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.
The effect of metal nanoparticles on the anaerobic digestion of sludge and the sludge bacterial community are still not well-understood, and both improvements and inhibitions have been reported. This study investigated the impact of 2, 10, and 30 mg/g TS silver and copper oxide nanoparticles (AgNPs and CuONPs) on the mesophilic anaerobic digestion of sludge and the bacterial community structure. The reactors were monitored for changes in tCOD, sCOD, TS, VS, biogas generation, and cell viability. Also, the relative abundance and taxonomic distribution of the bacterial communities were analyzed at the phylum and genus levels, including the genera involved in anaerobic digestion. Both AgNPs and CuONPs exhibited some inhibition on anaer
... Show MoreBackground: Denture cleansing was an important step that could prevent the spread of infection and improve a patient's health, the durability of the dentures, and the overall quality of life; therefore, it was necessary to choose a suitable cleanser that, in addition to being effective, did not have an unfavorable effect on the qualities of the denture base resin itself when used for an extended period. For this purpose, this study aimed to evaluate the effect of tea tree oil (TTO) on Candida albicans adhesion and the surface roughness property of poly(methyl methacrylate) denture material after immersion in TTO. Methods: A total of 55 heat-cured acrylic resin specimens were used for C. albicans adherence and surface roughness tests. The
... Show MoreThe research aimed to investigate the level of Organizational Cynicism and Job Engagement of Government Schools teachers in Al Zubair district. To achieve this research was conducted on a random sample of (66) items. The statistical package for social sciences (SPSS) was used to analyze and examine the hypotheses. The researcher used many statistical methods to achieve the research objectives, such as simple, multi regression and the research results showed there is a significant impact to teacher's in the schools of the research sample between Organizational cynicism and Job Engagement
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To evaluate the effectiveness of Phenolic Compound of Salvia Frigida on induced atopic dermatitis (AD) of mice. Forty mice were included in the study, divided in to four groups (10 mice/group): apparently healthy, induced AD without treatment, induced AD treated with tacrolimus 0.1% ointment, and induced AD treated with Phenolic Compound of Salvia Frigida cream 5%. Examination of histopathology was done and skin homogenates levels also measured. Levels of WBC, Eosinophil, skin tissue homogenate of IL-13 and IL-4, serum IgE, and histopathological scores were significantly increased among induced non treated AD group in comparison with control group. Comparisons of non-treated induced AD
... Show MoreHigh-rise structures are a significant indication in contemporary urban improvement, mainly in areas characterized by accelerated urban growth and dense population. This type of building should be designed to withstand severe load conditions. Therefore, using composite structural elements in such structures is required for stronger and durable elements. This paper introduces a finite element analysis model for Concrete Filled Stainless Steel Tubular Columns (CFSST) of (100x100) mm cross-section and (1250) mm length to inspect the impact of concrete compressive strength on the response of (CFSST). The generated model was first evaluated through a comprehensive comparison with experimental research. Then, after the model was used to s
... Show MoreThis study aimed to review the aesthetic miracle in the story of Yusuf, peace be upon him, with the Al-Azeez’s wife, using the historical, descriptive and analytical approaches. The study sample was determined in the verses (30-34) of the Holy Quran. The study found that the beauty of Yusuf, peace be upon him, went beyond the four stages and steps of the aesthetic judgment that Feldman set, in which Yusuf’s beauty is nothing but a divine miracle that cannot be described, analyzed, and interpreted. Also despite the various concepts of beauty dealt with by ancient Greek philosophers such as the Pythagoreans, Socrates, Plato and Aristotle; and modern philosophers such as Descartes, Diderot, Kant, Hegel, and Schopenhauer are embodied in
... Show MoreThe Risks Faced by Britain in their Areas of Influence at the Beginning of the Twentieth Century Drove her to the Alliance with the State of European such as France, and Contributed to the Tireless and made by the British and French Politicians in the Consolidation of Friendly Relations between the two Countries Efforts and Strengthened Cooperation in a Positive Way to Visit the king of Britain's Edward VII to France, Offset by Visit French President Loubet to Britain in the Same Year, those Negotiations Bore Fruit between the two Countries for Reaching a Contract Arbitration and Decisiveness between Britain and France Treaty on the Fourteenth of November 1903, Promised that Treaty First Step that Paved the Way for a General Agreement be
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