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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 May 01 2016
Journal Name
Iraqi Journal Of Science
Efficient text in image hiding method based on LSB method principle
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The steganography (text in image hiding) methods still considered important issues to the researchers at the present time. The steganography methods were varied in its hiding styles from a simple to complex techniques that are resistant to potential attacks. In current research the attack on the host's secret text problem didn’t considered, but an improved text hiding within the image have highly confidential was proposed and implemented companied with a strong password method, so as to ensure no change will be made in the pixel values of the host image after text hiding. The phrase “highly confidential” denoted to the low suspicious it has been performed may be found in the covered image. The Experimental results show that the covere

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Publication Date
Fri Dec 01 2023
Journal Name
Ieee Antennas And Wireless Propagation Letters
Stabilized and Fast Method for Compressive-Sensing-Based Method of Moments
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Publication Date
Sun Feb 03 2019
Journal Name
Iraqi Journal Of Physics
Study of Doppler broadening Compton scattering and cross section determination for the elements Fe, Zn, Ag, Au and Hg
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To assess the contribution of Doppler broadening and examine the
Compton profile, the Compton energy absorption cross sections are
measured and calculated using formulas based on a relativistic
impulse approximation. The Compton energy-absorption cross
sections are evaluated for different elements (Fe, Zn, Ag, Au and Hg)
and for a photon energy range (1 - 100 keV). With using these crosssections,
the Compton component of the mass–energy absorption
coefficient was derived, where the electron momentum prior to the
scattering event caused a Doppler broadening of the Compton line.
Also, the momentum resolution function was evaluated in terms of
incident and scattered photon energy and scattering angle. The res

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Crossref
Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
The Use Of the Bayesian Method and Restricted Maximum Likelihood in estimating of mixed Linear Components with random effects model with practical application.
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In this research we study a variance component model, Which is the one of the most important models widely used in the analysis of the data, this model is one type of a multilevel models, and it is considered as linear models , there are three types of linear variance component models ,Fixed effect of linear variance component model, Random effect of linear variance component model and Mixed effect of linear variance component model . In this paper we will examine the model of mixed effect of linear variance component model with one –way random effect ,and the mixed model is a mixture of fixed effect and random effect in the same model, where it contains the parameter (μ) and treatment effect (τi ) which  has

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Crossref
Publication Date
Fri Jan 11 2019
Journal Name
Iraqi Journal Of Physics
The pre-equilibrium and equilibrium double differential cross sections for the nucleons and light nuclei induce nuclear reactions on 27Al nuclei
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The pre - equilibrium and equilibrium double differential cross
sections are calculated at different energies using Kalbach Systematic
approach in terms of Exciton model with Feshbach, Kerman and
Koonin (FKK) statistical theory. The angular distribution of nucleons
and light nuclei on 27Al target nuclei, at emission energy in the center
of mass system, are considered, using the Multistep Compound
(MSC) and Multistep Direct (MSD) reactions. The two-component
exciton model with different corrections have been implemented in
calculating the particle-hole state density towards calculating the
transition rates of the possible reactions and follow up the calculation
the differential cross-sections, that include MS

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Crossref
Publication Date
Mon Oct 07 2024
Journal Name
Semiconductor Science And Technology
A facile method of deriving solar selective nickel-cobalt oxide thin films via spraying process
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Abstract<p>The present study focuses on synthesizing solar selective absorber thin films, combining nanostructured, binary transition metal spinel features and a composite oxide of Co and Ni. Single-layered designs of crystalline spinel-type oxides using a facile, easy and relatively cost-effective wet chemical spray pyrolysis method were prepared with a crystalline structure of M<sub>x</sub>Co<sub>3−x</sub>O<sub>4</sub>. The role of the annealing temperature on the solar selective performance of nickel-cobalt oxide thin films (∼725 ± 20 nm thick) was investigated. XRD analysis confirmed the formation of high crystalline quality thin films with a crystallite si</p> ... Show More
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Publication Date
Mon Oct 02 2023
Journal Name
Journal Of Engineering
Transport Assessment Using Bayesian Method to Determine Ride-Hailing in Kula Lumpur: A Case Study
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This research was designed to investigate the factors affecting the frequency of use of ride-hailing in a fast-growing metropolitan region in Southeast Asia, Kuala Lumpur. An intercept survey was used to conduct this study in three potential locations that were acknowledged by one of the most famous ride-hailing companies in Kuala Lumpur. This study used non-parametric and machine learning techniques to analyze the data, including the Pearson chi-square test and Bayesian Network. From 38 statements (input variables), the Pearson chi-square test identified 14 variables as the most important. These variables were used as predictors in developing a BN model that predicts the probability of weekly usage frequency of ride-hai

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Crossref
Publication Date
Tue Oct 13 2020
Journal Name
2020 Ieee International Conference On Mechatronics And Automation (icma)
A Robust Multi-Channel EEG Signals Preprocessing Method for Enhanced Upper Extremity Motor Imagery Decoding
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Scopus (3)
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Publication Date
Wed May 29 2019
Journal Name
Iraqi Journal Of Physics
Improvement the efficiency of SnO2/n-Si detector by engraving method using a CNC machine
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Tin oxide was deposited by using vacuum thermal method on silicon wafer engraved by Computer Numerical Controlled (CNC) Machine. The inscription was engraved by diamond-made brine. Deep 0.05 mm in the form of concentric squares. Electrical results in the dark were shown high value of forward current and the high value of the detection factor from 6.42 before engraving to 10.41 after engraving. (I-V) characters in illumination with powers (50, 100, 150, 200, 250) mW/cm2 show Improved properties of the detector, Especially at power (150, 200, 250) mW/cm2. Response improved in rise time from 2.4 μs to 0.72 μs and time of inactivity improved 515.2 μs to 44.2 μs. Sensitivity angle increased at zone from 40o to 65o.

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Crossref
Publication Date
Wed Jul 20 2022
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
A new technique for solving fractional nonlinear equations by sumudu transform and adomian decomposition method
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A novel technique Sumudu transform Adomian decomposition method (STADM), is employed to handle some kinds of nonlinear time-fractional equations. We demonstrate that this method finds the solution without discretization or restrictive assumptions. This method is efficient, simple to implement, and produces good results. The fractional derivative is described in the Caputo sense. The solutions are obtained using STADM, and the results show that the suggested technique is valid and applicable and provides a more refined convergent series solution. The MATLAB software carried out all the computations and graphics. Moreover, a graphical representation was made for the solution of some examples. For integer and fractional order problems, solutio

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