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Exploring the B-Spline Transform for Estimating Lévy Process Parameters: Applications in Finance and Biomodeling
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Exploring the B-Spline Transform for Estimating Lévy Process Parameters: Applications in Finance and Biomodeling Exploring the B-Spline Transform for Estimating Lévy Process Parameters: Applications in Finance and Biomodeling Letters in Biomathematics · Jul 7, 2025Letters in Biomathematics · Jul 7, 2025 Show publication This paper, presents the application of the B-spline transform as an effective and precise technique for estimating key parameters i.e., drift, volatility, and jump intensity for Lévy processes. Lévy processes are powerful tools for representing phenomena with continuous trends with abrupt changes. The proposed approach is validated through a simulated biological case study on animal migration in which movements are modeled as Lévy flights with long-range jumps and directionally biased drift. This scenario depicts real-world stochastic behaviors in the spatial dynamics of a species. The results demonstrate the power of the B-spline method in its capability to accommodate complex stochastic behaviors with low mean squared error (MSE). To demonstrate its relevance in an actual financial context, the model is applied to forecast trends in Iraqi ATM usage based on data collected between the years 2008 and 2021. The results indicate a uniform growth in demand, supported by forecasts for the years 2022 and 2023, confirming the model’s predictive accuracy. Overall, the research identifies the B-spline transform as a robust method for parameter estimation in Lévy-based models with potential applications in finance, ecology, and biomathematics.

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Publication Date
Wed Jul 10 2024
Journal Name
Plos One
Distortions to the passage of time for annual events: Exploring why Christmas and Ramadan feel like they come around more quickly each year
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Background Commonly heard statements such as “Christmas comes around more quickly each year” suggest that the passage of time between annual events can become distorted, leading to the sensation of time passing more quickly than normal. At present however, it is unclear how prevalent such beliefs are and, what factors are predictive of it. Aim To explore the prevalence of beliefs that annual events such as Christmas (Study 1 UK sample) and Ramadan (Study 2 Iraqi sample) feel like they come around more quickly each year. To establish the association between distortions to the passage of time between annual events and emotional wellbeing, event specific enjoyment, memory function and self-reported attention to time. Methods Participants c

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Scopus (1)
Scopus
Publication Date
Fri Aug 22 2025
Journal Name
Frontiers In Political Science
The role of identity in a multilevel interdependence in international relations: exploring popular understandings of international politics
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This study investigates the role of identity as a critical factor in mediating the relationship between local and regional politics within the broader context of international relations (IR). While identity is frequently acknowledged as a catalyst for political instability and conflict, its function in fostering interdependence across political levels remains underexplored, particularly through empirical research. To address this gap, the study adopts a quantitative methodology, drawing on theories of identity politics and interdependence. A structured survey was administered to assess public perceptions of identity's influence on international engagement and its bridging role between domestic and regional political dynamics. The fi

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Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison Between Maximum Likelihood Method And Bayesian Method For Estimating Some Non-Homogeneous Poisson Processes Models
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Abstract

The Non - Homogeneous Poisson  process is considered  as one of the statistical subjects which had an importance in other sciences and a large application in different areas as waiting raws and rectifiable systems method , computer and communication systems and the theory of reliability and many other, also it used in modeling the phenomenon that occurred by unfixed way over time (all events that changed by time).

This research deals with some of the basic concepts that are related to the Non - Homogeneous Poisson process , This research carried out two models of the Non - Homogeneous Poisson process which are the power law model , and Musa –okumto ,   to estimate th

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Publication Date
Sat Mar 31 2018
Journal Name
Journal Of Engineering
Estimating Angle of Arrival (AOA) for Wideband Signal by Sensor Delay Line (SDL) and Tapped Delay Line (TDL) Processors
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Angle of arrival (AOA) estimation for wideband signal becomes more necessary for modern communication systems like Global System for Mobile (GSM), satellite, military applications and spread spectrum (frequency hopping and direct sequence). Most of the researchers are focusing on how to cancel the effects of signal bandwidth on AOA estimation performance by using a transversal filter (tap delay line) (TDL). Most of the researchers were using two elements array antenna to study these effects. In this research, a general case of proposed (M) array elements is used. A transversal filter (TDL) in phase adaptive array antenna system is used to calculate the optimum number of taps required to compensate these effect. The propo

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Crossref
Publication Date
Mon Jan 01 2024
Journal Name
Results In Nonlinear Analysis
Numerical solutions for the time fractional Black-Scholes model governing European option by using double integral transform decomposition method
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Publication Date
Fri Feb 01 2013
Journal Name
Ijbpas
ALTERATION OF IMMUNE MEDIATORS IN PATIENTS WITH HEPATITIS B AND C VIRUS INFECTION
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HBV and HCV are the major causes of chronic liver diseases throughout the world, and constitute a major global health risk. There is accumulated evidence that the imbalance of proinflammatory and anti-inflammatory cytokine production may play an important role in the pathogenesis of viral hepatic infections and may influence the clinical outcome and disease progression. This study was undertaken to analyze the circulating levels of Tumor Necrotic Factor (TNF-α) and Th2 cytokine IL-10 in patients infected with Hepatitis B and C virus. The study population consisted of 30 patients with chronic HBV, in addition to other 30 patients with chronic HCV infection were recruited on their first examination at the Al-Kindy General Hospital in Baghdad

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Publication Date
Thu Jun 01 2023
Journal Name
Iraqi Journal Of Physics
Design and Analysis of the Hexagonal-Shaped Antenna with Multi-Band Feature for WLAN, WiMAX, and LTE Applications
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Developing and researching antenna designs are analogous to excavating in an undiscovered mine. This paper proposes a multi-band antenna with a new hexagonal ring shape, theoretically designed, developed, and analyzed using a CST before being manufactured. The antenna has undergone six changes to provide the best performance. The results of the surface current distribution and the electric field distribution on the surface of the hexagonal patch were theoretically analyzed and studied. The sequential approach taken to determine the most effective design is logical, and prevents deviation from the work direction. After comparing the six theoretical results, the fifth model proved to be the best for making a prototype. Measured results rep

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Publication Date
Mon Mar 09 2015
Journal Name
Monthly Notices Of The Royal Astronomical Society
A reliable iterative method for solving Volterra integro-differential equations and some applications for the Lane–Emden equations of the first kind
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Publication Date
Fri Mar 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Measure and evaluate the return and risk formulas of Islamic Finance: Empirical study of the state of Jordan Islamic Bank and Islamic Arab International Bank
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    The study aims to measure and evaluate the return and the risk formulas of Islamic finance of Jordan during the period (2000 – 2009) according of increasing  importance of these banks in recent and coming years to face challenges to maximize returns and minimize risks through financing with  Islamic formula to investigate of existence statistical significant  relationship between returns and risking Islamic bank , has been use of financial other statistical  measurement. Measuring return and risk of Islamic banks have not been widely considered ,except in few descriptive studies . The controversy among academic and professionals about hot to measure and evaluate a comprehe

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Crossref
Publication Date
Tue May 01 2018
Journal Name
Sci.int.(lahore)
The Effect of Wavelet Coefficient Reduction on Image Compression Using DWT and Daubechies Wavelet Transform
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FG Mohammed, HM Al-Dabbas, Science International, 2018 - Cited by 2

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