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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
Thu Sep 06 2018
Journal Name
Al-khwarizmi Engineering Journal
Performance Augmenting of a Vertical Axis Wind Turbine using Adaptable Convergent Ducting System

Developments are carried out to enhance the performance of vertical axis wind turbines (VAWT). This paper studies the performance of the ducted wind turbine with convergent duct (DAWT). Basically, the duct technique is utilized to provide the desired wind velocity facing the turbine. Methodology was developed to estimate the decisive performance parameter and to present the effect of the convergent duct with different inlet angles. The ducted wind turbine was analyzed and simulated using MATLAB software and numerically using ANSYS-Fluent 17.2. Result of both approaches were presented and showed good closeness for the two cases of covering angles 12  and 20 respectively. Results also showed that the convergent duct with an inlet angl

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Publication Date
Sat Jul 31 2021
Journal Name
Iraqi Journal Of Science
Studying the Chaotic Dynamics Using Rossler-Chua Systems Combined with A Semiconductor Laser

     In this paper, two different chaotic dynamic systems are coupled using a semiconductor laser to produce a new chaotic system. These two chaotic systems are Rossler and Chua systems. X-dynamic of Rossler system was coupled optically using optical fiber as a carrier of signal with x, y, and z-dynamics of Chua system. The results were analyzed and the behavior of Chua system was found to be changing in time series which, in turn, changed the attractor. The Chua attractor was converted from double scroll to single scroll. The results obtained from connecting two different systems in chaotic behavior showed a remarkable increase in the bandwidth of Chua system. This increase in bandwidth opens up a wide field for many

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Publication Date
Sun Oct 01 2017
Journal Name
Journal Of Mechanical Science And Technology
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Publication Date
Sat Dec 30 2017
Journal Name
International Journal Of Heat And Technology
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Publication Date
Sun Jul 31 2022
Journal Name
Iraqi Journal Of Science
A Prediction of Skin Cancer using Mean-Shift Algorithm with Deep Forest Classifier

      Skin cancer is the most serious health problems in the globe because of its high occurrence compared to other types of cancer. Melanoma and non-melanoma are the two most common kinds of skin cancer. One of the most difficult problems in medical image processing is the automatic detection of skin cancer. Skin melanoma is classified as either benign or malignant based on the results of this test. Impediment due to artifacts in dermoscopic images impacts the analytic activity and decreases the precision level. In this research work, an automatic technique including segmentation and classification is proposed. Initially, pre-processing technique called DullRazor tool is used for hair removal process and semi-supervised mean-shift

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Publication Date
Wed Dec 15 2004
Journal Name
Iraqi Journal Of Laser
Interstitial Photocoagulation of Low Anal Fistula using 810 nm Diode Laser: Prospective Study

Many conservative sphincter-preserving procedures had been described to be effective in
healing of anal fistula without excision or de roofing.
Objective: To verify the outcome of mere photocoagulation of the fistula tract on healing of low anal
fistula.
Materials and Methods: Using 810nm diode laser, the tracts of low anal fistulae in a cohorts of six male
patients (mean age of 32 yr) had been photocoagulated by retrograde application of laser light through an
orb tip optical fiber threaded in to the tract. Swabs for culture and sensitivity testing were obtained before
and after laser application. Patients were followed up regularly to announce fistula healing.
Results: Mean laser exposure time was 6.6 min., mean

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Publication Date
Wed Feb 08 2023
Journal Name
Iraqi Journal Of Science
Embedding a Digitized Watermark Upon Colored Image Using Wavelet Transform with Comparative Technique

A special methodology for adding a watermark for colored (RGB) image is formed and adding the wavelet transform as a tool during this paper. The watermark is added into two components. The primary one is by taking the key that contain associate eight range from (0...7) every range in it determines the actual bit position in specific component of canopy image. If that bit is analogous to the bit in watermark, (0) are hold on within the Least Significant Bit (LSB) of the watermarked image; otherwise (1) are hold on. The other is that it will add multiple secret keys victimization shift and rotate operations. The watermark is embedded redundantly over all extracted blocks in image to extend image protection. This embedding is completed with

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Publication Date
Sun Oct 22 2023
Journal Name
Iraqi Journal Of Science
Decolorization of the aqueous Safranin O dye solution using Thuja orientalis as biosorbent.

The object of this study was to evaluate the efficiency of safranin O (SFO), dye removal with application of Thuja orientalis as a low-cost biosorbent. The biosorption equilibrium level was determined as a function of pH, adsorbent dose, contact time and temperature. Surface area and pore size distribution were measured for the adsorbent. Thuja has a good removal effeciency for SFO dye. The adsorption kinetics data were best fit for the pseudo-second order kinetic (the regression coefficient = 0.999). The experimental equilibrium adsorption data are tested for the Langmuir, freundlich,Temkin and Dubinin-Radushkevich isotherm modles. From the values of the regression coefficient the results indicate the following order to fit the isotherm

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Publication Date
Mon May 15 2023
Journal Name
Iraqi Journal Of Science
Sub-Surface Investigation of Khashim Al-Ahmer Gas Field Using Seismic Reflection Data

This paper is carried out to detect the subsurface structures that have geological
and economical importance by interpreting the available reflection seismic data of
an area estimated to be about (740) km2. The Khashim Al-Ahmer structure is partial
of series structures of (Injana – Khashim Al-Ahmer – Mannsorya) from the (NW to
the SE), it is located within for deep faulted area. The component of the one
elongated dome of asymmetrical of structure which has(SW) limb more steeper than
the (NE) limb.Twenty three seismic sections had been interpreted for two seismic
surveys and the total length of all seismic lines is about (414.7) Km. Interpretation
of seismic data was focused on two reflectors (Fatha and Jeribi)

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Publication Date
Mon Feb 01 2021
Journal Name
Journal Of Engineering
Decolorizing of Malachite Green Dye by Adsorption Using Corn Leaves as Adsorbent Material

This paper presents the ability to use cheap adsorbent (corn leaf) for the removal of Malachite Green (MG) dye from its aqueous solution. A batch mode was used to study several factors, dye concentration (50-150) ppm, adsorbent dosage (0.5-2.5) g/L, contact time (1-4) day, pH (2-10), and temperature (30-60)   The results indicated that the removal efficiency increases with the increase of adsorbent dosage and contact time, while inversely proportional to the increase in pH and temperature. An SEM device characterized the adsorbent corn leaves. The adsorption's resulting data were in agreement with Freundlich isotherm according to the regression analysis, and the kinetics data followed pseudo-first-or

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