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Using Multivariate GARCH Models CCC (Constant Conditional Correlation) and DCC(Dynamic Conditional Correlation) To Forecast Iraqi Dinar Exchange Rate in Dollar
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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 with the estimation and forecasting based on criteria ,MAE,MSE , mean absolute error and mean Square error ,  respectively  Compared to the Suitability of these two models of the nature of the data and the ability to Capture the volatility. We concluded that CCC is better than DCC

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Publication Date
Wed Dec 01 2010
Journal Name
Journal Of Economics And Administrative Sciences
تأثير عرض النقود وسعر الصرف على التضخم في الاقتصاد الليبي
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تهدف هذه الدراسة إلى محاولة التعرف على اثر كل من عرض النقود وسعر الصرف على معدل التضخم في الاقتصاد الليبي خلال الفترة 1990-2008. ولتحقيق ذلك فقد تم اختيار الرقم القياسي لأسعار المستهلك ليمثل معدل التضخم، وعرض النقود بالمفهوم الواسع  ممثلا لعرض النقود، وسعر صرف الدينار الليبي مقابل الدولار الأمريكي ممثلا لسعر الصرف وقد أخضعت المتغيرات لاختبار السكون والذي تشير نتائجه إلى أن التضخم وعرض النقود وسعر الصرف

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Publication Date
Thu Mar 19 2015
Journal Name
Al-academy
Theatrical Visual System between the Cultural Identity and Globalization Culture Iraqi Theatre as Case Study: فرحان عمران موسى
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It seems that the features of the theatrical discourse , since its early establishment by the Greeks, were cultural features specifically confined to that society. Such features determined the direction of the theatrical discourse for this state instead of that state. There could be some sort of similarity among those features , nevertheless they remained within the general humanitarian framework . What achieved relatedness were those features and particularities that distinguished the theatrical community. Such features and particularities vary from one show to another. This is what we call " Local Specificity" .The Iraqi theatrical memory has always emphasized the concept of Experimentation through originality and renewal since the arr

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Publication Date
Sun Jan 01 2017
Journal Name
Al–bahith Al–a'alami
The Coverage of Health Topics in Iraqi Press An analytical Study of Two Newspapers entitled 'al-Sabah and al-Mada' from January 1, 2007 to October 31, 2001
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The current study aims to cover  the health topics  in the Iraqi  journalism ,  to know  the concern 's level  of the Iraqi journalism  when  covering  the health subjects and to know the size of its performance  under the diversity of  visual and audio medias. The researcher has discussed his research by wording it with a set of inquiries   that should be answered via the research and study.  He could have determined that by the following:

What is the concern's level of Iraqi journalism over the health subjects?  What are the forms and press arts that are functionalized by the Iraqi journalism as to get the health message to the republics?  What is t

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Publication Date
Sun Feb 03 2019
Journal Name
Journal Of The College Of Education For Women
A solution to the Lifely Disobedience and its Effect to Stop Divorce
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Allah legislated marriage and made it dwelling, fellowship and mercy between
the two couples, Prophet Moh'd (peace of Allah and blessing be upon him) ordered a
husband to look after his wife, treat her with full charity and make love with here
every kindly. On the other hand, he ordered a wife to obey her husband and respect
him deeply, nevertheless, some obstacles may sometimes be appeared within the life
of their marriage, this may be caused by either a husband or a wife. This problem is
called lifely disobedience (AL-Noshooz).
In the other words, this means that a wife begins to hate her husband, refuse his orders
and not obey him.
In brief, they hate each other which leads to some marks appear in their
m

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Publication Date
Wed Nov 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Analysis of the effects of foreign direct investment in financial account of the balance of payments iraqi for 2003-2015
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The study aims to make an in-depth  analysis and the financial account components in the Iraqi balance of payments because it reflects the economic center of the country towards outside world, it also helps in making decision about monetary and financial policies, finance and foreign Trade the importance of FDI for Iraq lies as an important sources as wells provides advanced technology  and job chances, It also avoids the country negative effects of borrowing processes from abroad . for analyzing direct and indirect foreign investment on the balance of payments and financial account in a period between (2003 to 2015), a community and research sample have been selected, presented in CBI/ Balance of payments. Department,

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Publication Date
Wed Mar 01 2023
Journal Name
International Journal Of Nonlinear Analysis And Applications
The use of ARIMA, ANN and SVR models in time series hybridization with practical application
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Forecasting is one of the important topics in the analysis of time series, as the importance of forecasting in the economic field has emerged in order to achieve economic growth. Therefore, accurate forecasting of time series is one of the most important challenges that we seek to make the best decision, the aim of the research is to suggest employing hybrid models to predict daily crude oil prices. The hybrid model consists of integrating the linear component, which represents Box Jenkins models, and the non-linear component, which represents one of the methods of artificial intelligence, which is the artificial neural network (ANN), support vector regression (SVR) algorithm and it was shown that the proposed hybrid models in the predicti

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Publication Date
Sun Jan 01 2023
Journal Name
International Journal Of Nonlinear Analysis And Applications
The use of ARIMA, LSTM and GRU models in time series hybridization with practical application
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The importance of forecasting has emerged in the economic field in order to achieve economic growth, as forecasting is one of the important topics in the analysis of time series, and accurate forecasting of time series is one of the most important challenges in which we seek to make the best decision. The aim of the research is to suggest the use of hybrid models for forecasting the daily crude oil prices as the hybrid model consists of integrating the linear component, which represents Box Jenkins models and the non-linear component, which represents one of the methods of artificial intelligence, which is long short term memory (LSTM) and the gated recurrent unit (GRU) which represents deep learning models. It was found that the proposed h

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Publication Date
Wed Dec 23 2020
Journal Name
Iraqi Journal For Electrical And Electronic Engineering
Heuristic and Meta-Heuristic Optimization Models for Task Scheduling in Cloud-Fog Systems: A Review
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Nowadays, cloud computing has attracted the attention of large companies due to its high potential, flexibility, and profitability in providing multi-sources of hardware and software to serve the connected users. Given the scale of modern data centers and the dynamic nature of their resource provisioning, we need effective scheduling techniques to manage these resources while satisfying both the cloud providers and cloud users goals. Task scheduling in cloud computing is considered as NP-hard problem which cannot be easily solved by classical optimization methods. Thus, both heuristic and meta-heuristic techniques have been utilized to provide optimal or near-optimal solutions within an acceptable time frame for such problems. In th

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Publication Date
Fri Jul 01 2011
Journal Name
Saudi Pharmaceutical Journal
Free radical scavenging activity of silibinin in nitrite-induced hemoglobin oxidation and membrane fragility models
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Publication Date
Mon Jun 19 2023
Journal Name
Journal Of Engineering
The Effect of Dynamic Loading on Stresses Induced in Charnley Hip Prosthesis
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This study produces an image of theoretical and experimental case of high loading stumbling condition for hip prosthesis. Model had been studied namely Charnley. This model was modeled with finite element method by using ANSYS software, the effect of changing the design parameters (head diameter, neck length, neck ratio, stem length) on Charnley design, for stumbling case as impact load where the load reach to (8.7* body weight) for impact duration of 0.005sec.An experimental rig had been constructed to test the hip model, this rig consist of a wood box with a smooth sliding shaft where a load of 1 pound is dropped from three heights.
The strain produced by this impact is measured by using rosette strain gauge connected to Wheatstone

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