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 research presents the "theory of happiness according to Junaid al-Baghdadi" and the theory's most significant characteristics.
The reasons for happiness, include knowledge, love, and providence, and happiness itself is the return of man or spirit to the source from which it originated.
The expressive speech in the art of acting is considered to be the leading action for thinking and the interior interaction of the individual, in the organization of his relationship with the elements of the environment and its content, and the more acquired the individual's performance today skills in organizing and export of his conflicts and natural occasions , whenever , becomes more adaptable and an interpreted physically and acoustically inside pluralities in personalities, suited to the modern age. This research has addressed a range of topics related to expressive speech in the art of acting, since the first chapter included a systematic framework of the research, represented by the problem , the importance and aims of research t
... Show MoreThe main purpose of this work is to introduce the concept of higher N-derivation and study this concept into 2-torsion free prime ring we proved that:Let R be a prime ring of char. 2, U be a Jordan ideal of R and be a higher N-derivation of R, then , for all u U , r R , n N .
Background: Laparoscopic cholecystectomy (LC) has become the standard treatment for symptomatic cholelithiasis. Bile duct injury and accidental gallbladder perforation with spillage of bile and stone are common complications of LC. This study was carried out to assess the early complications of gallbladder perforation during LC, and identify the risk factor of that perforation.
Objectives: to evaluate the early complications which may occur after the perforation of the gallbladder during laparoscopic cholecystectomy and to determine the risk factors which are associated with the perforation of the gall bladder.
Subjects and methods: A prospective comparative study o
... Show MoreThat less duration takes larva mature into a virgin under field conditions is one day during Alguetrh from April to October and last longer to more than a day during Alguetrh from November to February and up to nine days in January when low minimum temperature to zero degreespercentage that these larvae can not be a high percentage in the field ranging from 90-100% reduced Hessian Alnsphaly 85% during the months of July and Cape
The sintering behavior of Alumina was investigated by adding TiO2. The addition of TiO2 lowered the sintering temperature of the Alumina compared with those of pure Alumina. The result suggests that TiO2 acts as an activator for sintering of Alumina. Water absorption, apparent porosity and density were examined for both pure and TiO2 added to Alumina samples. The variations of sintering behavior were discussed in terms of shrinkage, porosity, water absorption and density. Thermal shock resistance was also examined. In term of this work, the way of improving the thermal shock resistance in oxide- based materials by adding reactive Titania powder to the Alumina samples. The laboratory results showed an improvement in thermal shock resistance
... Show Moreتحليل الشراكات التجارية للعراق 2003-2013
It is axiomatic that languages mirror the world view of their users. Manipulating honorific forms among people inevitably reflects this truth . Honorifics are conventionalized forms or expressions manifested in all the world's languages and are used to express the social status of the participants in the verbal interaction and to convey indications like politeness and respect . English is no exception. However the question is what exactly creates these forms and their meanings. Although honorifics have been extensively researched from a grammatical and semantic angle , yet they haven’t received that significant attention i
... Show MoreThe genera and species of Liliaceae show a considerable structural diversity of leaves and especially stems. This paper presents a morphological and anatomical study of the leaves and stems of Asphodelus microcarpus. The results showed that the investigated species had typical morphological characters. and also that it could be distinguished from another plant not only by its morphological but anatomical characters as well.
In the region of the north of Iraq using the method of analyzing thin section microfacies to 38 of rockyslices which were gathered from a place near Aqra city. These slides are divided into seven microfacies depending on lithologcal component and fossils.
1) Dolostone facies.
2)Recrystallized bioclastic wackestone facies.
3) Bioclastic packstone microfacies
4)Sucrosic dolomite facies.
5) Bioclastic grainstone in microfacies.
According to water energy, these facies were divided to three zone:
- a) Low energy environment.
- b) Transitional zone.
- c) High energy environment.