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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
Sat Mar 19 2022
Journal Name
Al-khwarizmi Engineering Journal
Effect of MIG Welding Parameters on the Mechanical Properties of AISI 304 Austenitic Stainless Steels
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The present research  investigates joints welding of 304L austenitic stainless steel using metal inert gas (MIG) welding method. The research explores the effect of process parameters (arc voltage, wire feed rate, and electrode wire diameter) on the mechanical properties of stainless steel.  The above variables are varied  respectively with 18.5, 19, 19.5 V, 116, 127, 137 mm/s, and 0.8, 1, 1.2 mm, with E308L as a filler electrode. The design matrix of the experiments was determined using the design of experiment (DOE) program Minitab 17 based on the levels of input elements used. The Taguchi orthogonal matrix methodology (Taguchi) technique was used to develop some empirical analysis for the maximum tensile strength and proper surface

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Publication Date
Fri Jan 01 2021
Journal Name
International Journal Of Agricultural And Statistical Sciences
USE OF MODIFIED MAXIMUM LIKELIHOOD METHOD TO ESTIMATE PARAMETERS OF THE MULTIPLE LINEAR REGRESSION MODEL
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Scopus
Publication Date
Sun Dec 30 2012
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Production of Biodiesel Fuel from Oleic Acid and Comparison of its Properties with Petroleum Diesel
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Biodiesel define as the mono-alkyl esters of vegetable oil and animal fats is an alternative diesel fuel that is steadily gaining attention because the combustion of fossil fuels such as coal, oil and natural gas has been identify as a major cause of the increase in the concentration of carbon dioxide in the earth’s atmosphere and causing global warming.
The present work concerns with estimating the physical properties experimentally such as kinematic viscosity, density, flash point and carbon residue of biodiesel that produced by the esterification reaction of methanol and oleic acid with homogeneous catalysts H2SO4 in a lab-scale packed reactive distillation column using the best operating conditions of methanol to oleic acid 8:1,

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Publication Date
Thu Jan 29 2026
Journal Name
Journal Of Baghdad College Of Dentistry
Measurement of salivary Immunoglobulin A of participants with a healthy, gingivitis and chronic periodontitis conditions
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Background: Secretory Immunoglobulin A (SIgA) is a subclass of Immunoglobulin A (IgA), It is an antibody that plays an important role in mucosal immunity. It is the main immunoglobulin found in mucous secretions from mammary glands, tear glands and salivary glands, every pathologic process in the body involves the immune system, and periodontal inflammation is one of them and is not an exception. Material and methods: this study was consisted of 60 healthy male participants of an age ranged between (35-50) years old ; 25 of them with generalized moderate chronic periodontists(Clinical Attachment Loss equal to 3-4mm at ≥ 30% of the sites; 20 participants with plaque induced gingivitis and 15 participants had clinically healthy pe

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Publication Date
Sun Jul 31 2022
Journal Name
Pakistan Journal Of Medical & Health Sciences
Application of program for nurse’s management about care of children treated with Ventricular Peritoneal Shunt
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Publication Date
Wed Oct 12 2022
Journal Name
College Of Islamic Sciences
Keeping abreast of the provisions of Islamic Sharia with the contemporary reality and its developments
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In The Name Of God the Most Gracious, the Most Merciful [Should he not know he that created? And he is the one that understands the finest mysteries (and) is well-acquainted] surah Al-Mulk verse No. (14), this Qur’anic verse is one of the pieces of evidence that indicates the suitability of Sharia for the human life, since God Almighty created the creation and he is the best-known concerning the needs of his creation to survive and for life to continue.

One of the key ways for the continuity of human life is Sharia's possession of the feature of suitability for every time and place, and for the whole world, and it is comprehensive to all the details of life and its integrated systems, a systems that comp

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Publication Date
Sun Jan 01 2023
Journal Name
International Journal Of Research In Social Sciences & Humanities
The Effect of Reporting About Value Creation on the Earnings Quality of Iraqi Economic Entities
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The study aims to measure the impact of reporting on value creation on the earnings quality of the economic unit by presenting and discussing the conceptual aspects of the value creation process through multi-capital and the importance of reporting it in Iraqi private banks in addition to presenting and analyzing the concept of profit quality and its measurement models. Therefore, the checklist prepared for this purpose was used based on previous studies related to the subject in order to determine the level of reporting of the research sample banks by analyzing the content of the annual reports of those banks as well as adopting the Tobin's Q scale to measure the value of the economic unit and then using some statistical models to

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Publication Date
Sun Sep 01 2013
Journal Name
Baghdad Science Journal
Spectroscopic Characterization and Antimicrobial Activities of Some Heavy Metals Complexes of 2-hydroxy phenyl piperonalidene
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An antibacterial and antifungal piperonal-derived compound and its Rh(III), Pd(II), Pt(IV), and Cd(II) metal complexes were synthesized and characterized by spectroscopic methods, conductivity, metal analyses and magnetic moment measurements. The nature of the complexes formed in ethanolic solution was studied following the molar ratio method. From the spectral studies, octahedral geometry was suggested for rhodium (III) and platinum (IV) complexes, while a square planer structure was suggested for palladium (II) complex and a tetrahedral geometry for cadmium (II) complex. Structural geometries of these compounds were also suggested in gas phase by using hyperchem-8 program for the molecular mechanics and semi-empirical calculations.

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Crossref
Publication Date
Sun Mar 17 1996
Journal Name
مجلة العلوم العراقية
PRIMARY CHARACTERIZATION OF MEMBRANE PROTEINS OF Halobacterium saccharovorum ISOLATED FROM LOCAL, HIGH SALINITY DESERTIFICATED SOILS
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Halobacterium saccharovorum was isolated from local highsalinity souls named Al-Massab Al-Aam. A growth curve was determined. The average generation time during logarith- mic phase was 17.80±0.62 hr. Bacteriorhodopsin was 1808 lated from the purple membrane, its concentration was 4.8 mg/ml and H.W was 26000. The pattern of other membrane Bpoteins was studied and compared with those of other Boletes. Several unique proteins were isolated and their molecular weights were determined.

Publication Date
Tue Jan 01 2019
Journal Name
Indian Journal Of Public Health Research & Development
Antibacterial Activity of Synergistic Effect of colicin and Gold Nanoparticles against <i>Klebsiella pneumonia</i>
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