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A noval SVR estimation of figarch modal and forecasting for white oil data in Iraq
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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.

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Publication Date
Wed Mar 30 2022
Journal Name
Journal Of Economics And Administrative Sciences
Using Quadratic Form Ratio Multiple Test to Estimate Linear Regression Model Parameters in Big Data with Application: Child Labor in Iraq
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              The current paper proposes a new estimator for the linear regression model parameters under Big Data circumstances.  From the diversity of Big Data variables comes many challenges that  can be interesting to the  researchers who try their best to find new and novel methods to estimate the parameters of linear regression model. Data has been collected by Central Statistical Organization IRAQ, and the child labor in Iraq has been chosen as data. Child labor is the most vital phenomena that both society and education are suffering from and it affects the future of our next generation. Two methods have been selected to estimate the parameter

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Publication Date
Sat Sep 10 2022
Journal Name
Pakistan Journal Of Statistics And Operation Research
Continuous wavelet estimation for multivariate fractional Brownian motion
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 In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.

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Publication Date
Sat Sep 10 2022
Journal Name
Pakistan Journal Of Statistics And Operation Research
Continuous wavelet estimation for multivariate fractional Brownian motion
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 In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.

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Publication Date
Thu Apr 30 2020
Journal Name
Journal Of Economics And Administrative Sciences
Banking liquidity and the possibility of invested it in enhancing the solvency For a number of commercial banks in Iraq
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The primary function of commercial banks is the process of converting liquid liabilities such as deposits to illiquid assets, (also known as a loan), liquid assets, (aka cash and cash equivalent) in a balanced manner between liquid and illiquid assets, that guaranteed the preservation of the rights of depositors and the bank and not by converting liquid liabilities into liquid assets in a very large percentage. This comes from its role as depository and intermediary institutions between supply and demand, therefore, we find that the high indicators of bank liquidity and solvency may reflect a misleading picture of the status of commercial banks, to some extent in terms of the strength of their balance sheets and

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Publication Date
Sun May 22 2016
Journal Name
Iraqi Journal Of Market Research And Consumer Protection
ESTIMATION OF SOME FOOD ADDITIVES AND HEAVY METALS IN SOME ORANGE JUICE.: ESTIMATION OF SOME FOOD ADDITIVES AND HEAVY METALS IN SOME ORANGE JUICE.
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The study included examination of three types of different origin and orange juice at the rate of recurring per sample, the results showed that the highest rates of acid (pH) in the A and juice were (4). And salts of calcium is 120 ppm in juice C and 86 ppm of magnesium in the juice B, for heavy metals the highest rate of lead .18 recorded ppm in juice B, 1.32 ppm of copper in juice A, 5 ppm of iron in the juice B, 1.3 ppm of zinc in the juice B, 0.05 ppm of aluminum in each of the sappy B and A, 0.02 ppm of cobalt in the juice B, 0.3 ppm of nickel in the juice B, 170.6 ppm sodium in C juice, but for the acids, organic that the highest rates were 3.2 part Millions of acid in the juice owner a, 260 ppm of the acid in the juice the ascorbi

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Publication Date
Fri Apr 01 2022
Journal Name
Baghdad Science Journal
Improved Firefly Algorithm with Variable Neighborhood Search for Data Clustering
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Among the metaheuristic algorithms, population-based algorithms are an explorative search algorithm superior to the local search algorithm in terms of exploring the search space to find globally optimal solutions. However, the primary downside of such algorithms is their low exploitative capability, which prevents the expansion of the search space neighborhood for more optimal solutions. The firefly algorithm (FA) is a population-based algorithm that has been widely used in clustering problems. However, FA is limited in terms of its premature convergence when no neighborhood search strategies are employed to improve the quality of clustering solutions in the neighborhood region and exploring the global regions in the search space. On the

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Publication Date
Fri Jun 01 2007
Journal Name
Al-khwarizmi Engineering Journal
Correlation for fitting multicomponent vapor-liquid equilibria data and prediction of azeotropic behavior
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Correlation equations for expressing the boiling temperature as direct function of liquid composition have been tested successfully and applied for predicting azeotropic behavior of multicomponent mixtures and the kind of azeotrope (minimum, maximum and saddle type) using modified correlation of Gibbs-Konovalov theorem. Also, the binary and ternary azeotropic point have been detected experimentally using graphical determination on the basis of experimental binary and ternary vapor-liquid equilibrium data.

            In this study, isobaric vapor-liquid equilibrium for two ternary systems: “1-Propanol – Hexane – Benzene” and its binaries “1-Propanol –

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Publication Date
Fri Feb 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison of Parameters Estimation Methods for the Negative Binomial Regression Model under Multicollinearity Problem by Using Simulation
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This study discussed a biased estimator of the Negative Binomial Regression model known as (Liu Estimator), This estimate was used to reduce variance and overcome the problem Multicollinearity between explanatory variables, Some estimates were used such as Ridge Regression and Maximum Likelihood Estimators, This research aims at the theoretical comparisons between the new estimator (Liu Estimator) and the estimators

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Publication Date
Fri Jul 01 2016
Journal Name
Journal Of Engineering
Study the Properties of Sodium Silicate Composite as a Barrier Separating Between the Internal Oil Distillation Towers and Chemical Fumes of Crude Oil
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The study of surface hardness, wear resistance, adhesion strength, electrochemical corrosion resistance and thermal conductivity of coatings composed from sodium silicate was prepared using graphite micro-size particles and carbon nano particles as fillers respectively of concentration of (1-5%), for the purpose of covering and protecting the oil distillation towers. The results showed that the sodium silicate coating reinforced with carbon nano-powder has higher resistance to stitches, mechanical wear, adhesive and thermal conductivity than graphite/sodium silicate composite especially when the ratio 5% and 1%, the electrochemical corrosion test confirmed that the coating process of stainless steel 304 lead to increasin

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Publication Date
Tue Sep 30 2014
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
New Viscosity Correlation for Different Iraqi Oil Fields
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Viscosity is one of the most important governing parameters of the fluid flow, either in the porous media or in pipelines. So it is important to use an accurate method to calculate the oil viscosity at various operating conditions. In the literature, several empirical correlations have been proposed for predicting crude oil viscosity. However, these correlations are limited to predict the oil viscosity at specified conditions. In the present work, an extensive experimental data of oil viscosities collected from different samples of Iraqi oil reservoirs was applied to develop a new correlation to calculate the oil viscosity at various operating conditions either for dead, satura

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