Preferred Language
Articles
/
1voon5kBMF18lwyZ5cuV
A Modified Fama-MacBeth Model based on the Single-Index Model
...Show More Authors

The aim of this essay is to use a single-index model in developing and adjusting Fama-MacBeth.  Penalized smoothing spline regression technique (SIMPLS) foresaw this adjustment.  Two generalized cross-validation techniques, Generalized Cross Validation Grid (GGCV) and Generalized Cross Validation Fast (FGCV), anticipated the regular value of smoothing covered under this technique. Due to the two-steps nature of the Fama-MacBeth model, this estimation generated four estimates: SIMPLS(FGCV) - SIMPLS(FGCV), SIMPLS(FGCV) - SIM PLS(GGCV), SIMPLS(GGCV) - SIMPLS(FGCV), SIM PLS(GGCV) - SIM PLS(GGCV). Three-factor Fama-French model—market risk premium, size factor, value factor, and their implication for excess stock returns and portfolio returns—were estimated on the Iraqi Stock Exchange using the modified Fama-MacBeth.  SIMPLS(FGCV)-GGCV performed best based on the findings.  Results also revealed the statistical significance of the three factors of the Fama-French model, which enhanced the explanatory power of the model in terms of the performance of Iraq Stock Exchange

View Publication Preview PDF
Quick Preview PDF
Publication Date
Sun Jan 01 2023
Journal Name
Communications In Mathematical Biology And Neuroscience
The dynamics of a delayed ecological model with predator refuge and cannibalism
...Show More Authors

This study has contributed to understanding a delayed prey-predator system involving cannibalism. The system is assumed to use the Holling type II functional response to describe the consuming process and incorporates the predator’s refuge against the cannibalism process. The characteristics of the solution are discussed. All potential equilibrium points have been identified. All equilibrium points’ local stability analyses for all time delay values are investigated. The system exhibits a Hopf bifurcation at the coexistence equilibrium, which is further demonstrated. The center manifold and normal form theorems for functional differential equations are then used to establish the direction of Hopf bifurcation and the stability of the per

... Show More
View Publication Preview PDF
Scopus (2)
Scopus Clarivate Crossref
Publication Date
Thu Apr 06 2023
Journal Name
International Journal Of Emerging Technologies In Learning (ijet)
The Impact of a Scenario-Based Learning Model in Mathematics Achievement and Mental Motivation for High School Students
...Show More Authors

Crossref (3)
Crossref
Publication Date
Sat Jan 01 2022
Journal Name
Ssrn Electronic Journal
Developing a Predictive Model and Multi-Objective Optimization of a Photovoltaic/Thermal System Based on Energy and Exergy Analysis Using Response Surface Methodology
...Show More Authors

View Publication
Crossref (4)
Crossref
Publication Date
Tue Nov 27 2018
Journal Name
The Iraqi Geological Journal
CHRONOSTRATIGRAPHICALLY BASED RESERVOIR MODEL FOR CENOMANIAN CARBONATES, SOUTHEASTERN IRAQ OILFIELDS
...Show More Authors

The Cenomanian – Turronian sedimentary succession in the south Iraq oil fields, including Ahmadi, Rumaila, Mishrif and Khasib formations have undergone into high-resolution reservoir-scale genetic sequence stratigraphic analysis. Some oil-wells from Majnoon and West-Qurna oil fields were selected as a representative case for the regional sequence stratigraphic analysis. The south Iraqi Albian – Cenomanian – Turronian succession of 2nd-order depositional super-sequence has been analyzed based on the Arabian Plate chronosequence stratigraphic context, properly distinguished by three main chrono-markers (The maximum flooding surface, MFS-K100 of the upper shale member of Nahr Umr Formation, MFS-K140 of the upper Mishrif carbonate

... Show More
View Publication
Crossref (2)
Crossref
Publication Date
Fri Aug 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
Comparison between the Local Polynomial Kernel and Penalized Spline to Estimating Varying Coefficient Model
...Show More Authors

Analysis the economic and financial phenomena and other requires to build the appropriate model, which represents the causal relations between factors. The operation building of the model depends on Imaging conditions and factors surrounding an in mathematical formula and the Researchers target to build that formula appropriately. Classical linear regression models are an important statistical tool, but used in a limited way, where is assumed that the relationship between the variables illustrations and response variables identifiable. To expand the representation of relationships between variables that represent the phenomenon under discussion we used Varying Coefficient Models

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sat Apr 01 2023
Journal Name
Iraqi Journal Of Applied Physics
Calculations of Nuclear Two-Component State Density in Non-Equidistant Spacing Model with Modified Williams
...Show More Authors

Listed

View Publication
Publication Date
Thu Jan 12 2023
Journal Name
Mathematics
Dynamical Behavior of a Cancer Growth Model with Chemotherapy and Boosting of the Immune System
...Show More Authors

In this study, we set up and analyze a cancer growth model that integrates a chemotherapy drug with the impact of vitamins in boosting and strengthening the immune system. The aim of this study is to determine the minimal amount of treatment required to eliminate cancer, which will help to reduce harm to patients. It is assumed that vitamins come from organic foods and beverages. The chemotherapy drug is added to delay and eliminate tumor cell growth and division. To that end, we suggest the tumor-immune model, composed of the interaction of tumor and immune cells, which is composed of two ordinary differential equations. The model’s fundamental mathematical properties, such as positivity, boundedness, and equilibrium existence, are exami

... Show More
View Publication Preview PDF
Scopus (19)
Crossref (12)
Scopus Clarivate Crossref
Publication Date
Fri Aug 30 2024
Journal Name
Iraqi Journal Of Science
The Migration Effect on an Eco-toxicant Model
...Show More Authors

This paper proposes and studies an ecotoxicant system with Lotka-Volterra functional response for predation including prey protective region. The equilibrium points and the stability of this model have been investigated analytically both locally and globally. Finally, numerical simulations and graphical representations have been utilized to support our analytical findings

Scopus (1)
Scopus Crossref
Publication Date
Sun Jan 01 2017
Journal Name
Statistical Applications In Genetics And Molecular Biology
Mixture model-based association analysis with case-control data in genome wide association studies
...Show More Authors
Abstract<p>Multilocus haplotype analysis of candidate variants with genome wide association studies (GWAS) data may provide evidence of association with disease, even when the individual loci themselves do not. Unfortunately, when a large number of candidate variants are investigated, identifying risk haplotypes can be very difficult. To meet the challenge, a number of approaches have been put forward in recent years. However, most of them are not directly linked to the disease-penetrances of haplotypes and thus may not be efficient. To fill this gap, we propose a mixture model-based approach for detecting risk haplotypes. Under the mixture model, haplotypes are clustered directly according to their estimated d</p> ... Show More
View Publication
Scopus (4)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Mon Mar 11 2019
Journal Name
Al-khwarizmi Engineering Journal
An Investigation Study of Tool Geometry in Single Point Incremental Forming (SPIF) and their effect on Residual Stresses Using ANOVA Model
...Show More Authors

Incremental forming is a flexible sheet metal forming process which is performed by utilizing simple tools to locally deform a sheet of metal along a predefined tool path without using of dies. This work presents the single point incremental forming process for producing pyramid geometry and studies the effect of tool geometry, tool diameter, and spindle speed on the residual stresses. The residual stresses were measured by ORIONRKS 6000 test measuring instrument. This instrument was used with four angles of (0º,15º,30º, and 45º) and the average value of residual stresses was determined, the value of the residual stress in the original blanks was (10.626 MPa). The X-ray diffraction technology was used to measure the residual stresses

... Show More
View Publication Preview PDF
Crossref (1)
Crossref