Preferred Language
Articles
/
LxfC744BVTCNdQwCUlrJ
Fractional Brownian motion inference of multivariate stochastic differential equations
...Show More Authors

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.

Scopus
Publication Date
Thu Dec 01 2022
Journal Name
Civil Engineering Journal
Effect of Vehicular Stream Characteristics on Traffic Noise
...Show More Authors

Human health can be negatively impacted by exposure to loud noise, which can harm the auditory system. Traffic noise is the leading cause of noise pollution. This paper studies the problem of noise pollution on the roads in Baghdad, Iraq. Due to the increase in vehicle numbers and road network modifications in Baghdad, noise levels became a serious topic to be studied. The aim of the paper was thus to study traffic noise levels and the effect of the traffic stream on noise levels and to formulate a prediction model that identified the guidelines used for designing or developing future roads in the city. Then, the noise levels were measured based on five variables: the functional classification of roads, traffic flow, vehicle speed,

... Show More
View Publication Preview PDF
Scopus (2)
Scopus Clarivate Crossref
Publication Date
Fri May 01 2020
Journal Name
Journal Of Physics: Conference Series
CERTAIN FAMILY OF MULTIVALENT FUNCTIONS ASSOCIATED WITH SUBORDINATION
...Show More Authors
Abstract<p>We have studied new subclass B (A, B,γ) over multivalent functions. We have present some effects because of the category B (A, B,γ). We bear mentioned simple properties, convolution properties, incomplete sums, weighted mean, arithmetic mean, linear combination, inclusion rapport and neighborhood properties, software concerning fractional calculus then vile residences because of both the classes…</p>
View Publication
Scopus (1)
Scopus Crossref
Publication Date
Sun Jan 01 2023
Journal Name
Route Educational And Social Science Journal
A POSTMODERNIST READING OF KURT VONNEGUT’S SLAUGHTERHOUSE-FIVE
...Show More Authors

View Publication
Crossref
Publication Date
Mon Mar 30 2020
Journal Name
El - Hakika (the Truth) Journal For Social And Human Sciences
Third-Party Ownership of -Football Players’- Economic Rights
...Show More Authors

Investing in the economic rights of soccer players (or what is known as third-party ownership of the rights of soccer-economic players) plays an important role in financing sports clubs whether they want to compete for the championships and the requirements that this brings to professional players to play in (and what operations require Recruitment is from fictional fees (or retaining its players) who are paid high or even very high wages), or those that are only satisfied with continuing their sporting activities (away from competition), especially after traditional sources of funding have been unable (such as the loans they provide Banks or not These are credit institutions, advertising wages, selling tickets, and televising for matches)

... Show More
View Publication
Publication Date
Mon Jul 01 2019
Journal Name
Journal Of Physics: Conference Series
Motivational efficacy of lasers on marrow haemopoetic cells
...Show More Authors
Abstract<p>Lasers has been proved to increase tissue oxygenation, activate marrow progenitor cells, expanse the microcirculation, accelerate the restoration of functions, stimulate adaptation ability and stabilization of the hormonal status. The semisolid tissue present in the epiphysis of the bone where it’s structure is spongy or cancellous is bone marrow and it formed about 4% of body weight, the marrow is composed of hemopoietic cells, however, the structure of the marrow is of both cellular and non – cellular components. The hemopoietic stem cells are responsible of producing white blood cells, red corpuscles, platelets in addition to the fibroblasts, macrophages, adipocytes, osteoblast</p> ... Show More
View Publication Preview PDF
Scopus (1)
Crossref (1)
Scopus Crossref
Publication Date
Thu Dec 06 2018
Journal Name
Iraqi Journal Of Pharmaceutical Sciences ( P-issn 1683 - 3597 E-issn 2521 - 3512)
Studying the Effect of Variables on Acyclovir Microsponge
...Show More Authors
The aim of the present investigation was to develop a microsponge delivery system of acyclovir to control its release when applied topically thereby reducing dosing frequency and enhancement patient compliance. The microsponges were produced by the oil in oil emulsion solvent diffusion method. The effect of different formulation and process variables such as internal phase volume, polymer type, drug-polymer ratio, stirring speed and stirring duration on microsponge production yield, loading efficiency, particle size and in-vitro drug release was evaluated. The result showed that the microsponge F2 prepared from Eudrajet RS polymer had optimum physical properties regarding the loading efficiency of 99.71_+ 0.7% and product
... Show More
View Publication Preview PDF
Scopus (5)
Scopus Crossref
Publication Date
Mon Dec 18 2023
Journal Name
Bulletin Of The Iraq Natural History Museum (p-issn: 1017-8678 , E-issn: 2311-9799)
CHECKLIST OF DARKLING BEETLES (COLEOPTERA, TENEBRIONIDAE) IN IRAQ
...Show More Authors

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.

View Publication Preview PDF
Scopus (2)
Crossref (2)
Scopus Crossref
Publication Date
Thu Dec 29 2016
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Existence of Positive Solution for Boundary Value Problems
...Show More Authors

  This paper studies the existence of  positive solutions for the following boundary value problem :-
 
 y(b) 0 α y(a) - β y(a) 0     bta             f(y) g(t) λy    
 
 
The solution procedure follows using the Fixed point theorem and obtains that this problem has at least one positive solution .Also,it determines (  ) Eigenvalue which would be needed to find the positive solution .

View Publication Preview PDF
Publication Date
Tue Sep 19 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Evaluation of tbe Intensity Distribution by Image Processing
...Show More Authors

Image   processing   is  an   important   source   for   the  image

analytical    in   order    to    get   variable    parameters    such   as   the

intensity  .In  present   work  it  has  been  found   a  relation   between the  tensity and  number    of  pixd  in  the  image  ,  and  from  this relation   we  have   got   in  this  paper   the  inten

... Show More
View Publication Preview PDF
Publication Date
Wed Apr 26 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Synthesis And Characterization Of Some 1,3,4 - Thiadiazole Derivatives
...Show More Authors

  A series of N- benzoyl  - 2 – alkyl -1- ( 2- thio – 1,3,4- thiadiazole -5- yl ) , have been synthesized from DL- α– amino acids , The methyl and sulfon thio ethers of these compounds were also prepared , representative samples of the prepared compounds were characterized from their IR- spectrum and elemental analysis .
 

View Publication Preview PDF