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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
Fri Dec 31 2021
Journal Name
Onkologia I Radioterapia
Correlation between mammographic appearance of breast cancer and histopathological results
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Publication Date
Wed Dec 12 2018
Journal Name
Iraqi National Journal Of Nursing Specialties
Detection of Polyomavirus BK and JC in kidney Transplant Recipients
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objectives: To investigate the polyomaviruses (BK, JC) in asymptomatic kidney transplant recipients and healthy persons as control. It is one of the first reports on serological detection and molecular characterization that describes the circulation of polyomaviruses (BKV, JCV) have been done in Iraq recently. Methodology: The present study was designed as prospective case control study was done during the period from November 2015 to August 2016. Total of 97 serum and urine samples were collected randomly from 25 healthy control person and 72 renal transplant recipients, attending Iraqi Renal Transplantatio

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Publication Date
Sat Apr 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
The Use of Particle Swarm Algorithm to Solve Queuing Models with Practical Application
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This paper includes the application of Queuing theory with of Particle swarm algorithm or is called (Intelligence swarm) to solve the problem of The queues and developed for General commission for taxes /branch Karkh center in the service stage of the Department of calculators composed of six  employees , and it was chosen queuing model is a single-service channel  M / M / 1 according to the nature of the circuit work mentioned above and it will be divided according to the letters system for each employee, and  it was composed of data collection times (arrival time , service time, departure time)

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Publication Date
Wed Mar 16 2022
Journal Name
International Academic Journal Of Accounting And Financial Management
Analyzing and Measuring the Relationship between Public Spending and the Parallel Exchange Rate in the Iraqi Economy for the Period 2004-2022
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Public spending represents the government’s financial leverage and has a significant impact on real and monetary economic variables, and one of these effects is the effect of public spending on the exchange rate as an important monetary variable for monetary policy, As we know that public spending in Iraq is financed from oil revenues sold in US dollars, and the Ministry of Finance converts the US dollar into Iraqi dinars to finance the government's need to spend within the requirements and obligations of the state's general budget, And converting the US dollar into Iraqi dinars has an impact on the parallel exchange market, even if there is a contractual exchange rate between the Ministry of Finance and the Central Bank of Iraq to

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Publication Date
Tue Nov 17 2020
Journal Name
Annals Of Tropical Medicine And Public Health
Correlation Study of Aromatase, Some Sex Hormones, and Body Mass Index Among Iraqi Patients with Polycystic Ovary Syndrome
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Publication Date
Tue Mar 03 2020
Journal Name
Molecular Biology Reports
Correlation of GSTP1 gene variants of male Iraqi waterpipe (Hookah) tobacco smokers and the risk of lung cancer
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Glutathione-S-transferases (GSTs) play a role in the detoxification of environmental chemicals and mutagens, such as those inhaled during tobacco smoking. There have been conflicting reports concerning GST polymorphisms as risk factors in the development of lung cancer. No studies focused on Arab populations exposed to Waterpipe (WP) tobacco smoke have been undertaken. Here Polymerase Chain Reaction-Restriction Fragment Length Polymorphism (PCR-RFLP) and gene sequenc- ing were applied to analyze allelic variations in GSTP1-rs1695 and -rs1138272 amongst 123 lung cancer patients and 129 controls. The data suggest that WP smoking raised the risk of lung cancer more than three-fold (OR 3.6; 95% CI 2.1–6.0; p < 0.0001). However, there was no s

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Publication Date
Wed Jun 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
Probabilistic Inventory Models With Pareto Distribution
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Inventory or inventories are stocks of goods being held for future use or sale. The demand for a product in is the number of units that will need to be removed from inventory for use or sale during a specific period. If the demand for future periods can be predicted with considerable precision, it will be reasonable to use an inventory rule that assumes that all predictions will always be completely accurate. This is the case where we say that demand is deterministic.

The timing of an order can be periodic (placing an order every days) or perpetual (placing an order whenever the inventory declines to units).

in this research we discuss how to  formulating inv

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Publication Date
Tue Dec 01 2020
Journal Name
Gulf Economist
The Bayesian Estimation in Competing Risks Analysis for Discrete Survival Data under Dynamic Methodology with Application to Dialysis Patients in Basra/ Iraq
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Survival analysis is one of the types of data analysis that describes the time period until the occurrence of an event of interest such as death or other events of importance in determining what will happen to the phenomenon studied. There may be more than one endpoint for the event, in which case it is called Competing risks. The purpose of this research is to apply the dynamic approach in the analysis of discrete survival time in order to estimate the effect of covariates over time, as well as modeling the nonlinear relationship between the covariates and the discrete hazard function through the use of the multinomial logistic model and the multivariate Cox model. For the purpose of conducting the estimation process for both the discrete

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Publication Date
Wed Dec 14 2016
Journal Name
Euphrates Journal Of Agricultural Science
A field compare five horticulture machines when used normal and super Iraqi fuel
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A field Experiment was carried out in Baghdad for the purpose of compare five horticulture machines during used two types of fuel deffirance in octane number, normal and super fuel which produced in Iraqi and measuring the vibrations transmitted of the three axes are longitudinal X , lateral Y and vertical Z from handlebar in (Mowers) to the operator which walks behind the mower, and the determine of the productivity practical of cutting, productivity passing and fuel consumption. Experiment Factorial used with two factors, The first factor was Five Mowers vary in width , types, weight and company manufacturer, The Second factor was the types of fuel used internal combination engine horticulture mowers were Normal fuel with Octane Number 82

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Publication Date
Thu Dec 29 2022
Journal Name
Arterial Hypertension
Correlation between coronary artery calcium score and aorta diameter in population with long-standing hypertension using noncontrast CT scan
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