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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
Fri Dec 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Comparing the Sequential Nonlinear least squared Method and Sequential robust M method to estimate the parameters of Two Dimensional sinusoidal signal model:
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Estimation of the unknown parameters in 2-D sinusoidal signal model can be considered as important and difficult problem. Due to the difficulty to find estimate of all the parameters of this type of models at the same time, we propose sequential non-liner least squares method and sequential robust  M method after their development through the use of sequential  approach in the estimate suggested by Prasad et al to estimate unknown frequencies and amplitudes for the 2-D sinusoidal compounds but depending on Downhill Simplex Algorithm in solving non-linear equations for the purpose of obtaining non-linear parameters estimation which represents frequencies and then use of least squares formula to estimate

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Crossref
Publication Date
Fri Mar 31 2017
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Preparations of Organoclay Using Cationic Surfactant and Characterization of PVC/ (Bentonite and Organoclay) Composite Prepared via Melt Blending Method
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Calcium-Montmorillonite (bentonite) [Ca-MMT] has been prepared via cation exchange reaction using benzalkonium chloride [quaternary ammonium] as a surfactant to produce organoclay which is used to prepare polymer composites. Functionalization of this filler surface is very important factor for achieving good interaction between filler and polymer matrix. Basal spacing and functional groups identification of this organoclay were characterized using X-Ray Diffraction (XRD) and Fourier Transform Infrared (FTIR) spectroscopy respectively.  The (XRD) results showed that the basal spacing of the treated clay (organoclay) with the benzalkonium chloride increased to 15.17213 0A, this represents an increment of about 77.9% in the

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Publication Date
Thu Jan 01 2009
Journal Name
J. Of University Of Anbar For Pure Science
Estimation of the Normalized Difference Vegetation Index (NDVI) Variation for Selected Regions in Iraq for two Years 1990 & 2001
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The Normalized Difference Vegetation Index (NDVI) is commonly used as a measure of land surface greenness based on the assumption that NDVI value is positively proportional to the amount of green vegetation in an image pixel area. The Normalized Difference Vegetation Index data set of Landsat based on the remote sensing information is used to estimate the area of plant cover in region west of Baghdad during 1990-2001. The results show that in the period of 1990 and 2001 the plant area in region of Baghdad increased from (44760.25) hectare to (75410.67) hectare. The vegetation area increased during the period 1990-2001, and decreases the exposed area.

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Publication Date
Tue Mar 31 2015
Journal Name
Al-khwarizmi Engineering Journal
Dual Measurements of Pressure and Temperature With Fiber Bragg Grating Sensor
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Abstract

The fiber Bragg grating (FBG) technology has been rapidly applied in the sensing technology field. In this work, uniform FBG was used as pressure sensor based on measuring related Bragg wavelength shift. The pressure was applied directly by air compressor to the sensor and the pressure was ranged from 1 to 6 bar.

      This sensor also was affected by the external temperature so as a result it could be used as a temperature sensor. This sensor could be used to monitor the pressure of dams. It has been shown from the result that the sensor is very sensitive to the pressure and the sensitivity was (67 pm\bar) and is very sensitive to temperature and the sensitivity was (10p

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Publication Date
Sun Mar 01 2009
Journal Name
Journal Of Economics And Administrative Sciences
Use the method of parsing anomalous valueIn estimating the character parameter
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In this paper the method of singular value decomposition  is used to estimate the ridge parameter of ridge regression estimator which is an alternative to ordinary least squares estimator when the general linear regression model suffer from near multicollinearity.

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Crossref
Publication Date
Thu Dec 01 2022
Journal Name
Iraqi Journal Of Physics
Numerical Simulation for Cylindrical Electrostatic Precipitator: Effect of the Applied Voltage
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Coaxial (wire-cylinder) electrodes arrangements are widely used for electrostatic deposition of dust particles in flue gases, when a high voltage is applied to electrodes immersed in air and provide a strongly non-uniform electric field. The efficiency of electrostatic filters mainly depends on the value of the applied voltage and the distribution of the electric field. In this work, a two-dimensional computer simulation was constructed to study the effect of different applied voltages (20, 22, 25, 26, 28, 30 kV) on the inner electrode and their effect on the efficiency of the electrostatic precipitator. Finite Element Method (FEM) and COMSOL Multiphysics software were used to simulate the cross section of a wire cylinder. The results sh

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Crossref
Publication Date
Tue Oct 02 2018
Journal Name
Iraqi Journal Of Physics
Enhancement the sensitivity of humidity sensor based on an agarose infiltration reflection-type photonic crystal fiber interferometer
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Photonic Crystal Fiber Interferometers (PCFIs) are widely used for sensing applications. This work presents the fabrication and study the characterization of a relative humidity sensor based on a polymer-infiltrated photonic crystal fiber that operates in a Mach- Zehnder Interferometer (MZI) reflection mode. The fabrication of the sensor only involves splicing and cleaving Photonic Crystal Fiber (PCF) with Single Mode Fiber (SMF). A stub of (LMA-10) PCF spliced to SMF (Corning-28). In the splice regions. The PCFI sensor operation based on the adsorption and desorption of water vapour at the silica-air interface within the PCF. The sensor shows a high sensitivity to RH variations from (27% RH - 95% RH), with a change in its reflected powe

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Crossref (2)
Crossref
Publication Date
Tue Dec 29 2020
Journal Name
Iraqi Journal Of Pharmaceutical Sciences ( P-issn 1683 - 3597 E-issn 2521 - 3512)
Preparation, Characterization and Optimization of Etoposide-Loaded Gold Nanoparticles Based on Chemical Reduction Method
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In recent years, observed focus greatly on gold nanoparticles synthesis due to its unique properties and tremendous applicability. In most of these researches, the citrate reduction method has been adopted. The aim of this study was to prepare and optimize monodisperse ultrafine particles by addition of reducing agent to gold salt, as a result of seed mediated growth mechanism. In this research, gold nanoparticles suspension (G) was prepared by traditional standard Turkevich method and optimized by studying different variables such as reactants concentrations, preparation temperature and stirring rate on controlling size and uniformity of nanoparticles through preparing twenty formulas (G1-G20). Subsequently, the selected formula that pr

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Scopus (5)
Scopus Crossref
Publication Date
Mon Dec 31 2012
Journal Name
Al-khwarizmi Engineering Journal
Evaluation Study of Glass Fiber Reinforced Polyester and Kevlar Reinforced Polyester by Taguchi Method
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     In the present investigation two different types of fiber reinforced polymer composites were prepared by hand lay-up method using three different parameters (curing temperature, pressing load and fiber volume fraction). These composites were prepared from the polyester resin as the matrix material reinforced with glass fibers as first group of samples and mat Kevlar fibers as the second group, both with different volume fractions (4%, 8%, and 12%) of fibers. They were then tested by tensile strength and impact strength. The main objective in this study is to use Taguchi method for predicting the better parameters that give the better tensile and impact strength to the composites, and then preparing composites at

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Publication Date
Tue Nov 01 2022
Journal Name
Journal Of Engineering
Flow Over the Spillway of AlAdhiam Dam Under Gated Condition
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The AlAdhaim Dam is located 133 kilometers northeast of Baghdad. It is a multipurpose dam and joints the Iraqi dam system in 2000. It has a storage capacity of 1.5 billion m3. The dam has an ogee spillway with a length of 562 m, a crest level of 131.5 m.a.m.s.l. and a maximum discharge capacity of 1150 m3/s at its maximum storage height of 143 m.a.m.s.l. This research aimed to investigate the hydrodynamics performance of the spillway and the stilling basin of AlAdhiam Dam by using numerical simulation models under gated situations. It was suggested to modify the dam capacity by increasing the dam's storage capacity by installing gates on the crest of the dam spillway. The FLUENT program was used to

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