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.
A field experiment was carried out to find out the effect of some herbicides(Pallas, Crash, U46) on the companion weed to three cultivars of the oat crop (Shefa, Hamel, and Pimula) and the yield and its components of these cultivars. The results showed the superiority of the two treatments of spraying weed herbicides (T1 and T2 ) by giving the best results, as they recorded the lowest number of weed plants after 30 days of spraying reached 1.44 and 1.67 plant/m2 . Besides, the lowest weed dry weight was 0.11 and 0.00 g/m2, and the highest inhibition percentage in dry weight was 98.44% and 100.0% of the two treatments, respectively. The treatment T2 was also superior by giving the highest control percentage of 93.28% compared to the compari
... Show MoreThe study aimed to purification of acid phosphatase (ACP) from sera of obesetype 2 diabetes mellitus patients, this study included from thirty T2DM patients and thirty control, purification process was done with several steps included precipitation with inorganic salt (NH4 ) 2SO4 30%-80%, dialysis, ion exchange chromatography by DEAE sepharose anion column and size exclusion chromatography by Sepharose 6B.ACP, BMI, FBS, HbA1c, Lipid profile, Urea, Creatinie, Insuline, Homa-IR were determined. Results showed the precipitate and concentrated protein appeared four peaks in ion exchange column. ACP located in the first and second peak with purification fold (21.1), (37.2) yield of enzyme and specific activity (173.3) IU/ml, which obtained a si
... Show MoreA water resources management for earthen canal/stream is introduced through creating a combination procedure between a field study and the scientific analytical concepts that distinguish the hydraulic problems on this type of stream with using the facilities that are available in HECRAS software; aiming to point the solutions of these problems. Al Mahawil stream is an earthen canal which is subjected to periodic changes in cross sections due to scour, deposition, and incorrect periodic dredging processes due to growth of the Ceratophyllum plants and weeds on the bed and banks of the stream; which affect the characteristics of the flow. This research aims to present a strategy of water resources management through a field study that conducte
... Show MoreThe influence of different thickness (500, 1000, 1500, and 2000) nm on the electrical conductivity and Hall effect measurements have been investigated on the films of copper indium gallium selenide CuIn1-xGaxSe2 (CIGS) for x= 0.6.The films were produced using thermal evaporation technique on glass substrates at R.T from (CIGS) alloy. The electrical conductivity (σ), the activation energies (Ea1, Ea2), Hall mobility and the carrier concentration are investigated and calculated as function of thickness. All films contain two types of transport mechanisms of free carriers, and increases films thickness was fond to increase the electrical cAnductivity whereas the activation energy (Ea) would vary with films thickness. Hall Effect analysis resu
... Show MoreSource of energy and protein Field crops considered an important needed for human
beings Due of this fact increases should appear in the quantities of their production in order to
meet the needs of continuous increasing in the population of the glope year after year ;
otherwise, an increase in the gap between the amount of production and consumption will
occur .
This study aims to reveal the geographical distribution of the potato crop in the district
of Abu – Ghraib. For this purpose, a study conducted about the cultivated areas, production
and crop yields per Dunam for period of 7 years lasted from 2005-2011.
The study shows that potato is one of the most important field crops that are grown in
the Abu –
Amino glycoside derivation including, Neomycin, Streptomycin, Kanamycin and Gentamycin with special reagents, which are benzoylchloride; benzene sulfonyl chloride and phthalic anhydride were made to enhance Uv-detectability for HPLC analysis. But there are many problems facing pre column derivation and in order to solve this, the conductivity of antibiotic derivatives were used to calculate the dissociation constant and the hydrolysis rate which determined concern type reaction. In addition the characteristics those controlling the hydrolysis of antibiotic-derivatives were investigated.
As a star explode as a supernova its ejecta will directly interact with relativelylow density interstellar medium with high shock wave velocity, and due to thisinteraction many of forbidden emission lines will give a raise from both theexcitation and ionization of the atom in the region. So, the study of these emissionlines can reveal many physical properties of the region, in this case the remnant ofthe supernova, such as temperature, density, composition, and many other importantphysical processes. In this paper the optical spectrum of the young galacticsupernova remnant which is the Crab Nebula has used, in order to calculate it’selectron temperature (Te) and electron density (ne) by using the [OIII] and [SII]forbidden lines. From the
... Show MoreGe-Au infrared photoconductive detection was prepared from germanium single crystal which were doped with different gold concentration using thermal evaporation. The spectral resonsivity (Rλ), spectral detectivity (D*) were determined as function of wavelength, also the resistance, conductivity in dark and with illumination to infrared radiation, the gain and relative photo response have been measured with different gold concentration. Remarkable improvements in the photoresponse gain were observed for the highest resistance specimen at the expense of spectral detectivity values.
تُعبّرُ الصُّورةُ الحسَّيةُ في شعرِ ابن دُنَينير الموصليِّ([i]) في بنيتها عن تجربةِ الشاعرِ الوجدانيةِ والذهنيةِ, وأفكارهِ ومشاعرِهِ؛ فيصوغُ بها مَفهومًا جديدًا للواقعِ الماديِّ والمعنويِّ، الذي يتسمُ بالوضوحِ أولاً، وبالقرْبِ من الذهنِ ثانيًا، للربْطِ بين الحواسِّ الإنسانيةِ والمعاني الذهنيةِ، لِتُقَدِّمَ الصُّورةُ الحسيَّةُ إلى ((المتلقي صُورًا مرئيةً، يُعادُ تشكيلُها سياق
... Show MoreThis paper describes the use of remote sensing techniques in verification of the polluted area in Diyala River and Tigris River and the effected of AL-Rustamiyah wastewater treatment plant, which is located on Diyala River, one of the branches of Tigris River in south of Baghdad. SPOT-5 a French satellite image of Baghdad, Iraq was used with ground resolution of 2.5 m in May 2016. ENVI 5.1 software programming was utilized for Image processing to assess the water pollution of Diyala and Tigris River’s water. Five regions were selected from a study area and then classified using the unsupervised ISODATA method. The results indicated that four classes of water quality which are successful in assessing and mapping water pollution which confi
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