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CROSS-SECTIONAL REGRESSION WITH PROXIES: A SEMI-PARAMETRIC METHOD
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This study investigates asset returns within the Iraq Stock Exchange by employing both the Fama-MacBeth regression model and the Fama-French three-factor model. The research involves the estimation of cross-sectional regressions wherein model parameters are subject to temporal variation, and the independent variables function as proxies. The dataset comprises information from the first quarter of 2010 to the first quarter of 2024, encompassing 22 publicly listed companies across six industrial sectors. The study explores methodological advancements through the application of the Single Index Model (SIM) and Kernel Weighted Regression (KWR) in both time series and cross-sectional analyses. The SIM outperformed the KWR approach in estimating time-varying beta coefficients, yielding a mean Root Mean Squared Error (RMSE) of 0.14316. Furthermore, the integrated KWR-SIM methodology achieved the lowest Adjusted Root Mean Squared Error (ARMSE) value of 0.08152 when modelling the association between risk factors and asset returns within the cross-sectional analytical framework. Statistical tests for significance produced heterogeneous responses of the returns on assets in the Iraqi financial market to the Fama-French posited economic variables. The estimated coefficients for the betas showed significant oscillations for all assets, confirming changes in economic conditions. The results add to our knowledge of the risk-reward relationship in the context of emerging markets and provide methodological insights into financial asset pricing. The evidence indicates that the KWR-SIM method has better capabilities for model fitting

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Publication Date
Sun Jun 30 2013
Journal Name
Al-khwarizmi Engineering Journal
Al-Khriet Agricultural Waste Adsorbent, for Removal Lead and Cadmium Ion from Aqueous Solutions
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The availability of low- cost adsorbent namely Al-Khriet ( a substance found in the legs of Typha  Domingensis) as an agricultural waste material, for the removal of lead and cadmium from aqueous solution was investigated. In the batch tests experimental parameters were studied, including adsorbent dosage between (0.2-1) g, initial metal ions concentration between (50-200) ppm (single and binary) and contact time (1/2-6) h. The removal percentage of each ion onto Al-Khriet reached equilibrium in about 4 hours. The highest adsorption capacity was for lead (96%) while for cadmium it was (90%) with 50 ppm ions concentration, 1 g dosage of adsorbent and pH 5.5. Adsorption capacity in the binary mixture were reduce at about 8% for lead a

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Publication Date
Mon Nov 11 2024
Journal Name
International Journal Of Dynamics And Control
The modified predator–prey model response to the effects of global warming, wind flow, fear, and hunting cooperation
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Global warming has a serious impact on the survival of organisms. Very few studies have considered the effect of global warming as a mathematical model. The effect of global warming on the carrying capacity of prey and predators has not been studied before. In this article, an ecological model describing the relationship between prey and predator and the effect of global warming on the carrying capacity of prey was studied. Moreover, the wind speed was considered an influencing factor in the predation process after developing the function that describes it. From a biological perspective, the nonnegativity and uniform bounded of all solutions for the model are proven. The existence of equilibria for the model and its local stability is inves

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Publication Date
Thu Aug 08 2024
Journal Name
Computation
Evaluation of the Dynamics of Psychological Panic Factor, Glucose Risk and Estrogen Effects on Breast Cancer Model
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Contracting cancer typically induces a state of terror among the individuals who are affected. Exploring how glucose excess, estrogen excess, and anxiety work together to affect the speed at which breast cancer cells multiply and the immune system’s response model is necessary to conceive of ways to stop the spread of cancer. This paper proposes a mathematical model to investigate the impact of psychological panic, glucose excess, and estrogen excess on the interaction of cancer and immunity. The proposed model is precisely described. The focus of the model’s dynamic analysis is to identify the potential equilibrium locations. According to the analysis, it is possible to establish four equilibrium positions. The stability analys

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Publication Date
Tue Jun 30 2020
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Using TD-ABC technology to determine idle production capacity: An applied research in Al-Wasat Oil Company
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The aim of the research to apply TD-ABC technology to determine the idle capacity of the central oil companies (oil field east of Baghdad), as a modern cost management technology based on time-oriented activities (TD-ABC) is used by industrial companies in general and oil companies on In particular to build a sustainable Calvinist pillar and make future decisions by identifying idle energy to gain it a competitive advantage, the descriptive analytical approach has been adopted in calculating and analyzing the company’s data for 2018, and the most prominent conclusions of this research are managing idle energy and the task of applying cost technology on the basis of time-oriented activities and providing Convenient spatial infor

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Publication Date
Tue Dec 28 2021
Journal Name
Revue Des Recherches En Droit Et Sciences Politiques
The Concept of Contract Duration
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Time is an essential element of contracts، as there is an independent in many parts of each contract، but the time dimension has a significant impact on the provisions of all contracts and is not limited to a particular range of contracts، and French and Arab jurists alike have called for this dimension to be given special attention، and as a result the French legislator has introduced the term duration of the contract، to try to limit the temporal elements، to clarify their provisions and to distinguish between them in decree131/2 016، but for our Arab country it did not receive the appropriate answer. The problem of duration in contracts relates to the lack of clarity of the idea، and then to confuse the various time terms in the

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Publication Date
Sun Dec 09 2018
Journal Name
Baghdad Science Journal
Optimal UAV Deployment for Data Collection in Deadline-based IoT Applications
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The deployment of UAVs is one of the key challenges in UAV-based communications while using UAVs for IoT applications. In this article, a new scheme for energy efficient data collection with a deadline time for the Internet of things (IoT) using the Unmanned Aerial Vehicles (UAV) is presented. We provided a new data collection method, which was set to collect IoT node data by providing an efficient deployment and mobility of multiple UAV, used to collect data from ground internet of things devices in a given deadline time. In the proposed method, data collection was done with minimum energy consumption of IoTs as well as UAVs. In order to find an optimal solution to this problem, we will first provide a mixed integer linear programming m

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Publication Date
Sun Mar 01 2020
Journal Name
Journal Of Engineering
Three-Dimensional Explicit Finite Element Simulation of Piled-Raft Foundation
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This paper aims to validate a proposed finite element model to be adopted in predicting displacement and soil stresses of a piled-raft foundation. The proposed model adopts the solid element to simulate the raft, piles, and soil mass. An explicit integration scheme has been used to simulate nonlinear static aspects of the piled-raft foundation and to avoid the computational difficulties associated with the implicit finite element analysis.

The validation process is based on comparing the results of the proposed finite element model with those of a scaled-down experimental work achieved by other researchers. Centrifuge apparatus has been used in the experimental work to generate the required stresses to simulate t

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Publication Date
Sun Dec 30 2018
Journal Name
Baghdad Science Journal
Electronic Structure of Copper Antimony Using Compton Scattering Technique
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In this paper we present the first ever measured experimental electron momentum density of Cu2Sb at an intermediate resolution (0.6 a.u.) using 59.54 keV 241Am Compton spectrometer. The measurements are compared with the theoretical Compton profiles using density function theory (DFT) within a linear combination of an atomic orbitals (LCAO) method. In DFT calculation, Perdew-Burke-Ernzerhof (PBE) scheme is employed to treat correlation whereas exchange is included by following the Becke scheme. It is seen that various approximations within LCAO-DFT show relatively better agreement with the experimental Compton data. Ionic model calculations for a number of configurations (Cu+x/2)2(Sb-x) (0.0≤x≤2.0) are also performed utilizing free a

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Publication Date
Fri Mar 01 2024
Journal Name
Baghdad Science Journal
Potential Benefits of Ethanol extract of Anredera cordifolia for Antiobesity of High Fat diet-Induced Obesity in White Male Rat Wistar
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Obesity-related deaths continue to rise, and thus losing weight in overweight and obese patients is critical to prevent complications. Anredera cordifolia (Ten,) Steenis, species of succulent plant of the genus Basellaceae, is widely used in herbal medicine to decrease body weight. This study evaluated the potential benefits of Anredera cordifolia ethanol extract to reduce body weight in high-fat diet-induced obesity rat model. This was an experimental with post-test only control group design study involving 36 obese rats. They were divided into two groups: three control groups (K1, K2, K3) and three treatment groups (P1, P2, P3). All the groups were induced with high-fat diet, except K1 control group that received a standard di

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Publication Date
Thu Sep 13 2018
Journal Name
Baghdad Science Journal
Assessment of Radiological Air Contamination for Selected Places at Al-Tuwaitha Nuclear Site during Winter and Spring
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This study presents the results of atmospheric particulates sampling using high volume air sampler for selected places at Al Tuwaitha nuclear site. The collected samples were analyzed for gross alpha /beta radioactivity using Ludlum model 3030 and measurement particles activity in Al Tuwaitha nuclear site and the surrounding areas for the period from 28/12/2016 to 13/4/2017.The measurement of activity concentrations ranged from (0.42±0.03 to 4.18±0.13) Bq/m3 for alpha particles and from(0.93±0.06 to 9.21±0.26) Bq/m3for beta particles. The activity concentration of nuclides inversely proportional with air temperature and wind speed while humidity is directly proportional with it. Highest value of activity concentration has been found at(

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