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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
Mon Jul 31 2017
Journal Name
Journal Of Engineering
Development of an On-Line Self-Tuning FPGA-PID-PWM Control Algorithm Design for DC-DC Buck Converter in Mobile Applications
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Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of Two of (Turnbull) and (Generalization Turnbulls)non-parametric methods in estimating conditional survival function (applied study on breast cancer patients)
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   This research includes the application of non-parametric methods in estimating the conditional survival function represented in a method (Turnbull) and (Generalization Turnbull's) using data for Interval censored of breast cancer and two types of treatment, Chemotherapy and radiation therapy and age is continuous variable, The algorithm of estimators was applied through using (MATLAB) and then the use average Mean Square Error (MSE) as amusement  to the estimates and the results showed (generalization of Turnbull's) In estimating the conditional survival function and for both treatments ,The estimated survival of the patients does not show very large differences

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Publication Date
Sun Oct 13 2019
Journal Name
Spe Kuwait Oil & Gas Show And Conference
Optimization of Fracture Parameters for Hydraulic Fractured Horizontal Well in a Heterogeneous Tight Reservoir: An Equivalent Homogeneous Modelling Approach
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Abstract<p>Building numerical reservoir simulation model with a view to model actual case requires enormous amount of data and information. Such modeling and simulation processes normally require lengthy time and different sets of field data and experimental tests that are usually very expensive. In addition, the availability, quality and accessibility of all necessary data are very limited, especially for the green field. The degree of complexities of such modelling increases significantly especially in the case of heterogeneous nature typically inherited in unconventional reservoirs. In this perspective, this study focuses on exploring the possibility of simplifying the numerical simulation pr</p> ... Show More
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Publication Date
Fri Dec 01 2023
Journal Name
Baghdad Science Journal
Numerical Investigation of Physical Parameters in Cardiac Vessels as a New Medical Support Science for Complex Blood Flow Characteristics
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This study proposes a mathematical approach and numerical experiment for a simple solution of cardiac blood flow to the heart's blood vessels. A mathematical model of human blood flow through arterial branches was studied and calculated using the Navier-Stokes partial differential equation with finite element analysis (FEA) approach. Furthermore, FEA is applied to the steady flow of two-dimensional viscous liquids through different geometries. The validity of the computational method is determined by comparing numerical experiments with the results of the analysis of different functions. Numerical analysis showed that the highest blood flow velocity of 1.22 cm/s occurred in the center of the vessel which tends to be laminar and is influe

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Publication Date
Wed Apr 06 2022
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The Role Talents Management in Consolidating Organizational Learning Process: An Applied Study at the Yemeni General Telecommunications Corporation
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This study aimed at accounting for the role of talents management in consolidating organizational learning process at the Yemeni General Corporation For telecommunication. To achieve the objective of the study, the researcher designed a questionnaire and administered it. The sample of the study consisted of (166) employees (General Manager, Manager and Department Head). They were selected randomly out of a total Population of (291) employees during the Year 2019. The descriptive analytic approach was used t reach conclusions.

The finding of the study revealed existence of effect of talents management dimensions, all together and alone, (talents polarization, talents development, talents maintenance and ma

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Publication Date
Thu May 01 2025
Journal Name
Membrane And Water Treatment
Thin film nanocomposite (TFN) membranes filled with a novel metal organic framework for reverse osmosis applications
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This paper reports the synthesis and use of a novel metal-organic framework (MOF), named Zr-BADS, within the thin-film nanocomposite (TFN) membranes for reverse osmosis (RO) applications. Two types of zirconium-based MOFs, Zr-BADS-1 and Zr-BADS-2, were synthesized via a solvothermal method using bicinchoninic acid disodium salt as a linker and either dimethylformamide or ethanol as solvent, respectively. TFN membranes were prepared by embedding these MOFs within the polyamide thin film supported by a polysulfone support sheet. The specific surface area of Zr-BADS-1 and Zr-BADS-2 was determined to be 396.1 and 278.6 m2/g, respectively, indicating significant surface area conducive to water permeation. Scanning electron microscopic analysis r

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Publication Date
Fri Jan 01 2021
Journal Name
Journal Of Mechanical Engineering Research And Developments
Fatigue life of welded joint improvement with various welding principles and shot peening process for AISI 1020 low carbon steel
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Publication Date
Tue Jun 01 2021
Journal Name
Journal Of Engineering
A Comparative Study of a Moving Bed Biofilm Reactor and Bio-shaft Technology for a Wastewater Treatment Process: A review
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In addition to the primary treatment, biological treatment is used to reduce inorganic and organic components in the wastewater. The separation of biomass from treated wastewater is usually important to meet the effluent disposal requirements, so the MBBR system has been one of the most important modern technologies that use plastic tankers to transport biomass with wastewater, which works in pure biofilm, at low concentrations of suspended solids. However, biological treatment has been developed using the active sludge mixing process with MBBR. Turbo4bio was established as a sustainable and cost-effective solution for wastewater treatment plants in the early 1990s and ran on minimal sludge, and is easy to maintain. This

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Publication Date
Wed Aug 04 2021
Journal Name
Membranes
Model Based Simulation and Genetic Algorithm Based Optimisation of Spiral Wound Membrane RO Process for Improved Dimethylphenol Rejection from Wastewater
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Reverse Osmosis (RO) has already proved its worth as an efficient treatment method in chemical and environmental engineering applications. Various successful RO attempts for the rejection of organic and highly toxic pollutants from wastewater can be found in the literature over the last decade. Dimethylphenol is classified as a high-toxic organic compound found ubiquitously in wastewater. It poses a real threat to humans and the environment even at low concentration. In this paper, a model based framework was developed for the simulation and optimisation of RO process for the removal of dimethylphenol from wastewater. We incorporated our earlier developed and validated process model into the Species Conserving Genetic Algorithm (SCG

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Publication Date
Fri Jul 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
(The role of strategices to manage the human resources in enhancement the process of knowledge management : Field Search in the Ministry of Transportation)
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The aims of the research is to know the role of strategic to manage the human resources in enhancement the process of knowledge management in the Ministry of Transportation , In addition to the effects occurred on outcomes for both the managers and practitioners .

For the purpose of achieving the objectives of the research , the researchers designed a questionnaire that included (40 Points for collecting the primary data from the sample of the research which contained (51) indiviluals. In light of that, the data was to collect and analyzed and hypotheses were tested by using the (SPSS) Program, and a number of statistical techniques was used to attain the goal of the research such as the means ,  Sta

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