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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
Tue Jun 20 2023
Journal Name
Baghdad Science Journal
Preparation, characterization, antioxidant activity of 1-(2-furoyl) thiourea derivatives and study the molecular docking of them as potent inhibitors of Urease enzyme
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In this work, we synthesized thirteen compounds of 1-(2-furoyl)thiourea derivatives 1-13 by conversion of 2-furoyl chloride to 2-furoyl isothiocyanate by reacting it with potassium thiocyanate in dry acetone in a quite short reflux time then, in the same pot, different of (primary and secondary amines) were added individually to achieve thiourea derivatives. The products were characterized spectroscopically using (FT-IR, 1H NMR and 13C NMR) techniques. Some of them were evaluated as antioxidant agents using DPPH radical scavenging method, and all were examined theoretically as enzyme inhibitors against Bacillus pasteurii urease (pdb id: 4ubp) and  by studying  molecular docking using Autodock (4.2.6) software.

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Scopus (8)
Crossref (4)
Scopus Crossref
Publication Date
Sun Jun 05 2016
Journal Name
Baghdad Science Journal
Population Density and Susceptibility of Some Varieties of Potato to Infested by Aphid and Thrips on Spring Plantation in the Middle of Iraq
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Aphid Aphis spp (Hemiptera:Aphididae) and Thrips Thrips spp (Thysanoptera: Thripidae) an economically important pests on several crops in the world and Iraq, that transfer many viruses diseases to it. Field studies were conducted to assessment the population density of these insects and susceptibility of six varieties (Barin, Revera, Divela, Rudlph, Alazata and Pleny) to infestation during 2013 spring season. The results were showed that all Potato varieties were infested by Aphis and Thrips on spring plantation but with different percentage. The Divela variety was higher percentage of infestation and high population density of aphid which averaged 1.47 insect/ leaf while in Alazata was the lower population density which averaged 1.02 in

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Crossref
Publication Date
Sat Dec 01 2018
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Analysis of the requirements of electronic management and its role improving The performance of human resources: Applied research at Iraqi general insurance company
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The study seeks to identify e-governance requirements in human resources management, which are (administrative requirements, technical, human, financial, and security) which is a new style differs from the traditional management pattern, where work depends on multiple forms and methods of Tools, (e. g. computers and various electronic software), by relying on powerful information systems that help to make management decisions as quickly and less effortless and less expensive to keep up with the tremendous technological advancements in the field of information and communication technology revolution.

 The sample included 132 Person who constitute a position (Director General, assistant Director General, section managers and d

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Crossref
Publication Date
Wed Jan 07 2026
Journal Name
Journal Of Physical Education
The effect of special exercises using a designer device and added relative weights to develop some of the physical abilities of volleyball players
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Publication Date
Thu Sep 30 2021
Journal Name
Journal Of Economics And Administrative Sciences
The Role of Product Innovation on an Improvement of the Organization's Reputation /A Field Study in State Organization for Marketing of Oil (SOMO)
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 This paper aims to verify the existence of relationships between product innovation and the reputation of the organization. The study problem is that the State Organization for Marketing of Oil (SOMO) system is inflexible in terms of marketing procedures and needs innovative, unconventional methods in innovating its products and improving performance. The reputation of the organization. The importance of the study lies in that it is an attempt to raise the interest of SOMO in its approach to the research variables in order to enhance its competitive position in the future and improve the marketing business environment, which contributes to enhancing the reputation of the organization by product innovation. The study sample

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Publication Date
Tue Jun 30 2009
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Application of Neural Network in the Identification of the Cumulative Production from AB unit in Main pays Reservoir of South Rumaila Oil Field.
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A common field development task is the object of the present research by specifying the best location of new horizontal re-entry wells within AB unit of South Rumaila Oil Field. One of the key parameters in the success of a new well is the well location in the reservoir, especially when there are several wells are planned to be drilled from the existing wells. This paper demonstrates an application of neural network with reservoir simulation technique as decision tool. A fully trained predictive artificial feed forward neural network (FFNNW) with efficient selection of horizontal re-entry wells location in AB unit has been carried out with maintaining a reasonable accuracy. Sets of available input data were collected from the exploited g

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Publication Date
Tue Mar 01 2011
Journal Name
Iraqi Journal Of Science
EVALUATION OF THE TOXICITY OF DIFFERENT NICOTINE SULFATE CONCENTRATIONS IN CONTROLLING NYMPHAL INSTARS AND ADULTS OF CABBAGE APHID BREVICORYNE BRASSICAE (L.)(HOMOPTERA: APHIDIDAE)
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Publication Date
Sat Dec 01 2018
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The role of TD-ABC approach in decreasing of cost per unit: Applied study in the General company of Hydraulic Industries \ Plastic Factory
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The aim of the research is to use this technique and to determine the effect of this method in reduce cost per unit of the company. The traditional method used in the company the research sample to determine the indirect costs, the definition of the concepts and characteristics of the method of cost-based activity and the cost method based on time-driven activity and justifications applied to companies.   In order to achieve the research objectives, the main hypotheses were formulated. That was represented: (The applied of (TDABC) Time driven activity based costing method in reducing indirect costs, leads reduce cost per unit than the use of the traditional method of allocating indirect costs in the research sample company).&nb

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Crossref
Publication Date
Sun Dec 20 2020
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The impact of the reserve requirement ratio in the activity of the bank credit: Applied Research in a sample of Iraqi private banks
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The research topic (The Impact of the Compulsory Reserve on the Banks Credit-an applied  research on    a sample of Iraqi banks), was chosen on basis of the Iraqi  private Banks attempts to increase their credit activities in hope to gain more profits.This coincided with  the CBI aim to back the private banking market.It is thus apparent why the CBI issued its regulation to those banks to increase their capitals up  to IDB250. On the other hand,the CBI acted as an obstacle in the way of increasing the private banks of their capitals,that is by implementing the quantitive  monetary tool  so called the compulsory reserve.This is why we intended to overlook at this contradictional  problome

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Publication Date
Mon Jan 01 2007
Journal Name
Iraqi Journal Of Agricultural Sciences
EVALUATION OF PARTIAL AND COMPLETE REPLACEMENT OF SOYBEAN MEAL BY FERMENTEED BROAD BEAN IN THE DIET OX THE PRODI ICTIVR PERFORMANCE OF BROILERS
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AAA AL-NUAIMY, MH ABDLL-ABASS, Iraqi Journal of Agricultural Sciences, 2007

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