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.
In the current review, an updated list of dark beetle species (Coleoptera, Tenebrionidae) recorded in Iraq was given. The current paper is based on previous studies in the literature and contains all dark beetles referred to in Iraq, except for the species within the Pimelinae subfamily. The investigation of this review showed the presence of 89 species belonging to 34 genera within five subfamilies. This work included mentioning the basionyms and synonyms for genera and species with their global distribution, as well as, correcting the scientific names that were mentioned in the previous checklists.
Background: Recurrent aphthous ulcer is a chronic inflammatory disease of the oral mucosa. Substance P has activity in the inflammatory response. Transforming growth factor beta (TGF-β) as immune-modulators regulates the immune response and has anti-inflammatory, pro-inflammatory effects. Pistacia lentiscus (mastic) of Anacardiaceae family have pharmacological activities like anti-inflammatory, antioxidant, and used in treatment of wound and repair. The aim of this study is to find the safety and efficacy of a new product mastic orabase; experimentally and clinically. Methods: This research studied two parts: first; experimentally for assessment of mastic orabase effects on rabbit dermal irritation, efficacy of mastic orabase on the indu
... Show MoreWe investigate the interaction of proton with a solid target, describing the wake effects by taking fitted parameters with experimental values of energy loss function ELF for copper using the dielectric function of random phase approximation (RPA). The results exhibited a damped oscillatory behavior in the longitudinal direction behind the projectile. In addition, the wake potential becomes asymmetric around the z-axis with proton velocity values higher than Fermi velocity, as well as it depends on the position of projectile in cylindrical coordinates.
This study, establishes two stochastic monotonicity results concerning the run length of an upper one –sided Exponentially Weighted Moving Average (EWMA) control charts, based on the logarithm of the sample variance, for monitoring a process standard deviation, these properties cast interesting light on the control chart performance, and their extension to other one –sided EWMA control charts.
After the use of trust in God, and after the completion of my research called (the legislative miracle in the light of Surat), which studies the miracle in general and then unique legislative miracle, which was the largest share of the research where I built my research on several topics dealt with in the first topic: definition of miracles language and terminology and address Also discussed the Quran and the challenge and miracles and the status of the Arabs in the eloquence and eloquence, and then the literature in the miracle and dealt with legislation based on the foundations of individual education, family building, community building, and the most important advantages of Islamic legislation and presented some examples of legislativ
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This study is concentrated to investigate the effects of aeration and stirring speed on the volumetric mass transfer coefficient (KLa). A dynamic technique was used in estimating KLa values in order to achieve the aim of this study.
This study was done in 10L bioreactor by using two medias:-
- Dionized water
- Xanthan solution (1 g /L)
Moreover, the research covered a comparison between the obtained values of KLa.
The Xanthan solution was used because of its higher viscosity in comparison with water. It behaves similarly to the cultivation medium when organisms are cultivated in a bioreactor. Growth of organisms in the reactor l
... Show MoreMR Younus, Alustath, 2011
During a survey on the helminthic parasites of three species of turtles in the north part of Iraq, five species of nematodes were recorded for the first time in Iraq. They were all found in the intestine. These are, Camallanus microcephalus (Dujardin, 1845) recorvered from the turtle Clemmys caspica; Spironoura japonensis (Yamaguti, 1935) from Triopyx eup¬hraticus and Angusticaecum holopterum (Rudolphi, 1819), and Tachygonetria nicollei (Seurat, 1918) from the turtle Testudo graeca. All of the localities and hosts are newly recorded in Iraq.
This study examined the effect of transformational leadership four main dimensions (ideal influence, inspirational motivation, intellectual stimulation, individual considerations) as the independent variable on the dimensions of empowerment (knowledge and skill, communication, trust, incentives).
The study sought to achieve a set of goals and most important: the study of the reality of the organization surveyed to identify strategies or policies with employees by transformational leadership, moreover see how much support such a leadership strategy for empowerment and describe the dimensions of empowerment of (knowledge and skill, communication, and trust , and incentives) and the extent of its contributio
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The first step towards the goal of coexistence with diversity, we must all recognize each one of us the rights of others regardless of his religion, color, gender, and point of view, and that each one agrees with his partnership with others, and a person’s belonging to a religion or doctrine must be based on conviction and self-motivation, and that the true Sharia prohibits a Muslim To impose on others what they do not believe and believe in, for God Almighty did not give His Prophet this right, so how about others, and it is not surprising for everyone that disharmony and rivalry impede the attempt to advance in society, and it is natural that our enemies take advantage of our division among us,