The purpose of this paper is to model and forecast the white oil during the period (2012-2019) using volatility GARCH-class. After showing that squared returns of white oil have a significant long memory in the volatility, the return series based on fractional GARCH models are estimated and forecasted for the mean and volatility by quasi maximum likelihood QML as a traditional method. While the competition includes machine learning approaches using Support Vector Regression (SVR). Results showed that the best appropriate model among many other models to forecast the volatility, depending on the lowest value of Akaike information criterion and Schwartz information criterion, also the parameters must be significant. In addition, the residuals don’t have the serial correlation and ARCH effect, as well as these models, should have a higher value of log-likelihood and SVR-FIGARCH models managed to outperform FIGARCH models with normal and student’s t distributions. The SVR-FIGARCH model exhibited statistical significance and improved accuracy obtained with the SVM technique. Finally, we evaluate the forecasting performance of the various volatility models, and then we choose the best fitting model to forecast the volatility for each series, depending on three forecasting accuracy measures RMSE, MAE, and MAPE.
Central banks around the world typically use various financial indicators to evaluate performance. In Iraq, the indicators used by central banks to evaluate the performance of banks are of great importance to ensure that the banks operating within the Iraqi banking system comply with the regulatory and legal requirements issued by the Central Bank of Iraq or the Ministry of Finance. Given the need to study the profitability indicator to ensure its ability to evaluate the performance of specialized banks in Iraq, these banks carry out their banking activities and businesses through capital funded by the government. The use of profitability indicators in evaluating the performance of specialized banks provides information about the profitabil
... Show MoreThe Agricultural Policy is one of the most important tools adopted by the state to guide its economic and social activities through the delivery of suitable agricultural commodities to the consumer and in return to deliver agricultural inputs to the agricultural producers at the lowest possible cost to contribute in achieving a profit that helps the agricultural product to continue in the production process with the same efficiency and ambition. So as to help increase the contribution of the agricultural sector to GDP and achieve the best picture of sustainable agricultural development.
The research aimed at identifying the reality of agricultural policies and their role in achieving sustaina
... Show MoreThis study aimed to statement jet stream and its impact in the anti-cyclone affecting the climate of Iraq. Through the use of simple correlation coefficient ( Pearson ) that there is a very strong relationship between high- Siberian and both of the jet stream especially during the winter or over the stations of North . Therefore we, observe the relationship be significant in most of the winter months , spring and autumn . Statistically significant , but are different between station and another station , while the study come to another Anti-ciyclon have a real ,significant and statistically relationship corrclation . But this relationship is less than which found in are much less it with the Siberian high , it depends on the type of stat
... Show MoreThe study aimed to determine the extent of market knowledge in the companies researched, as if market knowledge is qualified to lead the companies researched to achieve marketing performance , for this purpose, formulated hypotheses of the study in three hypotheses, the first major hypothesis "there is a correlation with significance of market knowledge to improve the marketing performance , "while the second major hypothesis, "there is a significant moral influence of market knowledge to improve the marketing performance " these hypotheses targeting to determine the role played by market knowledge in the leadership of companies researched to achieve improvement in marketing perfor
... Show MoreInflation is one of the important issues that the economic authorities in all countries of the world care about, where the loss of money for its function is one of the most important and largest inflationary effects that this phenomenon leaves on the economy, and Iraq, like other countries, has had its share of the problem of inflation for a long time due to the circumstances that He went through it, whether it was the wars he fought or the economic blockade that was imposed on him in the nineties of the last century. Economically, the problem of inflation is addressed through the use of fiscal policy tools, including tax increases in order to abso
... Show MoreInflation is one of the important issues that the economic authorities in all countries of the world care about, where the loss of money for its function is one of the most important and largest inflationary effects that this phenomenon leaves on the economy, and Iraq, like other countries, has had its share of the problem of inflation for a long time due to the circumstances that He went through it, whether it was the wars he fought or the economic blockade that was imposed on him in the nineties of the last century. Economically, the problem of inflation is addressed through the use of fiscal policy tools, including tax increases in order to abso
... Show MoreThe strategies of knowledge management have became the basis in the promotion of core competencies. Therefore gained an increasing prominence. This led the administrations of organizations to work to effectiveness of there strategies, which results to build there core competences through teamwork, empowerment and personal effectiveness of employees. From this arises research problem about the organizations leaders recognize extent of knowledge management strategies which that lead to core competence. In addition the research tray definition the relation and nature of affect between its variables. The research was carried on sample (72) managers from board of supreme audit in Iraq and used statistical tools and methods.
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