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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 Feb 22 2023
Journal Name
Iraqi Journal Of Science
On Solving Singular Multi Point Boundary Value Problems with Nonlocal Condition
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In this paper Hermite interpolation method is used for solving linear and non-linear second order singular multi point boundary value problems with nonlocal condition. The approximate solution is found in the form of a rapidly convergent polynomial. We discuss behavior of the solution in the neighborhood of the singularity point which appears to perform satisfactorily for singular problems. The examples to demonstrate the applicability and efficiency of the method have been given.

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Publication Date
Tue Sep 04 2018
Journal Name
Al-khwarizmi Engineering Journal
Study the Effect of Cutting Parameters on Temperature Distribution and Tool Life During Turning Stainless Steel 316L
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This paper is focused on studying the effect of cutting parameters (spindle speed, feed and depth of cut) on the response (temperature and tool life) during turning process. The inserts used in this study are carbide inserts coated with TiAlN (Titanum, Aluminium and Nitride) for machining a shaft of stainless steel 316L. Finite difference method was used to find the temperature distribution. The experimental results were done using infrared camera while the simulation process was performed using Matlab software package. The results showed that the  maximum difference between the experimental and simulation results was equal to 19.3 , so, a good agreement between the experimental and simulation results  was achieved. Tool life w

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Crossref
Publication Date
Sat Dec 30 2023
Journal Name
Journal Of Economics And Administrative Sciences
Classification of Iraqi Children According to Their Nutritional Status Using Fuzzy Logic
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In this paper, we build a fuzzy classification system for classifying the nutritional status of children under 5 years old in Iraq using the Mamdani method based on input variables such as weight and height to determine the nutritional status of the child. Also, Classifying the nutritional status faces a difficult challenge in the medical field due to uncertainty and ambiguity in the variables and attributes that determine the categories of nutritional status for children, which are relied upon in medical diagnosis to determine the types of malnutrition problems and identify the categories or groups suffering from malnutrition to determine the risks faced by each group or category of children. Malnutrition in children is one of the most

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Crossref
Publication Date
Fri Sep 30 2022
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Evaluation of direct withholding tax procedures as a tool to increase tax proceeds : applied research in the General Tax Authority / Direct Deduction Department
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The research aims to evaluate the direct deduction department’s procedures for the process of collecting income tax using the direct deduction method for state departments and the public sector in light of direct deduction tax instructions No. (1) of 2007 and Income Tax Law No. (113) of 1982 (amended) through Giving a clear idea of ​​the reality of tax collection procedures because this type of tax is one of great importance because it contributes to the provision of financial revenues to the state to finance its expenses and direct the economy towards achieving its social, economic and political goals. The researcher makes comparisons between the procedures of the General Tax Authority in collecting the tax and what was approved b

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Publication Date
Sun Mar 04 2018
Journal Name
Baghdad Science Journal
Synthesis and Characterization of a Molecularly Imprinted Polymer for Diclofenac Sodium Using (2-vinylpyridine and 2-hydroxyethyl metha acrylate) as the Complexing Monomer
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Four electrodes were synthesized based on molecularly imprinted polymers (MIPs). Two MIPs were prepared by using the diclofenac sodium (DFS) as the template, 2-hydroxy ethyl metha acrylate(2-HEMA) and 2-vinyl pyridine(2-VP) as monomers as well as divinyl benzene and benzoyl peroxide as cross linker and initiator respectively. The same composition used for prepared non-imprinted polymers (NIPs) but without the template (diclofenac sodium). To prepared the membranes electrodes used different plasticizers in PVC matrix such as: tris(2-ethyl hexyl) phosphate (TEHP), tri butyl phosphate (TBP), bis(2-ethyl hexyl) adipate (BEHA) and tritolyl phosphate (TTP). The characteristics studied the slop, detection limit, life time and linearity range of DF

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Scopus (14)
Crossref (6)
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Publication Date
Sun Nov 26 2017
Journal Name
Journal Of Engineering
Compression Index and Compression Ratio Prediction by Artificial Neural Networks
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Information about soil consolidation is essential in geotechnical design. Because of the time and expense involved in performing consolidation tests, equations are required to estimate compression index from soil index properties. Although many empirical equations concerning soil properties have been proposed, such equations may not be appropriate for local situations. The aim of this study is to investigate the consolidation and physical properties of the cohesive soil. Artificial Neural Network (ANN) has been adapted in this investigation to predict the compression index and compression ratio using basic index properties. One hundred and ninety five consolidation results for soils tested at different construction sites

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Publication Date
Sun Apr 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Bayes Estimators for the Parameter of the Inverted Exponential Distribution Under different Double informative priors
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In this paper, we present a comparison of double informative priors which are assumed for the parameter of inverted exponential distribution.To estimate the parameter of inverted exponential distribution by using Bayes estimation ,will be  used two different kind of information in the Bayes estimation; two different priors have been selected for the parameter of inverted exponential distribution. Also assumed Chi-squared - Gamma distribution, Chi-squared - Erlang distribution, and- Gamma- Erlang distribution as double priors. The results are the derivations of these estimators under the squared error loss function with three different double priors.

Additionally Maximum likelihood estimation method

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Crossref
Publication Date
Sat Mar 30 2019
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Removal of Manganese Ions (Mn2+) from a Simulated Wastewater by Electrocoagulation/ Electroflotation Technologies with Stainless Steel Mesh Electrodes: Process Optimization Based on Taguchi Approach
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This study depicts the removal of Manganese ions (Mn2+) from simulated wastewater by combined electrocoagulation/ electroflotation technologies. The effects of initial Mn concentration, current density (C.D.), electrolysis time, and different mesh numbers of stainless steel screen electrodes were investigated in a batch cell by adopting Taguchi experimental design to explore the optimum conditions for maximum removal efficiency of Mn. The results of multiple regression and signal to noise ratio (S/N) showed that the optimum conditions were Mn initial concentration of 100 ppm, C.D. of 4 mA/cm2, time of 120 min, and mesh no. of 30 (wire/inch). Also, the relative significance of each factor was attained by the analysis of variance (ANO

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Crossref (8)
Crossref
Publication Date
Sat Mar 30 2019
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Removal of Manganese Ions (Mn2+) from a Simulated Wastewater by Electrocoagulation/ Electroflotation Technologies with Stainless Steel Mesh Electrodes: Process Optimization Based on Taguchi Approach
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This study depicts the removal of Manganese ions (Mn2+) from simulated wastewater by combined electrocoagulation/ electroflotation technologies. The effects of initial Mn concentration, current density (C.D.), electrolysis time, and different mesh numbers of stainless steel screen electrodes were investigated in a batch cell by adopting Taguchi experimental design to explore the optimum conditions for maximum removal efficiency of Mn. The results of multiple regression and signal to noise ratio (S/N) showed that the optimum conditions were Mn initial concentration of 100 ppm, C.D. of 4 mA/cm2, time of 120 min, and mesh no. of 30 (wire/inch). Also, the relative significance of each factor was attained by the analysis

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Crossref (8)
Crossref
Publication Date
Sat Jun 06 2026
Journal Name
Journal Of Composites Science
Performance-Based Evaluation of Nanomaterials for Enhancing Moisture Damage Resistance in Asphalt Concrete
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Moisture-induced damage is one of the primary causes of premature distress in asphalt pavements, leading to reduced service life and increased maintenance costs. Although nanomaterials have shown potential in enhancing asphalt performance, the underlying composite interaction mechanisms among nanomaterials, asphalt binder, and aggregate phases under moisture exposure are still not fully understood. In addition, comparative evaluations under consistent experimental conditions remain limited. This study investigates the influence of five nanomaterials: nano-silica (NS), nano-alumina (NA), nano-titanium dioxide (NT), nano-zinc oxide (NZ), and carbon nanotubes (CNT) on the physical and mechanical properties of asphalt binders and mixtur

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