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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

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
Sat Oct 01 2011
Journal Name
Iraqi Journal Of Physics
The Electric Energy Generation Approach of the Energy Saving House Using Photovoltaic System

This paper describes a research effort that aims of developing solar models for housing suitable for the Arabian region since the Arabian Peninsula is excelled with very high levels of solar radiation.
The current paper is focused on achieving energy efficiency through utilizing solar energy and conserving energy. This task can be accomplished by implementation the major elements related to energy efficiency in housing design , such as embark on an optimum photovoltaic system orientation to maximize seize solar energy and produce solar electricity. All the precautions were taken to minimizing the consumption of solar energy for providing the suitable air-condition to the inhibitor of the solar house in addition to use of energy effici

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Publication Date
Mon Feb 01 2016
Journal Name
Journal Of Engineering
Valuation of Construction Projects Based on of Quantity Scale by using Expert System

The subject of an valuation of quality of construction projects is one of the topics which it becomes necessary of the absence of the quantity standards in measuring the control works and the quality valuation standards in constructional projects. In the time being it depends on the experience of the workers which leads to an apparent differences in the valuation.

The idea of this research came to put the standards to evaluate the quality of the projects in a special system depending on quantity scale nor quality specifying in order to prepare an expert system “ Crystal “ to apply this special system to able the engineers to valuate the quality of their projects easily and in more accurate ways.

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Publication Date
Wed Dec 30 2020
Journal Name
Iraqi Journal Of Science
Subsurface Imaging of 2D Seismic Data Using Kirchhoff Time Migration Method, Central Iraq

Kirchhoff Time Migration method was applied in pre-and post-Stack Time Migration for post-processing of images collected from Balad-Samarra (BS-92) survey line that is sited across Ajeel anticline oilfield. The results showed that Ajeel anticline structure was relocated at the correct position in the migrated stacked section. The two methods (Pre and Post) of migration processing showed enhanced subsurface images and increased horizontal resolution, which was clear after the broadening the syncline and narrowing or compressing the anticline. However, each of these methods was associated with migration noise. Thus, a Post-Stack process was applied using Dip-Removal (DDMED) and Band-Pass filters to eliminate the artifact noise. The time-fr

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Publication Date
Sat Dec 30 2023
Journal Name
Journal Of Economics And Administrative Sciences
The Cluster Analysis by Using Nonparametric Cubic B-Spline Modeling for Longitudinal Data

Longitudinal data is becoming increasingly common, especially in the medical and economic fields, and various methods have been analyzed and developed to analyze this type of data.

In this research, the focus was on compiling and analyzing this data, as cluster analysis plays an important role in identifying and grouping co-expressed subfiles over time and employing them on the nonparametric smoothing cubic B-spline model, which is characterized by providing continuous first and second derivatives, resulting in a smoother curve with fewer abrupt changes in slope. It is also more flexible and can pick up on more complex patterns and fluctuations in the data.

The longitudinal balanced data profile was compiled into subgroup

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Publication Date
Sat Aug 01 2020
Journal Name
Journal Of Engineering
Experimental Evaluation of Evaporative Cooling for Enhancing Photovoltaic Panels Efficiency Using Underground Water

This paper presents an experimental study of cooling photovoltaic (PV) panels using evaporative cooling. Underground (geothermal energy) water used to extract heat from it during cooling and cleaning of PV panels. An experimental test rig was constructed and tested under hot and dusty climate conditions in Baghdad. An active cooling system was used with auxiliary an underground water tank to provide cold water as a coolant over both PV surfaces to reduce its temperature. The cellulose pad has been arranged on the back surface and sprays cooling on the front side. Two identical PV panels modules used: without cooling and evaporative water cooling. The experiments are comprised of four cases: Case (I): backside cooling, Ca

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Publication Date
Thu Apr 27 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Space Charge Effect for Design Electron Gun Using Five Electrode Immersion Electrostatic Lenses

 Computer theoretical study has been carried out on the design of five electrode immersion electrostatic lens used in electron gun application. The finite element method (FEM) is used in the solution of the Poisson's equation fro determine axial potential distribution, the electron trajectory under Zero magnification condition .      The optical  properties : focal length ,spherical and chromatic aberrations are calculated,From studying the properties of the designed electron gun. we have good futures for these  electron gun where are abeam current 4*10-4A    can be supplied by using cathode tip of radius 100 nm.

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Publication Date
Tue Mar 30 2021
Journal Name
Baghdad Science Journal
Solving Fractional Damped Burgers' Equation Approximately by Using The Sumudu Transform (ST) Method

       In this work, the fractional damped Burger's equation (FDBE) formula    = 0,

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Publication Date
Tue Sep 29 2020
Journal Name
Iraqi Journal Of Science
Ultrasound Images Registration Based on Optimal Feature Descriptor Using Speeded Up Robust Feature

Image registration plays a significant role in the medical image processing field. This paper proposes a development on the accuracy and performance of the Speeded-Up Robust Surf (SURF) algorithm to create Extended Field of View (EFoV) Ultrasound (US) images through applying different matching measures. These measures include Euclidean distance, cityblock distance, variation, and correlation in the matching stage that was built in the SURF algorithm. The US image registration (fusion) was implemented depending on the control points obtained from the used matching measures. The matched points with higher frequency algorithm were proposed in this work to perform and enhance the EFoV for the US images, since the maximum accurate matching po

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Publication Date
Wed Jun 24 2020
Journal Name
Bulletin Of The Iraq Natural History Museum (p-issn: 1017-8678 , E-issn: 2311-9799)
FIVE DIATOM SPECIES IDENTIFIED BY USING POTENTIAL APPLICATION OF NEXT GENERATION DNA SEQUENCING

   Molecular barcoding was widely recognized as a powerful tool for the identification of organisms during the past decade; the aim of this study is to use the molecular approach to identify the diatoms by using the environmental DNA. The diatom specimens were taken from Tigris River. The environmental DNA(e DNA) extraction and analysis of sequences using the Next Generation Sequencing (NGS) method showed the highest percentage of epipelic diatom genera including Achnanthidium minutissimum (Kützing) Czarnecki, 1994 (21.1%), Cocconeis placentula Ehrenberg, 1838 (21.3%) and Nitzschia palea (Kützing) W. Smith, 1856 (16.3%).

   Five species of diatoms: Achnanthidiu

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Publication Date
Mon Apr 10 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Studying of Structural Properties of ZnxNi1-x-yCuyFe2O4 Spinel Ferrite Using XRD Powder

ZnxNi1-x-yCuyFe2O4 spinel ferrite were prepared using solid state reaction method with (y=0.1, x=0.2, 0.3, 0.4, 0.5, 0.6 ) . X-ray diffraction with diffractometer CuKα analysis have been carried out and studied showing single phase spinel cubic with space group FD͞ 3m for all prepared samples . Lattice parameters and crystallite grain size and x-ray density(ρx-ray) bulk density and porosity ratio's were calculated and showed good agreement with the international data reported in the scientific research's.

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