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Analysis of Models (NAGARCH & APGARCH) by Using Simulations
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Simulation experiments are a means of solving in many fields, and it is the process of designing a model of the real system in order to follow it and identify its behavior through certain models and formulas written according to a repeating software style with a number of iterations. The aim of this study is to build a model  that deals with the behavior suffering from the state of (heteroskedasticity) by studying the models (APGARCH & NAGARCH) using (Gaussian) and (Non-Gaussian) distributions for different sample sizes (500,1000,1500,2000) through the stage of time series analysis (identification , estimation, diagnostic checking and prediction). The data was generated using the estimations of the parameters resulting from the application of these models to the return series for the exchange rates of Iraqi dinar against US dollar (IQ/USD) for the period from (21/7/2011) until (21/07/2021) and then using these estimations in the process of generating data. The identifications were made using the (Ljung-Box and ARCH tests) with  (1000 replicates) and the result showed the presence of states (autocorrelation and heteroskedasticity) and this states increased with increasing the sample size and the best result of NAGARCH with Normal distribution and the best result of APGARCH with General error distribution. The Maximum Likelihood Estimation method used to estimate the parameters of the models and the best result with largest sample size (2000) , in the diagnostic checking phase the result showed the ability of the models (NAGARCH & APGARCH) to process the states of (autocorrelation and heteroskedasticity) and the best result with (APGARCH) model when the error distributed (General error distribution)

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Publication Date
Wed May 03 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Time Series Forecasting by Using Box-Jenkins Models
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    In this paper we introduce a brief review about Box-Jenkins models. The acronym ARIMA stands for “autoregressive integrated moving average”. It is a good method to forecast for stationary and non stationary time series. According to the data which obtained from Baghdad Water Authority, we are modelling two series, the first one about pure water consumption and the second about the number of participants. Then we determine an optimal model by depending on choosing minimum MSE as criterion.

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Publication Date
Tue Dec 01 2009
Journal Name
Journal Of Economics And Administrative Sciences
Financial Crisis: Forms- Indicators- Models- and Financial Contagion Theoretical - Analytical Study of Asian Crisis
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اسهم تطور ادوات الاسواق المالية والتغيرات العالمية كالعولمة المالية وتحرير الاسواق المالية العالمية في احداث العديد من الازمات ومنها الازمة المالية الدولية التي تعد من اكثر الظواهر ملازمة للاسواق المالية على الرغم من التطورات التي تشهدها تلك الاسواق نتيجة تطور ادواتها المالية وانفتاحها على بعضها البعض. وتتعرض الاسواق المالية الدولية والناشئة  (Emerging Market) منها بشكل خاص ا

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Publication Date
Thu Mar 31 2022
Journal Name
Journal Of The College Of Education For Women
The Reality of Evaluating Teacher Performance in the Sultanate of Oman in Light of Global Models
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The aim of the research is to reveal the reality of teacher performance evaluation in the Sultanate of Oman in light of some global models. The study followed a qualitative descriptive research design. Seven forms of teacher formative and summative assessments were analyzed. Besides, an analytical template was developed, consisting of six areas related to the teaching performance of teachers. These included: lesson planning and preparation, learning environment, education, professional development, student academic, and community and parental partnership. The study reached a number of results; the most notable is the lack of change of forms for more than a decade despite the rapid development of the educational system in the sultanate in

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Publication Date
Fri Feb 04 2022
Journal Name
Iraqi Journal Of Science
Analysis of Hierarchical Routing Models
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In this study, flow-based routing model is investigated. The aim of this study is to increase scalability of flow control, routing and network resources solutions, as well as to improve Quality of Service and performance of the whole system. A method of hierarchical routing is proposed. The goal coordination method alsoused in this paper. Two routing models (model with quadratic objective function and model with traffic engineering) were fully analyzed. The basic functions of the hierarchical routing model levels based on goal coordination method were addressed Both models’ convergence is also explained. The dependence of the coordination iterations number on the packet flow rates for both models is graphically shown. The results shows

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Publication Date
Fri Aug 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
Efficiency Measurement Model for Postgraduate Programs and Undergraduate Programs by Using Data Envelopment Analysis
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Measuring the efficiency of postgraduate and undergraduate programs is one of the essential elements in educational process. In this study, colleges of Baghdad University and data for the academic year (2011-2012) have been chosen to measure the relative efficiencies of postgraduate and undergraduate programs in terms of their inputs and outputs. A relevant method to conduct the analysis of this data is Data Envelopment Analysis (DEA). The effect of academic staff to the number of enrolled and alumni students to the postgraduate and undergraduate programs are the main focus of the study.

 

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Publication Date
Sun Jan 16 2022
Journal Name
Iraqi Journal Of Science
Simulations of Four Types of Optical Aberrations using Zernik Polynomials
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In this paper, a computer simulation is implemented to generate of an optical aberration by means of Zernike polynomials. Defocus, astigmatism, coma, and spherical Zernike aberrations were simulated in a subroutine using MATLAB function and applied as a phase error in the aperture function of an imaging system. The studying demonstrated that the Point Spread Function (PSF) and Modulation Transfer Function (MTF) have been affected by these optical aberrations. Areas under MTF for different radii of the aperture of imaging system have been computed to assess the quality and efficiency of optical imaging systems. Phase conjugation of these types aberration has been utilized in order to correct a distorted wavefront. The results showed that

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Publication Date
Sat Oct 20 2018
Journal Name
Journal Of Economics And Administrative Sciences
Solve the problem of assignment by using multi-Objective programming
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he assignment model represents a mathematical model that aims at expressing an important problem facing enterprises and companies in the public and private sectors, which are characterized by ensuring their activities, in order to take the appropriate decision to get the best allocation of tasks for machines or jobs or workers on the machines that he owns in order to increase profits or reduce costs and time As this model is called multi-objective assignment because it takes into account the factors of time and cost together and hence we have two goals for the assignment problem, so it is not possible to solve by the usual methods and has been resorted to the use of multiple programming The objectives were to solve the problem of

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Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
comparison between the methods estimate nonparametric and semiparametric transfer function model in time series the Using simulation
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 The transfer function model the basic concepts in the time series. This model is used in the case of multivariate time series. As for the design of this model, it depends on the available data in the time series and other information in the series so when the representation of the transfer function model depends on the representation of the data In this research, the transfer function has been estimated using the style nonparametric represented in two method  local linear regression and cubic smoothing spline method The method of semi-parametric represented use semiparametric single index model, With four proposals, , That the goal of this research is comparing the capabilities of the above mentioned m

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Publication Date
Sun Sep 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Use some probability amputated models to study the characteristics of health payments in the Iraqi Insurance Company
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Abstract

Due to the lack of previous statistical study of the behavior of payments, specifically health insurance, which represents the largest proportion of payments in the general insurance companies in Iraq, this study was selected and applied in the Iraqi insurance company.

In order to find the convenient model representing the health insurance payments, we initially detected two probability models by using (Easy Fit) software:

First, a single Lognormal for the whole sample and the other is a Compound Weibull  for the two Sub samples (small payments and large payments), and we focused on the compoun

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Publication Date
Tue Dec 01 2015
Journal Name
Journal Of Economics And Administrative Sciences
Developing Human Capital according to the Communities of Practice: A comparative study by using Data Envelopment Analysis
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The research discusses the need to find the innovative structures and methodologies for developing Human Capital (HC) in Iraqi Universities. One of the most important of these structures is Communities of Practice (CoPs) which contributes to develop HC by using learning, teaching and training through the conversion speed of knowledge and creativity into practice. This research has been used the comparative approach through employing the methodology of Data Envelopment Analysis (DEA) by using (Excel 2010 - Solver) as a field evidence to prove the role of CoPs in developing HC. In light of the given information, a researcher adopted on an archived preliminary data about (23) colleges at Mosul University as a deliberate sample for t

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