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
This research is aimed at indicating the impact of business process reengineering on corporate performance in the Office of the Inspector General of the Ministry of Higher Education and Scientific Research of the Iraqi study has identified a problem in a number of the most important questions - what the impact of the Business Process Reengineering at the corporate office performance indicators respondent? What are the actual results of the analysis of paths Administrative Process Engineering and Corporate Performance respondent in the office? In order to achieve the goal of the research and answer the questions of the problem, the study applied to a sample of
... Show MoreThe rapid spread of novel coronavirus disease
(COVID19) throughout the world without available
specific treatment or vaccine necessitates alternative
options to contain the disease. Historically, children
and pregnant women were considered high-risk
population of infectious diseases but rarely have been
spotlighted nowadays in the regular COVID-19
updates, may be due to low global rates of incidence,
morbidity, and mortality. However, complications did
occur in these subjects affected by COVID-19. We
aimed to explore the latest updates of
immunotherapeutic perspectives of COVID-19
patients in general population and some added details
regarding pediatric and obstetrical practice.
Immune system boo
The rapid spread of novel coronavirus disease(COVID19) throughout the world without availablespecific treatment or vaccine necessitates alternativeoptions to contain the disease. Historically, childrenand pregnant women were considered high-riskpopulation of infectious diseases but rarely have beenspotlighted nowadays in the regular COVID-19updates, may be due to low global rates of incidence,morbidity, and mortality. However, complications didoccur in these subjects affected by COVID-19. Weaimed to explore the latest updates ofimmunotherapeutic perspectives of COVID-19patients in general population and some added detailsregarding pediatric and obstetrical practice.Immune system boosting strategy is one of therecently emerging issue
... Show MoreAbstract
This study aimed to identify the business risks using the approach of the client strategy analysis in order to improve the efficiency and effectiveness of the audit process. A study of business risks and their impact on the efficiency and effectiveness of the audit process has been performed to establish a cognitive framework of the main objective of this study, in which the descriptive analytical method has been adopted. A survey questionnaire has been developed and distributed to the targeted group of audit firms which have profession license from the Auditors Association in the Gaza Strip (63 offices). A hundred questionnaires have been distributed to the study sample of which, a total of 84 where answered and
... Show MoreA polycrystalline CdTefilms have been prepared by thermal evaporation technique on glass substrate at room temperature. The films thickness was about700±50 nm. Some of these films were annealed at 573 K for different duration times (60, 120 and 180 minutes), and other CdTe films followed by a layer of CdCl2 which has been deposited on them, and then the prepared CdTe films with CdCl2 layer have been annealed for the same conditions. The structures of CdTe films without and with CdCl2 layer have been investigated by X-ray diffraction. The as prepared and annealed films without and with CdCl2 layer were polycrystalline structure with preferred orientation at (111) plane. The better structural pr
... Show MoreThe presence of a single complex adaptive weight in each element channel of an adaptive array antenna is sufficient for processing of narrowband signals. The ability of an adaptive array antenna to null interference deteriorates rapidly as the interference bandwidth increases. The performance of narrowband adaptive array antenna with LMCV Beamforming algorithm is examined. The interaction effects between received signal angle of arrival and array parameters like the interelement spacing and the number of array element and the received signal bandwidth were studied. The output Signal to Interference plus Noise Ratio (SINR) and Interference to Noise Ratio (INR) are used as performance parameters for evaluation of these effects. It is found
... Show MoreIn this paper ,the problem of point estimation for the two parameters of logistic distribution has been investigated using simulation technique. The rank sampling set estimator method which is one of the Non_Baysian procedure and Lindley approximation estimator method which is one of the Baysian method were used to estimate the parameters of logistic distribution. Comparing between these two mentioned methods by employing mean square error measure and mean absolute percentage error measure .At last simulation technique used to generate many number of samples sizes to compare between these methods.
Gas adsorption phenomenon on solid surface has been used as a mean in separation and purification of gas mixture depending on the difference in tendencies of each component in the gas mixture to be adsorbed on the solid surface according to its behaviour. This work concerns to study the possibilities to separate the gas mixture using adsorption-desorption phenomenon on activated carbon. The experimental results exhibit good separation factor at temperature of -40 .