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
In this research, we studied the multiple linear regression models for two variables in the presence of the autocorrelation problem for the error term observations and when the error is distributed with general logistic distribution. The auto regression model is involved in the studying and analyzing of the relationship between the variables, and through this relationship, the forecasting is completed with the variables as values. A simulation technique is used for comparison methods depending
Tannin acyl hydrolase as the common name of tannase is an inducible extracellular enzyme that causes the hydrolysis of galloyl ester and depside bonds in tannins, yielding gallic acid and glucose. The main objective of this study is to find a novel gallic acid and tannase produced by
Abstract
This research aim to overcome the problem of dimensionality by using the methods of non-linear regression, which reduces the root of the average square error (RMSE), and is called the method of projection pursuit regression (PPR), which is one of the methods for reducing dimensions that work to overcome the problem of dimensionality (curse of dimensionality), The (PPR) method is a statistical technique that deals with finding the most important projections in multi-dimensional data , and With each finding projection , the data is reduced by linear compounds overall the projection. The process repeated to produce good projections until the best projections are obtained. The main idea of the PPR is to model
... Show MoreThis study aims to show, the strength of steel beam-concrete slab system without using shear connectors (known as a non-composite action), where the effect of the friction force between the concrete slab and the steel beam has been investigated, by using finite element simulation.
The proposed finite element model has been verified based on comparison with an experimental work. Then, the model was adopted to study the system strength with a different steel beam and concrete slab profile. ABAQUS has been adopted in the preparation of all numerical models for this study.
After validation of the numerical models, a parametric study was conducted, with linear and non-linear Regression analysis. An equation re
... Show MoreThis research dealt with the analysis of murder crime data in Iraq in its temporal and spatial dimensions, then it focused on building a new model with an algorithm that combines the characteristics associated with time and spatial series so that this model can predict more accurately than other models by comparing them with this model, which we called the Combined Regression model (CR), which consists of merging two models, the time series regression model with the spatial regression model, and making them one model that can analyze data in its temporal and spatial dimensions. Several models were used for comparison with the integrated model, namely Multiple Linear Regression (MLR), Decision Tree Regression (DTR), Random Forest Reg
... Show MoreWA Shukur, journal of the college of basic education, 2011 The aim of this research is designing and implementing proposed steganographic method. The proposed steganographic method don’t use a specific type of digital media as a cover but it can use all types of digital media such as audio, all types of images, video and all types of files as a cover with the same of security, accuracy and quality of original data, considering that the size of embedded data must be smaller than the size of a cover. The proposed steganographic method hides embedded data at digital media without any changing and affecting the quality of the cover data. This means, the difference rate between cover before hiding operation and stego is zero. The proposed steg
... Show MoreThe basic solution to overcome difficult issues related to huge size of digital images is to recruited image compression techniques to reduce images size for efficient storage and fast transmission. In this paper, a new scheme of pixel base technique is proposed for grayscale image compression that implicitly utilize hybrid techniques of spatial modelling base technique of minimum residual along with transformed technique of Discrete Wavelet Transform (DWT) that also impels mixed between lossless and lossy techniques to ensure highly performance in terms of compression ratio and quality. The proposed technique has been applied on a set of standard test images and the results obtained are significantly encourage compared with Joint P
... Show MoreA preventing shield for neutrons and gamma rays was designed using alternate layers of water and iron with pre-fixed dimensions in order to study the possibility of attenuating both neutrons and gamma-rays. ANISN CODE was prepared and adapted for the shield calculation using radiation doses calculation: Two groups of cross-section were used for each of neutrons and gamma-rays that rely on the one – dimensional transport equation using discrete ordinate's method, and through transforming cross-section values to values that are independent on the number of groups. The memory size required for the applied code was reduced and the results obtained were in agreement with those of standard acceptable document samples of cross –section, this a
... Show MoreThe main purpose of this work is the construction of an optical parametric amplifier (OPA) to generate a 629 nm pulsed laser. KTP nonlinear crystals were used for both parametric oscillation and amplification. A singly resonant parametric oscillator (OPO) is constructed to generate a signal of 1.54 μm and idler of 3.4 μm when the OPO system is pumped by 1.064 μm Q – switched Nd: YAG laser. The signal was then mixed with the pumping beam in OPA system to form the wanted wavelength. The obtained optical conversion efficiency was 60%.
أن الطرق اللامعلمية هي نوع من الطرق الاحصائية الاستدلالية التي يمكن استخدامها للتوصل إلى أستنتاجات لذا كان حرص المؤلف على أصدار هذا الكتاب والذي يعمل على توضيح ( لماذا ؟ ومتى ؟ وكيف ؟ ) تستخدم كل طريقة إحصائية . وبإمكان القاريء سواء أكان أستاذا ً جامعيا ً أو باحثا ً أو طالبا ً في الدراسات العليا ( الماجستير والدكتوراه ) أو طالبا ً في الدراسات الأولية أن يتتبع جميع الخطوات لحساب كل قانون إحصائي وبدءا ً من عملية إدخ
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