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.
Television is one of the best means of transmitting news, as it presents to us the events and facts in our homes in an integrated manner that depends in their formation on the two elements of sound and image, as they relate to the different emotions of each individual as long as he enjoys the blessings of hearing and sight, in addition to that the image is of great importance and is the basis of persuasion for the recipient, which is stronger An influence from the audio or readable word, at a time when the reader of the newsletter (the broadcaster) should have high performance and preventive skills and a distinguished profession in his work, and the only authority that has the right to judge this is the viewer himself. The performance an
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The toughening of epoxy resins with the addition of organic or inorganic compounds is of great interest nowadays, considering their large scale of applications. In the present work, composites of epoxy are synthesized with kaolin particles having different particle sizes as reinforcement. Composites of epoxy with varying concentration (0 to 40 weight %) of kaolin was prepared by using hand lay method. The variation of mechanical properties such as modulus of elasticity, yield, tensile, and compressive strength with filler content was evaluated. The composite showed improved modulus of elasticity and compressive properties on addition of filler. In contrast, the tensile and yield strength of the composite
... Show MoreLeishmaniasis is one of the neglected parasitic diseases, which belongs to the family Trypanosomatidae. Cutaneous leishmaniasis is endemic in Iraq and the available drugs are of side effect or resistant by the parasite. In this study, cytotoxicity of methotrexate was investigated on the promastigotes proliferation of the Iraqi strain ofL.tropica.The results showed a significant (p ≥ 0.05) difference in growth of treated groupsat all concentration (1000, 500, 250, 125.5, 62.5, 31.25, 15.6) μM, after 24 and 48 hours of follow up, while after 72 hours, significant difference was observed at concentration(1000, 125, 62.5) μM.The IC50 measured after 24and 48 hours and it was 40.366 and 44.452 μM, respectively.The present study showed
... Show MoreElectronic Alattarh been studied long flexible factors forming the nucleus of boron in the shell model framework multipolar been identified factors was introduced into the effects of polarization heart in the first place accounts
Studied the optical properties of the membranes CdS thin containing different ratios of ions cadmium to sulfur attended models manner spraying chemical gases on the rules of the glass temperature preparation (350c) were calculated energy gap allowed direct these membranes as observed decrease in the value of the energy gap at reducing the proportion ofsulfur ions as absorption coefficient was calculated
The concept of -closedness, a kind of covering property for topological spaces, has already been studied with meticulous care from different angles and via different approaches. In this paper, we continue the said investigation in terms of a different concept viz. grills. The deliberations in the article include certain characterizations and a few necessary conditions for the -closedness of a space, the latter conditions are also shown to be equivalent to -closedness in a - almost regular space. All these and the associated discussions and results are done with grills as the prime supporting tool.
Nanoparticles are defined as an organic or non-organic structure of matter in at least one of its dimensions less than 100 nm. Nanoparticles proved their effectiveness in different fields because of their unique physicochemical properties. Using nanoparticles in the power field contributes to cleaning and decreasing environmental pollution, which means it is an environmentally friendly material. It could be used in many different parts of batteries, including an anode, cathode, and electrolyte. This study reviews different types of nanoparticles used in Lithium-ion batteries by collecting the advanced techniques for applying nanotechnology in batteries. In addition, this review presents an idea about the advantages and d
... Show MoreThe nanocrystalline porous silicon (PS) films are prepared by electrochemical etching ECE of p -type silicon wafer with current density (10mA/cm ) and etching times on the formation nano -sized pore array with a dimension of around different etching time (10 and 20) min. The films were characterized by the measurement of XRD, atomic force microscopy properties (AFM). We have estimated crystallites size from X -Ray diffraction about nanoscale for PS and AFM confirms the nanometric size Chemical fictionalization during the electrochemical etching show on the surface chemical composition of PS. The atomic force microscopy investigation shows the rough silicon surface, with increasing etching process (current density and etching time) porous st
... Show MoreThe challenge in studying fusion reaction when the projectile is neutron or proton rich halo nuclei is the coupling mechanism between the elastic and the breakup channel, therefore the motivation from the present calculations is to estimate the best coupling parameter to introduce the effect of coupled-channels for the calculations of the total cross section of the fusion , the barrier distribution of the fusion and the average angular momentum 〈L〉 for the systems 6He+206Pb, 8B+28Si, 11Be+209Bi, 17F+208Pb, 6He+238U, 8He+197Au and 15C+232Th using quantum mechanical approach. A quantum Coupled-Channel Calculations are performed using CC code. The predictions of quantum mechanical approach are comparable with the measured data that is
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