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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
Fri Nov 01 2019
Journal Name
Journal Of Engineering
Assessment the Engineering Characteristics of the Smear Zone around PVDs Using Laboratory Tests

Smear zone is usually formed around the prefabricated vertical drains (PVD’s) due to mandrel driving. The geotechnical properties of the soil in this zone exhibit significant changes that affect the performance of the PVD’s. The most relevant property in this respect is the coefficient of permeability. So far, no serious attention is paid to investigate the effects of shearing under large shear strains on the geotechnical properties of the soft soil in Fao region. In this study, an extensive laboratory testing program was conducted to assess the characteristics of the smear zone with an emphasis on the permeability coefficient of Fao soft soil. The results show that the permeability of the smear zone is about 70% of

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Publication Date
Thu Oct 01 2020
Journal Name
Journal Of Taibah University Medical Sciences
Preparing polycaprolactone scaffolds using electrospinning technique for construction of artificial periodontal ligament tissue

Objectives The strategies of tissue-engineering led to the development of living cell-based therapies to repair lost or damaged tissues, including periodontal ligament and to construct biohybrid implant. This work aimed to isolate human periodontal ligament stem cells (hPDLSCs) and implant them on fabricated polycaprolactone (PCL) for the regeneration of natural periodontal ligament (PDL) tissues. Methods hPDLSCs were harvested from extracted human premolars, cultured, and expanded to obtain PDL cells. A PDL-specific marker (periostin) was detected using an immunofluorescent assay. Electrospinning was applied to fabricate PCL at three concentrations (13%, 16%, and 20% weight/volume) in two forms, which were examined through field emission

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Publication Date
Mon Nov 01 2021
Journal Name
International Journal Of Nonlinear Analysis And Applications
Solution of Riccati matrix differential equation using new approach of variational ‎iteration method

To obtain the approximate solution to Riccati matrix differential equations, a new variational iteration approach was ‎proposed, which is suggested to improve the accuracy and increase the convergence rate of the approximate solutons to the ‎exact solution. This technique was found to give very accurate results in a few number of iterations. In this paper, the ‎modified approaches were derived to give modified solutions of proposed and used and the convergence analysis to the exact ‎solution of the derived sequence of approximate solutions is also stated and proved. Two examples were also solved, which ‎shows the reliability and applicability of the proposed approach. ‎

Publication Date
Mon Nov 01 2021
Journal Name
Proceedings Of First International Conference On Mathematical Modeling And Computational Science: Icmmcs 2020
Study the Stability for Ordinary Differential Equations Using New Techniques via Numerical Methods

Nonlinear differential equation stability is a very important feature of applied mathematics, as it has a wide variety of applications in both practical and physical life problems. The major object of the manuscript is to discuss and apply several techniques using modify the Krasovskii's method and the modify variable gradient method which are used to check the stability for some kinds of linear or nonlinear differential equations. Lyapunov function is constructed using the variable gradient method and Krasovskii’s method to estimate the stability of nonlinear systems. If the function of Lyapunov is positive, it implies that the nonlinear system is asymptotically stable. For the nonlinear systems, stability is still difficult even though

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Publication Date
Fri Mar 01 2024
Journal Name
Journal Of Applied Spectroscopy
Spectrophotometric Method for Determination of Cu(II) Using a New Schiff Base Ligand

The Cu(II) was found using a quick and uncomplicated procedure that involved reacting it with a freshly synthesized ligand to create an orange complex that had an absorbance peak of 481.5 nm in an acidic solution. The best conditions for the formation of the complex were studied from the concentration of the ligand, medium, the eff ect of the addition sequence, the eff ect of temperature, and the time of complex formation. The results obtained are scatter plot extending from 0.1–9 ppm and a linear range from 0.1–7 ppm. Relative standard deviation (RSD%) for n = 8 is less than 0.5, recovery % (R%) within acceptable values, correlation coeffi cient (r) equal 0.9986, coeffi cient of determination (r2) equal to 0.9973, and percentage capita

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Publication Date
Thu Sep 30 2021
Journal Name
Iraqi Journal Of Science
Implementation of K-Nearest Neighbors Algorithm for Predicting Heart Disease Using Python Flask

     Heart disease is a non-communicable disease and the number 1 cause of death in Indonesia. According to WHO predictions, heart disease will cause 11 million deaths in 2020. Bad lifestyle and unhealthy consumption patterns of modern society are the causes of this disease experienced by many people. Lack of knowledge about heart conditions and the potential dangers cause heart disease attacks before any preventive measures are taken. This study aims to produce a system for Predicting Heart Disease, which benefits to prevent and reduce the number of deaths caused by heart disease. The use of technology in the health sector has been widely practiced in various places and one of the advanced technologies is machine lea

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Publication Date
Tue Mar 14 2023
Journal Name
Iraqi Journal Of Science
Optimum conditions for Invertase production from Saccharomyces cere-visiae using solid state fermentation

Three Saccharomyces cerevisiae isolates from different sources (China, Turkey and Egypt) were screened by culturing on solid state fermentation to select the most efficient isolate for invertase production. S. cerevisiae from China was high specific activity 34.7 U/mg. The optimum conditions for enzyme production from this isolate were determined by using a medium composed of wheat bran moisten with 1:0.5 (v:w) corn steep liquor as nitrogen source at initial pH 5.0 for 5 days at 30OC.

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Publication Date
Sat Jan 01 2011
Journal Name
Journal Of Engineering
TREATMENT OF A HIGH STRENGTH ACIDIC INDUSTRIAL CHEMICAL WASTEWATER USING EXPANDED BED ADSORBER

Treatment of a high strength acidic industrial wastewater was attempted by activated carbon
adsorption to evaluate the feasibility of yielding effluents of reusable qualities. The experimental
methods which were employed in this investigation included batch and column studies. The
former was used to evaluate the rate and equilibrium of carbon adsorption, while the latter was
used to determine treatment efficiencies and performance characteristics. Fixed bed and expanded
bed adsorbers were constructed in the column studies. In this study, the adsorption behavior of acetic acid onto activated carbon was examined as a function of the concentration of the adsorbate, contact time and adsorbent dosage. The adsorption data was mo

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Publication Date
Fri Mar 01 2019
Journal Name
Al-khwarizmi Engineering Journal
A Digital-Based Optimal AVR Design of Synchronous Generator Exciter Using LQR Technique

In this paper a new structure for the AVR of the power system exciter is proposed and designed using digital-based LQR. With two weighting matrices R and Q,  this method produces an optimal regulator that is used to generate the feedback control law. These matrices are called state and control weighting matrices and are used to balance between the relative importance of the input and the states in the cost function that is being optimized. A sample power system composed of single machine connected to an infinite- bus bar (SMIB) with both a conventional and a proposed Digital AVR (DAVR) is simulated. Evaluation results show that the DAVR damps well the oscillations of the terminal voltage and presents a faster respo

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Publication Date
Wed Oct 28 2020
Journal Name
Iraqi Journal Of Science
Robust Blind Watermarking Technique Against Geometric Attacks for Fingerprint Image Using DTCWT-DCT

In this research paper, a new blind and robust fingerprint image watermarking scheme based on a combination of dual-tree complex wavelet transform (DTCWT) and discrete cosine transform (DCT) domains is demonstrated. The major concern is to afford a solution in reducing the consequence of geometric attacks. It is due to the fingerprint features that may be impacted by the incorporated watermark, fingerprint rotations, and displacements that result in multiple feature sets. To integrate the bits of the watermark sequence into a differential process, two DCT-transformed sub-vectors are implemented. The initial sub-vectors were obtained by sub-sampling in the host fingerprint image of both real and imaginary parts of the DTCWT wavelet coeffi

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