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.
This paper describes the geotechnical properties of Al-Ammarah soil of Ammarah city in Messan Governorate-southern parts of Iraq. Data and other information taken from numbers of geotechnical reports that performed under the supervision of Consulting Engineering Bureau of Baghdad University. This research is devoted to study the correlation between different physical properties such as (LL, PI, LI, n,t, e) with different mechanical properties such as (qu, cc, cs, SPT). The correlation is verified using simple regression analysis. From the regression results it was found that there is direct correlation between different parameters. By using the correlation-with some information- preliminary investigation stages and studies of any s
... Show MoreIn this work, ZnO nanostructures for powder ZnO were synthesized by Hydrothermal Method. Size and shape of ZnO nanostructureas can be controlled by change ammonia concentration. In the preparation of ZnO nanostructure, zinc nitrate hexahydrate [Zn(NO3)2·6H2O] was used as a precursor. The structure and morphology of ZnO nanostructure have been characterized by scanning electron microscopy (SEM), atomic force microscopy (AFM), X-ray diffraction (XRD). The synthesized ZnO nanostructures have a hexagonal wurtzite structure. Also using Zeta potential and Particle Size Analyzers and size distribution of the ZnO powder
The emergence of new dangerous diseases worldwide has led to the need to think about the possibility of enhancing prevention by using new technologies. One of the most important requirements emphasized in the recent studies is the effectiveness of the masks against pathogenic bacteria. In this study, the efficiency of anti-infection protective face masks against bacteria was enhanced by using gold nanoparticles prepared by the chemical precipitation method. The absorption spectrum of the prepared gold suspension shows a clear plasmonic peak at 522 nm. The measurements showed that the sample was made of polypropylene fibers, where X-ray diffraction tests showed peaks matching its crystalline structure. Immersion with gold suspension led t
... Show MoreThis research aims to study the optical characteristics of semiconductor quantum dots (QDs) composed of CdTe and CdTe/CdSe core-shell structures. It utilizes the refluxed method to synthesize these nanoscale particles and aims to comprehend the growth process by monitoring their optical properties over varied periods of time and pH 12. Specifically, the optical evolution of these QDs is evaluated using photoluminescence (PL) and ultraviolet (UV) spectroscopy. For CdTe QDs, a consistent absorbance and peak intensity increase were observed across the spectrum over time. Conversely, CdTe/CdSe QDs displayed distinctive absorbance and peak intensity variations. These disparities might stem from irregularities in forming selenium (Se) layers a
... Show MoreThis work presents a five-period chaotic system called the Duffing system, in which the effect of changing the initial conditions and system parameters d, g and w, on the behavior of the chaotic system, is studied. This work provides a complete analysis of system properties such as time series, attractors, and Fast Fourier Transformation Spectrum (FFT). The system shows periodic behavior when the initial conditions xi and yi equal 0.8 and 0, respectively, then the system becomes quasi-chaotic when the initial conditions xi and yi equal 0 and 0, and when the system parameters d, g and w equal 0.02, 8 and 0.09. Finally, the system exhibits hyperchaotic behavior at the first two conditions, 0 and 0, and the bandwidth of the chaotic
... Show MoreBackground: Ejection fraction have been used frequently
for assessment of the left ventricular function, but can be
associated with errors in which myocardial performance
index have been used as another parameter to measure the
left ventricular function.
Objective: selecting another echocardiography parameter
for the assessment of myocardial in function instead of the
ejection fraction.
Methods: 160 patients referred to the echocardiogram unit
from the period december 2007 to august 2008 requesting
assessment of left ventricular function. After clinical
examination, routine blood tests; chest x-ray and
electrocardiographic recording have been completed. All
patients informed to come for this unit af
Background: Diabetes and hypertension are related to cardiovascular risk factors and are possible to detect development of atherosclerosis in cardiovascular system, were can predict their effect and measurement by ultrasound and Doppler study. These risk factors included increased intima-media thickness, resistive index (RI) and pulsatility index (PI) of the right common carotid arteries. Method: We studied 20 patients with diabetes and hypertension, and 20 patients with diabetes only, were examine right carotid arteries for these two groups. In this sample we studied the Lumen diameter of the Rt. carotid arteries, Intima – media thickness (IMT), peak systolic velocity, end diastolic velocity, and Pulsatility index, Resistance index were
... Show MoreQuantum dots (QDs) can be defined as nanoparticles (NPs) in which the movement of charge carriers is restricted in all directions. CdTe QDs are one of the most important semiconducting crystals among other various types where it has a direct energy gap of about 1.53 eV. The aim of this study is to exaine the optical and structural properties of the 3MPA capped CdTe QDs. The preparation method was based on the work of Ncapayi et al. for preparing 3MPA CdTe QDs, and hen, the same way was treated as by Ahmed et al. via hydrothermal method by using an autoclave at the same temperature but at a different reaction time. The direct optical energy gap of CdTe QDs is between 2.29 eV and 2.50 eV. The FTIR results confirmed the covalent bonding betwee
... Show MoreThis paper concerns with deriving and estimating the reliability of the multicomponent system in stress-strength model R(s,k), when the stress and strength are identical independent distribution (iid), follows two parameters Exponentiated Pareto Distribution(EPD) with the unknown shape and known scale parameters. Shrinkage estimation method including Maximum likelihood estimator (MLE), has been considered. Comparisons among the proposed estimators were made depending on simulation based on mean squared error (MSE) criteria.
The use of silicon carbide is increasing significantly in the fields of research and technology. Topological indices enable data gathering on algebraic graphs and provide a mathematical framework for analyzing the chemical structural characteristics. In this paper, well-known degree-based topological indices are used to analyze the chemical structures of silicon carbides. To evaluate the features of various chemical or non-chemical networks, a variety of topological indices are defined. In this paper, a new concept related to the degree of the graph called "bi-distance" is introduced, which is used to calculate all the additive as well as multiplicative degree-based indices for the isomer of silicon carbide, Si2
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