Abstract

Multivariate GARCH Models take several forms , the most important DCC dynamic conditional correlation, and CCC constant conditional correlation , The Purpose of this research is the Comparison for both Models.Using three  financial time series which is a series of daily Iraqi dinar exchange rate indollar, Global daily Oil price in dollar and Global daily gold price in dollarfor the period from 01/01/2014 till 01/01/2016, Where it has been transferred to the three time series returns to get the Stationarity, some tests were conducted including Ljung-Box , JarqueBera  , Multivariate ARCH to Returns Series and Residuals Series for both models In Comparison

‎ This research aims to estimate stock returns, according to the ‎Rough Set Theory ‎approach, ‎test ‎its effectiveness and accuracy in predicting stock returns and their potential in the ‎field of ‎financial ‎markets, and rationalize investor decisions. The research sample is totaling (10) ‎companies traded at Iraq Stock Exchange. The results showed a remarkable ‎ ‎Rough Set Theory application in data reduction, contributing to the rationalization of ‎investment ‎decisions. The most prominent conclusions are the capability of rough set theory ‎in ‎dealing with financial data and applying it for forecasting stock ‎returns.‎The ‎research provides those interested in investing stocks in financial

A numerical study has been carried out to investigate heat transfer by natural convection and radiation under the effect of magnetohydrodynamic (MHD) for steady state axisymmetric twodimensional laminar flow in a vertical cylindrical channel filled with saturated porous media. Heat is generated uniformly along the center of the channel with its vertical surface remain with cooled constant wall temperature and insulated horizontal top and bottom surfaces. The governing equations which used are continuity, momentum and energy equations which are transformed to dimensionless equations. The finite difference approach is used to obtain all the computational results using the MATLAB-7 programming. The parameters affected on the system are Rayl

The photo-electrochemical etching (PECE) method has been utilized to create pSi samples on n-type silicon wafers (Si). Using the etching time 12 and 22 min while maintaining the other parameters 10 mA/cm² current density and HF acid at 75% concentration.. The capacitance and resistance variation were studied as the temperature increased and decreased for prepared samples at frequencies 10 and 20 kHz. Using scanning electron microscopy (SEM), the bore width, depth, and porosity % were validated. The formation of porous silicon was confirmed by x-ray diffraction (XRD) patterns, the crystal size was decreased, and photoluminescence (PL) spectra revealed that the emission peaks were centered at 2q of 28.5619° and 28.7644° for et

Destiny functional theory (DFT) calculations are undertaken in order to scrutinize the electrochemical and calcium (Ca) storage characteristics of a graphyne-like aluminum nitride monolayer (G-AlNyen) as an electrode material for Ca-ion batteries (CIBs). The results show that the change in internal energy as well as the cell voltage values for the CIB with the G-AlNyen anode are comparable to others with two-dimensional 2D nano-materials. It is shown that Ca is adsorbed primarily onto the center of a hexagonal and triangular ring of G-AlNyen with absorption energies of −2.06 and −0.42 eV. After increasing the concentration of Ca atoms on G-AlNyen, the adsorption energy as well as the cell voltage decreases. Lower values of 0.15–0.32 e

To know the effect of bio-enhancer (zeolite), biohealth, mineral fertilizers and their interactions, the possibility of replacing mineral fertilizers with bio-enhancers and bio-enhancers, and their effect on some potato yield measurements. A field experiment was conducted at one of the field stations of the College of Agricultural Engineering Sciences, University of Baghdad, near the electronic calculator center, research station (F) in Al-Jadriya region in the loam mixture soil during autumn season 2021-2022 AD, It was designed using a completely randomized block design (RCBD) with three replicates. The factors of the study experiment included three levels of zeolite (0, 6 tons ha-1, and 12 tons ha-1), which were symbolized by (Z0)

Coagulation - flocculation are basic chemical engineering method in the treatment of metal-bearing industrial wastewater because it removes colloidal particles, some soluble compounds and very fine solid suspensions initially present in the wastewater by destabilization and formation of flocs. This research was conducted to study the feasibility of using natural coagulant such as okra and mallow and chemical coagulant such as alum for removing Cu and increase the removal efficiency and reduce the turbidity of treated water. Fourier transform Infrared (FTIR) was carried out for okra and mallow before and after coagulant to determine their type of functional groups. Carbonyl and hydroxyl functional groups on the surface of

The uptake of Cd(II) ions from simulated wastewater onto olive pips was modeled using artificial neural network (ANN) which consisted of three layers. Based on 112 batch experiments, the effect of contact time (10-240 min), initial pH (2-6), initial concentration (25-250 mg/l), biosorbent dosage (0.05-2 g/100 ml), agitation speed (0-250 rpm) and temperature (20-60ºC) were studied. The maximum uptake (=92 %) of Cd(II) was achieved at optimum parameters of 60 min, 6, 50 mg/l, 1 g/100 ml, 250 rpm and 25ºC respectively.

Tangent sigmoid and linear transfer functions of ANN for hidden and output layers respectively with 7 neurons were sufficient to present good predictions for cadmium removal efficiency with coefficient of correlatio