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 aim of the research is to identify the attitudes of Iraqi youth
towards volunteering work by using the survey method and the scale
tool to identify what young volunteers can carry from the attitudes
towards volunteering work because the phenomenon of volunteer
work is of great importance in society. The scale was applied to
(525) volunteers among Iraqi youth. The research reached a set
of results, the most prominent of which is the existence of positive
trends among young people towards volunteering work, meaning
that Iraqi youth volunteers have awareness of the concept of
volunteering correctly. As for their goals of volunteering, they are
humanitarian and social goals for the advancement of society, an
The aim of this investigation is to present the idea of SAH – ideal , closed SAH – ideal and closed SAH – ideal with respect to an element , and s- of BH – algebra .
We detail and show theorems which regulate the relationship between these ideas and provide some examples in BH – algebra .
Multivariate Non-Parametric control charts were used to monitoring the data that generated by using the simulation, whether they are within control limits or not. Since that non-parametric methods do not require any assumptions about the distribution of the data. This research aims to apply the multivariate non-parametric quality control methods, which are Multivariate Wilcoxon Signed-Rank ( ) , kernel principal component analysis (KPCA) and k-nearest neighbor ( −
We use the idea of Grill, this study generalized a new sort of linked space like –connected –hyperconnected and investigated its features, as well as the relationship between it and previously described notation. It also developed new sorts of functions, such as hyperconnected space, and identifying their relationship, by offering numerous instance and attributes that belong to this set. This set will serve as a starting point for further research into the sets many future possibilities. Also, we use some of the theorems and observations previously studied and relate them to the grill and the Alpha group, and benefit from them in order to obtain new results in this research. We applied the concept of Connected to them and obtained
... Show MoreThe process of self-assessment plays a key role in achieving quality educational institutions (college, department or program academic particular), because the assessment process provides reviews of the effectiveness of the criteria used in the enterprise, especially in the field of teaching and learning, and is result self-assessment providing self-assessment report. The self- assessment can be performed at different levels (college, academic department, Master, Ph.D. program, or courses). The importance of the research focused on to provide a measure of self-assessment helps profile officials in the implementation of the assessment process are clear and precise and fast, and to provide them to measure the availability requireme
... Show MoreWar was and remains one of the main instruments for the practice of international relations, and has always been a major focus of the study of international relations. War, such as diplomacy, propaganda, etc., is an instrument of national politics. States have used wars to achieve their goals and aspirations and achieve their national interests. War and peace issues are essential to understanding international relations. They are questions that involve the problem of survival.
Today the term "war" is used in many different ways. We talk about Cold War, Hot War, Limited War, Total War, Conventional War, Unconventional War, Civil War, Gang War, Preventive War etc. However, the war continued to exist, and took various forms.
... 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 present work involved synthesis of serval new substituted tetrazole via Schiff bases for trimethoprim drug by two steps. The first step involved direct reaction of different ketones and aldehydes with trimethoprim producing the corresponding Schiff bases (1-10), whereas the second step, involved preparation new tetrazoles derivatives (11-20) through reaction of the ready Schiff bases (in the first step) with sodium azidein in dioxin. The prepared compounds were characterized by UV, FT-IR, and some of them by 13C-NMR, 1H-NMR spectroscopy and physical properties.
In this paper, an experimental study has been conducted regarding the indication of resonance in chaotic semiconductor laser. Resonant perturbations are effective for harnessing nonlinear oscillators for various applications such as inducing chaos and controlling chaos. Interesting results have been obtained regarding to the effect of the chaotic resonance by adding the frequency on the systems. The frequency changes nonlinear dynamical system through a critical value, there is a transition from a periodic attractor to a strange attractor. The amplitude has a very relevant impact on the system, resulting in an optimal resonance response for appropriate values related to correlation time. The chaotic system becomes regular under
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