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.
Abstract:
Due to the importance of technology and the accompanying changes of the environment affecting companies that use the technology mainly in their work, especially as most companies live in an unstable dynamic environment, which motivated the researchers to choose the International Company for smart card (Keycard) as a field of research and find ways to them to face Those changes.
The problem of the study was "limited attention to the components of technological change", which included research and development, innovation and information technology, which had an impact on the design decisions of the process (process selection, cust
... Show More This study includes Estimating scale parameter, location parameter and reliability function for Extreme Value (EXV) distribution by two methods, namely: -
- Maximum Likelihood Method (MLE).
- Probability Weighted Moments Method (PWM).
Used simulations to generate the required samples to estimate the parameters and reliability function of different sizes(n=10,25,50,100) , and give real values for the parameters are and , replicate the simulation experiments (RP=1000)
... Show MoreBackground: Pregnancy is considered a major risk factor for development and progression of periodontal disease. There are hormonal changes in both estrogen and progesterone hormones in addition to bacterial effect and poor oral hygiene that will enhance development of periodontal disease in pregnant women. Materials and methods: Seventy subjects were enrolled in the study, the subjects with an age range (20-35) years old without any history of systemic disease. The subjects were divided into 20 non-pregnant women they represent the control group (G I), 30 pregnant women with gingivitis (GII) and 20 pregnant women with periodontitis (GIII).All periodontal parameters (plaque index, gingival index, bleeding on probing, probing pocket depth an
... Show MoreThyroid disease is a common disease affecting millions worldwide. Early diagnosis and treatment of thyroid disease can help prevent more serious complications and improve long-term health outcomes. However, thyroid disease diagnosis can be challenging due to its variable symptoms and limited diagnostic tests. By processing enormous amounts of data and seeing trends that may not be immediately evident to human doctors, Machine Learning (ML) algorithms may be capable of increasing the accuracy with which thyroid disease is diagnosed. This study seeks to discover the most recent ML-based and data-driven developments and strategies for diagnosing thyroid disease while considering the challenges associated with imbalanced data in thyroid dise
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This research is included in the study of one of the most important rules of jurisprudence, which is (necessity descends the status of necessity, controls and applications) branching from the major rule (hardship brings facilitation) and since the jurisprudential rule is defined as knowledge of a total or majority rule that applies to all its parts. He has to know all the branches that fall under him, which leads to understanding Sharia, controlling jurisprudential issues and linking them to its rules, so that no contradiction occurs, and he has the jurisprudential faculty that he promotes in consideration and diligence. And what is meant by need: is what is lacking in terms of expansion and raising the distress that often lea
Smart systems are the trend for modern organizations and should meet the quality of services that expect to produce. Internet of Everything (IoE) helped smart systems to adopt microcontrollers for improving the performance. Analyzing and controlling data in such a system are critical issues. In this study, a survey of IoE systems conducted to show how to apply a suitable model that meets such system requirements. The analysis of some microcontroller boards is explored based on known features. Factors for applying IoE devices have been defined such as connectivity, power consumption, compatibility, and cost. Different methods have been explained as an overview of applying IoE systems. Further, different approaches for applying IoE technology
... Show MoreBackground: Antibiotic resistance in Escherichia coli is a major concern for public health, as it reduces options to treat infections such at urinary tract infection (UTI). Green tea (Camellia sinensis) and other natural plant products have been of interest for their ability to modify antibiotic susceptibility of bacteria, a capacity largely attributed to bioactive polyphenols. Objective: The purpose of this work was to investigate in vitro the potential effect of green tea leaf ethanol extract on the antibiotic susceptibility of E. coli isolates. Materials and Methods: Green tea leaves was extracted using ethanol and re-dissolved 1% DMSO. Five concentrations of green tea leaves ethanol extract 0.60, 0.50, 0.30, 0.16 and 0
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