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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
Wed Jan 01 2014
Journal Name
Ibn Al- Haitham J. Fo R Pure & Appl. Sci
Multiple Mixing Ratios of Gamma Rays Reaction 32 70 70 33 Ge p n As (, ) γ Using a2-ratio Method.
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The δ-mixing of γ-transitions in 70As populated in the 32 70 70 33 Ge p n As (, ) γ reaction is calculated in the present work by using the a2-ratio methods. In one work we applied this method for two cases, the first one is for pure transition and the sacend one is for non pure transition, We take into account the experimental a2-coefficient for previous works and δ -values for one transition only.The results obtained are, in general, in a good agreement within associated errors, with those reported previously , the discrepancies that occur are due to inaccuracies existing in the experimental data of the previous works.

Publication Date
Fri Jun 30 2023
Journal Name
Journal Of The College Of Education For Women
Developing Tenth Grade Female Students' Attitudes in Critical Reading Skills Using the Reflective Thinking Method in the Sultanate of Oman
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        This study aimed to developing the skills of critical reading for the tenth basic school female students through a training program using the reflective thinking method. The study sample consisted of (64) students. To achieve the objective of the study, the researcher uses the quasi-experiment approach consisting of a control group (32 students) and an experimental group (32 students). The researcher used three research inventories as follows: 1) A list of critical reading skills included (30) skills within three aspects (Recognition – Deduction – Evaluation and Judgment). 2) An executive program using reflective thinking for developing critical reading skills. 3) Achievement test to measure

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Crossref
Publication Date
Sat Dec 31 2016
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Corrosion Inhibition of Carbon Steel in Hydrochloric Acid under Dynamic Conditions
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In this work, studying the effect of ethylenediamine as a corrosion inhibitor was investigated for carbon steel in aerated HCl solution in range of 0.1-1N under dynamic conditions, i.e., rotational velocity of 400–1200 rpm in the temperature range 35 – 65 ºC.  Weight loss method was employed in absence and presence of the inhibitor as an adsorption type in concentration range 1000 – 5000 ppm using rotating cylinder specimens. The experimental results showed that corrosion rate in absence and presence of inhibitor is increased with increasing temperature, rotational velocity and concentration of acid. It is decreased with increasing inhibitor concentration for the whole range of temperature, rotational velocity and concentrati

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Publication Date
Sun Oct 01 2023
Journal Name
Baghdad Science Journal
Estimation of Apelin Levels in Iraqi Patients with Type II Diabetic Peripheral Neuropathy
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Diabetes mellitus type 2 (T2DM) is a chronic and progressive condition, which affects people all around the world. The risk of complications increases with age if the disease is not managed properly. Diabetic neuropathy is caused by excessive blood glucose and lipid levels, resulting in nerve damage. Apelin is a peptide hormone that is found in different human organs, including the central nervous system and adipose tissue. The aim of this study is to estimate Apelin levels in diabetes type 2 and Diabetic peripheral Neuropathy (DPN) Iraqi patients and show the extent of peripheral nerve damage. The current study included 120 participants: 40 patients with Diabetes Mellitus, 40 patients with Diabetic peripheral Neuropathy, and 40 healthy

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Scopus (11)
Crossref (3)
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Publication Date
Thu Nov 02 2023
Journal Name
Journal Of Engineering
Numerical Study of Piled Raft Foundation in Non-Homogeneous Soil Using Finite Element Method
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This paper analyzes a piled-raft foundation on non-homogeneous soils with variable layer depth percentages. The present work aims to perform a three-dimensional finite element analysis of a piled-raft foundation subjected to vertical load using the PLAXIS 3D software. Parametric analysis was carried out to determine the effect of soil type and initial layer thickness. The parametric study showed that increasing the relative density from 30 % to 80 % of the upper sand layer and the thickness of the first layer has led to an increase in the ultimate load and a decrease in the settlement of piled raft foundations for the cases of sand over weak soil.  In clay over weak soil, the ultimate load of the piled raft foundation w

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Crossref
Publication Date
Sat Jan 01 2011
Journal Name
Journal Of Engineering
FINITE ELEMENT ANALYSIS OF STRIP FOOTING RESTING ON GIBSON-TYPE SOIL BY USING MATLAB
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This research presents a method of using MATLAB in analyzing a nonhomogeneous soil (Gibson-type) by
estimating the displacements and stresses under the strip footing during applied incremental loading
sequences. This paper presents a two-dimensional finite element method. In this method, the soil is divided into a number of triangle elements. A model soil (Gibson-type) with linearly increasing modulus of elasticity with depth is presented. The influences of modulus of elasticity, incremental loading, width of footing, and depth of footing are considered in this paper. The results are compared with authors' conclusions of previous studies.

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Crossref
Publication Date
Thu Oct 31 2013
Journal Name
Al-khwarizmi Engineering Journal
An Investigation Study of Thinning Distribution in Single Point Incremental Forming Using FEM Analysis
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Single Point Incremental Forming (SPIF) is a forming technique of sheet material based on layered manufacturing principles. The sheet part is locally deformed through horizontal slices. The moving locus of forming tool (called as toolpath) in these slices constructed to the finished part was performed by the CNC technology. The toolpath was created directly from CAD model of final product. The forming tool is a Ball-end forming tool, which was moved along the toolpath while the edges of sheet material were clamped rigidly on fixture.

This paper presented an investigation study of thinning distribution of a conical shapes carried out by incremental forming and the validation of finite element method to evaluate the limits of the p

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Publication Date
Thu Feb 28 2019
Journal Name
The Open Rheumatology Journal
The Value of Soluble Transferrin Receptor and Soluble Transferrin Receptor-ferritin Index in Discriminating Iron Deficiency Anaemia from Anaemia of Chronic Disease in Patients With Rheumatoid Arthritis
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Background:

Anaemia is a common extra-articular manifestation of rheumatoid arthritis (RA) where anaemia of chronic disease (ACD) and iron deficiency anaemia (IDA) are the two most frequent types. The distinction between these two types of anaemia has always been challenging requiring sophisticated techniques. Serum transferrin receptor (sTfR) a truncated soluble form of the transferrin receptor is one of the parameters that is influenced by the Iron content and supply to the erythrons and is not affected by inflammatory status and therefore the use of the sTfR/log ferritin (sTfR-F) index can be a reliable indicator of functional iron deficiency.

Aim of the s
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Scopus (6)
Crossref (4)
Scopus Crossref
Publication Date
Tue Nov 01 2016
Journal Name
Journal Of Engineering
Effect of Electrical Discharge Machining and Shot Blast Peening Parameters on Fatigue Life of AISI D2 Die Steel
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The present paper deals with studying the effect of electrical discharge machining (EDM) and shot blast peening parameters on work piece fatigue lives using copper and graphite electrodes. Response surface methodology (RSM) and the design of experiment (DOE) were used to plan and design the experimental work matrices for two EDM groups of experiments using kerosene dielectric alone, while the second was treated by the shot blast peening processes after EDM machining. To verify the experimental results, the analysis of variance (ANOVA) was used to predict the EDM models for high carbon high chromium AISI D2 die steel. The work piece fatigue lives in terms of safety factors after EDM models were developed by FEM using ANSY

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Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison of Bayes Estimators for the parameter of Rayleigh Distribution with Simulation
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   A comparison of double informative and non- informative priors assumed for the parameter of Rayleigh distribution is considered. Three different sets of double priors are included, for a single unknown parameter of Rayleigh distribution. We have assumed three double priors: the square root inverted gamma (SRIG) - the natural conjugate family of priors distribution, the square root inverted gamma – the non-informative distribution, and the natural conjugate family of priors - the non-informative distribution as double priors .The data is generating form three cases from Rayleigh distribution for different samples sizes (small, medium, and large). And Bayes estimators for the parameter is derived under a squared erro

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