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 numerical simulation for the low frequency waves in dusty plasma has been studied. The studying was done by taking two special cases depending on the direction of the propagation of the wave:First, when the propagation is parallel to the magnetic field K//B,this mode is called acoustic mode.Second,when K B this mode is called cyclotron mode.In addition, every one of the two modes divided into two modes depending on the range of the frequency.The Coulomb coupling parameter was studied, with temperature T,density of the dust particles Nd ,and the charge of the particle Qd.The low frequency electrostatic waves in dusty grains were studied. Also, the properties of ion-acoustic waves and ion-cyclotron waves are shown to modify even through
... Show MorePraise be to God, Lord of the worlds, and the best of prayers. He has completed the delivery of our master Muhammad, his family, and all his companions. O God, bring us out from the darkness of illusion, honor us with the light of understanding, open us with knowledge of knowledge, facilitate our morals with dreams, and make us who listen to the saying and follow their best.
And after ..
Since ancient times, magic was mentioned in many books in the history of the civilizations of ancient peoples, where the first emergence of human civilizations, the oldest of which is the Mesopotamian civilization, the Chinese civilization, and the Pharaonic civilization in Egypt, where concepts prevailed based on the charlatans and sorcery an
... Show MoreViolence is a speech in TV drama an important stage in the course of this experience and history in general. This experience has reflected the creative and ideological components and provided models of series involving the diversity as well as the abundance of Maantj even used contemporary societies to consume this amount of violence, crime and influenced generations Emma affected throated and characters that were not affected are learning and consisted of the names and the faces and actions of their stars and stories carried by.
Researcher puts the problem purely under the following question:
What are the treatments for directorial scenes of violence in the serial TV drama?
Then the methodological framework contained aim of the
Doctrinal responses
On the fabrications of succor
Tamimi
Ankylosing spondylitis is a complex debilitating disease because its pathogenesis is not clear. This study aims at detecting some pathogenesis factors that lead to induce the disease. Chlamydia pneumoniae is one of these pathogenesis factors which acts as a triggering factor for the disease. The study groups included forty Iraqi Ankylosing spondylitis patients and forty healthy persons as a control group. Immunological and molecular examinations were done to detect Chlamydia. pneumoniae in AS group. The immunological results were performed by Enzyme-Linked Immunosorbent Assay (ELISA) to detect anti-IgG and anti-IgM antibodies of C. pneumoniae revealed that five of forty AS patients' samples (12.5%) were positive for anti-IgG and IgM C. pneu
... Show MoreThe design processes in general and the design system in particular need to be studied and knowledge. Based on this vision, we find the need for constant research on the design processes, and the subject of the techniques of the designs of the covers of children magazines did not have the view of the researchers to make them the subject of study, For the subject of this research, the problem of research is determined according to the following question:
- What are the methods used in designing children magazine covers in Iraq?
Through this research we seek to find solutions to this question as well as it will serve the cognitive side of a modern study and development of a broader understanding of the subject. Through four
... Show MoreGeneral survey for wheat rust diseases in Iraqi fields was done during the seasons of 2010, 2011 and 2012. The survey covered different fields in southern, middle and northern regions. Results of the first season indicated that most of Iraqi cultivars such as Tmmoze2, IPA 99 and Mexipak showed different types of susceptibility to both yellow and leaf rust infection. Disease severity increased when the conditions were favorable for infections with using susceptible cultivars. The severity of leaf rust was less in the north region comparing with the middle and south regions. Most of the introduced cultivars such as Sham6 and Cimmyto showed susceptible reaction to yellow and leaf rust. Yellow rust was in epiphytotic form at the Iraqi-Syrian-Tu
... Show MoreWhen embankment is constructed on very soft soil, special construction methods are adopted. One of the techniques is a piled embankment. Piled (stone columns) embankments provide an economic and effective solution to the problem of constructing embankments over soft soils. This method can reduce settlements, construction time and cost. Stone columns provide an effective improvement method for soft soils under light structures such as rail or road embankments. The present work investigates the behavior of the embankment models resting on soft soil reinforced with stone columns. Model tests were performed with different spacing distances between stone columns and two lengths to diameter ratios of the stone columns, in addition to different
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