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.
It is frequently asserted that an advantage of a binary search tree implementation of a set over linked list implementation is that for reasonably well balanced binary search trees the average search time (to discover whether or not a particular element is present in the set) is O(log N) to the base 2 where N is the number of element in the set (the size of the tree). This paper presents an experiment for measuring and comparing the obtained binary search tree time with the expected time (theoretical), this experiment proved the correctness of the hypothesis, the experiment is carried out using a program in turbo Pascal with recursion technique implementation and a statistical method to prove th
... Show MoreA new efficient Two Derivative Runge-Kutta method (TDRK) of order five is developed for the numerical solution of the special first order ordinary differential equations (ODEs). The new method is derived using the property of First Same As Last (FSAL). We analyzed the stability of our method. The numerical results are presented to illustrate the efficiency of the new method in comparison with some well-known RK methods.
The Iraqi marshes are considered the most extensive wetland ecosystem in the Middle East and are located in the middle and lower basin of the Tigris and Euphrates Rivers which create a wetlands network and comprise some shallow freshwater lakes that seasonally swamped floodplains. Al-Hawizeh marsh is a major marsh located east of Tigris River south of Iraq. This study aims to assess water quality through water quality index (WQI) and predict Total Dissolved Solids (TDS) concentrations in Al-Hawizeh marsh based on artificial neural network (ANN). Results showed that the WQI was more than 300 for years 2013 and 2014 (Water is unsuitable for drinking) and decreased within the range 200-300 in years 2015 and 2016 (Very poor water). The develope
... Show MoreThe Iraqi marshes are considered the most extensive wetland ecosystem in the Middle East and are located in the middle and lower basin of the Tigris and Euphrates Rivers which create a wetlands network and comprise some shallow freshwater lakes that seasonally swamped floodplains. Al-Hawizeh marsh is a major marsh located east of Tigris River south of Iraq. This study aims to assess water quality through water quality index (WQI) and predict Total Dissolved Solids (TDS) concentrations in Al-Hawizeh marsh based on artificial neural network (ANN). Results showed that the WQI was more than 300 for years 2013 and 2014 (Water is unsuitable for drinking) and decreased within the range 200-300 in years 2015 and 2016 (Very poor water). The
... Show MoreThe present study focused mainly on the buckling behavior of composite laminated plates subjected to mechanical loads. Mechanical loads are analyzed by experimental analysis, analytical analysis (for laminates without cutouts) and numerical analysis by finite element method (for laminates with and without cutouts) for different type of loads which could be uniform or non-uniform, uniaxial or biaxial. In addition to many design parameters of the laminates such as aspect ratio, thickness ratio, and lamination angle or the parameters of the cutout such as shape, size, position, direction, and radii rounding) which are changed to studytheir effects on the buckling characteristics with various boundary conditions. Levy method of classical lam
... Show MoreThe aim of our study is to solve a nonlinear epidemic model, which is the COVID-19 epidemic model in Iraq, through the application of initial value problems in the current study. The model has been presented as a system of ordinary differential equations that has parameters that change with time. Two numerical simulation methods are proposed to solve this model as suitable methods for solving systems whose coefficients change over time. These methods are the Mean Monte Carlo Runge-Kutta method (MMC_RK) and the Mean Latin Hypercube Runge-Kutta method (MLH_RK). The results of numerical simulation methods are compared with the results of the numerical Runge-Kutta 4th order method (RK4) from 2021 to 2025 using the absolute error, which prove
... Show MoreThe nuclear ground-state structure of some Nickel (58-66Ni) isotopes has been investigated within the framework of the mean field approach using the self-consist Hartree-Fock calculations (HF) including the effective interactions of Skyrme. The Skyrme parameterizations SKM, SKM*, SI, SIII, SKO, SKE, SLY4, SKxs15, SKxs20 and SKxs25 have been utilized with HF method to study the nuclear ground state charge, mass, neutron and proton densities with the corresponding root mean square radii, charge form factors, binding energies and neutron skin thickness. The deduced results led to specifying one set or more of Skyrme parameterizations that used to achieve the best agreement with the available experimental
... Show More 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.
In the current research, multiple mixing ratios of gamma -transitions of the energy levels 60𝑁𝑑 142−150 isotopes populated in 𝑁𝑑(𝑛, 𝑛 ˊ 60 142−150 ) 60𝑁𝑑 142−150 interaction are calculated using the constant statistical tensor (CST) method. The results obtained are, in general, in good agreement or consistent, within the experimental error, with the results published in the previously researches. Existing discrepancies result from inaccuracies in the experimental results of previous works. The current results confirm the validity of the constant statistical tenser method of calculating the values of mixing ratios and its predictability of errors in experimental results
Most dinoflagellate had a resting cyst in their life cycle. This cyst was developed in unfavorable environmental condition. The conventional method for identifying dinoflagellate cyst in natural sediment requires morphological observation, isolating, germinating and cultivating the cysts. PCR is a highly sensitive method for detecting dinoflagellate cyst in the sediment. The aim of this study is to examine whether CO1 primer could detect DNA of multispecies dinoflagellate cysts in the sediment from our sampling sites. Dinoflagellate cyst DNA was extracted from 16 sediment samples. PCR method using COI primer was running. The sequencing of dinoflagellate cyst DNA was using BLAST. Results showed that there were two clades of dinoflag
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