College Of Education For Women
Ability to solve the problems of high orders for students of University
...Show More Authors

It is known that life is as series of variety of difficult problems that individual looks
forward to overcome so as to achieve adaptation and to reach the desired aims .The transition
of the students from the school stage to the stage of the university is actually regarded a
dramatic change where students face when they enter university life that differs from what
they lived in secondary school.
The executive functions are considered the main element that participate in solving the
problems of high orders , because it involves the mental abilities that assist individual to
think and initiative as well as solving problems .
These functions include operational planning and the activated memory and inhibition of
q

... Show More
View Publication Preview PDF