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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 Dec 30 2008
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Cathodic Protection of Copper Pipes Carrying Saline Water in the Presence of Aerobic Bacteria
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Rates of zinc consumption during cathodic protection of a copper pipeline carrying saline water were measured by the loss in weight technique. The study of sacrificial anode cathodic protection of short copper tube using zinc strip extended axially in the pipe revealed that : (i) The increase of zinc consumption with time of exposure (1-3 h's) at different flow rates (turbulent flow) (300-600 l/hr) while the temperature , solution concentration and the pH were fixed at 20ºC, 3.5%wt NaCl, and pH=8 respectively in absence and presence of bacteria.(ii)Increase of zinc consumption with flow rates (300-600 l/hr) at different temperatures (10-40ºC) while solution concentration and time of exposure were fixed at 3.5 %wt NaCl and 3hr's respect

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Publication Date
Tue Jun 01 2021
Journal Name
Caspian Journal Of Environmental Sciences
Numerical response of predator chrysoperla mutata maclachlan to varying densities of lipaphis erysimi (Kalt.)
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Scopus (2)
Scopus
Publication Date
Sat Jan 01 2022
Journal Name
Proceedings Of 2nd International Multi-disciplinary Conference Theme: Integrated Sciences And Technologies, Imdc-ist 2021, 7-9 September 2021, Sakarya, Turkey
Investigation of the Effect of Diabetes on Lower Limb Muscles with Surface Electromyography (EMG)
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Crossref
Publication Date
Mon Sep 30 2024
Journal Name
Joiv : International Journal On Informatics Visualization
Evaluation of the Performance of Kernel Non-parametric Regression and Ordinary Least Squares Regression
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Researchers need to understand the differences between parametric and nonparametric regression models and how they work with available information about the relationship between response and explanatory variables and the distribution of random errors. This paper proposes a new nonparametric regression function for the kernel and employs it with the Nadaraya-Watson kernel estimator method and the Gaussian kernel function. The proposed kernel function (AMS) is then compared to the Gaussian kernel and the traditional parametric method, the ordinary least squares method (OLS). The objective of this study is to examine the effectiveness of nonparametric regression and identify the best-performing model when employing the Nadaraya-Watson

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Scopus (2)
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Scopus Crossref
Publication Date
Sun Jun 01 2008
Journal Name
Baghdad Science Journal
Study of Spectral and thermal properties of Selenium Diatomic Halides by Semi-empirical Treatment
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The spectroscopic properties, potential energy curve, dipole moments, total charge density, Electrostatic potential as well as the thermodynamic properties of selenium diatomic halides have been studied using code Mopac.7.21 and hyperchem, semi-empirical molecular orbital of MNDO-method (modified neglected of differential overlap) of parameterization PM3 involving quantum mechanical semi-empirical Hamiltonian. The relevant molecular parameters like interatomic distance, bond angle, dihedral angle and net charge were also calculated.

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Crossref
Publication Date
Sat Oct 01 2022
Journal Name
Baghdad Science Journal
Determination of Optimal Time-Average Wind Speed Data in the Southern Part of Malaysia
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Mersing is one of the places that have the potential for wind power development in Malaysia. Researchers often suggest it as an ideal place for generating electricity from wind power. However, before a location is chosen, several factors need to be considered. By analyzing the location ahead of time, resource waste can be avoided and maximum profitability to various parties can be realized. For this study, the focus is to identify the distribution of the wind speed of Mersing and to determine the optimal average of wind speed. This study is critical because the wind speed data for any region has its distribution. It changes daily and by season. Moreover, no determination has been made regarding selecting the average wind speed used for w

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Scopus (9)
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Publication Date
Sun Jul 09 2023
Journal Name
Journal Of Engineering
A study of the Effect of Air Inlet and Exit on Indoor Air Movement
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This work consists of a numerical simulation to predict the velocity and temperature distributions, and an experimental work to visualize the air flow in a room model. The numerical work is based on non-isothermal, incompressible, three dimensional, k turbulence model, and solved using a computational fluid dynamic (CFD) approach, involving finite volume technique to solve continuity, momentum and energy equations, that governs the room’s turbulent flow domain. The experimental study was performed using (1/5) scaled room model of the actual dimensions of the room to simulate room air flow and visualize the flow pattern using smoke generated  from burnt herbs and collected in a smoke generator to delivered through

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Crossref
Publication Date
Sun Jan 01 2023
Journal Name
مجلة ميسان للدراسات الأكاديمية
Natural Fibers Reinforcement Of Denture Base Materials: Natural Wool Reinforcement:, A Review Of Literature
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Crossref
Publication Date
Mon Jun 30 2014
Journal Name
Al-kindy College Medical Journal
The effect of cigarette smoking on the clinical outcome of pulmonary tuberculosis in Iraq
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Background: Tobacco smoking and tuberculosis (TB) are two major public health problems; Associations between smoking and tuberculosis including death from tuberculosis have been reported , A reduction in smoking could be expected to have a significant impact on TB incidence and prevalence .
Objectives: to assess the effect of smoking on tuberculosis.
Methods: This study was conducted from June 2011 to June 2012 in 200 patients, adult ( aged 17 years and more), newly diagnosed patients of pulmonary tuberculosis, at the chest and Respiratory Disease Specialized Center in Baghdad. Demographic data, presenting symptoms, data on smoking, and recurrence of disease were compared. Information on smoking status, tobacco smoking was collecte

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Publication Date
Sun Nov 27 2022
Journal Name
Al–bahith Al–a'alami
Gender stereotyping and its relationship to the level of performance of public relations employees
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This article focuses on the relationship of gender to the effectiveness of both women and men in public relations work. Its aim is to identify the extent to which public relations employees are aware of the concept of gender, and to reveal the role of the institution in determining certain roles for both women and men at work, as well as to find out which employees are most effective in public relations activities within the institution.

The researcher uses public relations employees and officials in Iraqi ministries as a research sample to capture the point of view of both parties on the effectiveness of workers in public relations based on the definition of gender. The sample consists of 396 individuals

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