Recently, the financial mathematics has been emerged to interpret and predict the underlying mechanism that generates an incident of concern. A system of differential equations can reveal a dynamical development of financial mechanism across time. Multivariate wiener process represents the stochastic term in a system of stochastic differential equations (SDE). The standard wiener process follows a Markov chain, and hence it is a martingale (kind of Markov chain), which is a good integrator. Though, the fractional Wiener process does not follow a Markov chain, hence it is not a good integrator. This problem will produce an Arbitrage (non-equilibrium in the market) in the predicted series. It is undesired property that leads to erroneous conclusion, as it is not possible to build a mathematical model, which represents the financial phenomenon. If there is Arbitrage (unbalance) in the market, this can be solved by Wick-Ito-Skorohod stochastic integral (renormalized integral). This paper considers the estimation of a system of fractional stochastic differential equations (FSDE) using maximum likelihood method, although it is time consuming. However, it provides estimates with desirable characteristic with the most important consistency. Langevin method can be used to find the mathematical form of the functions of stochastic differential equations. This includes drift and diffusion by estimating conditional mean and variance from the data and finding the suitable function achieves the least error, and then estimating the parameters of the model by numerical optimal solution search method. Data used in this paper consist of three banking sector stock prices including Baghdad Bank (BBOB), the Commercial Bank (BCOI), and the National Bank (BNOI). © 2020 International University of Sarajevo.
Objective: To determine the prevalence of bullying among primary schools’ children with some associated factors, and resultant effects. Methodology: This cross-sectional study with analytic elements was carried out from February through April 2022. It included a sample of 410 students from six governmental primary schools from both sides of Baghdad city. A self-constructed questionnaire was used. It comprised the following parts: Part (1): socio-demographic data, Part (2): questions that review the students’ exposure to bullying, and Part (3) entails the effects of bullying on those children. Results: The total sample was composed of 410 students; their mean age was 9.51±1.94 years. The prevalence of bullying was 56.34%. Studen
... Show MoreFive new ceftazidime derivatives were designed and synthesized in an attempt to improve the acid stability and may increase the spectrum of ceftazidime. The synthesized compounds included; Schiff base of ceftazidime (compound 1), ceftazidime lysine amide Schiff base (compound 2), ceftazidime lysine amide (compound 3), ceftazidime-di-lysine amide Schiff base (compound 4) and ceftazidime-di-lysine amide (compound 5). New ceftazidime derivatives were successfully prepared characterized and identified using spectral and elemental microanalysis (CHNS) analyses and the results comply with the calculated measurements.
Compounds 1 and 2 were subjected to a stability study in phosphate buffer (0.2M, pH 7.4) and in KCl/HCl buffer (0.
... Show MoreIn this research, we introduce and study the concept of fibrewise bitopological spaces. We generalize some fundamental results from fibrewise topology into fibrewise bitopological space. We also introduce the concepts of fibrewise closed bitopological spaces,(resp., open, locally sliceable and locally sectionable). We state and prove several propositions concerning with these concepts. On the other hand, we extend separation axioms of ordinary bitopology into fibrewise setting. The separation axioms we extend are called fibrewise pairwise T_0 spaces, fibrewise pairwise T_1 spaces, fibrewise pairwise R_0 spaces, fibrewise pairwise Hausdorff spaces, fibrewise pairwise functionally Hausdorff spaces, fibrewise pairwise regular spaces, fibrewise
... Show MoreThis study aims to focus on the Motives behind volunteer work among a sample of volunteers working in civil society organizations and check if there are statistical differences with those variables according to (gender, age, job, period of volunteer work, and residence. The sample consists of (220 )volunteers,(189) male and(31) female from southern, northern and central governorate .The Volunteer Functions Inventory(VFI)(Clary & et al,1989)was applied, It consisting of(30) items with six fields( Values, Understanding, Social motives, Career, Protective, Enhancement).
The results show that the most common and important motivations are (Values, Understanding, and social motivations), there are differenc
... Show MoreThe digital dermatoglyphics were studied in 120 females derived from northern region of Iraq (60 Arabs and 60 Kurds). Two kinds of analyses were perfomed : Quantitative and Qualtative. The unilateral and bilateral analyses for dermal ridge counts in each digital and the overall did not reveal any significant difference when t-test was used. A high correlation coefficients were revealed in this study between homologous and adjacent digits, moreover, significant differences were revealed between Arabian and Kurdish samples in both analyses when Fisher Z transform test was used, but the significant differences in the bilateral analysis exceed the ones in the unilateral. This indicates the importance of the former analysis in detecting the vari
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The varied applications of polystyrene in various fields of life led to examining the cause of radiation influence on some rheological behavior of commercial Polystyrene (PS) solution in the chloroform (CHCl3) solvent. Polystyrene grains shape samples were irradiated using the radioactive element Cesium- 137 with (9 µci) activity for 10, 20, and 30 minutes. The viscosity of the polymer solution depends on the concentration and size (i.e. molecular weight) of the dissolved polymer. Experimental data showed that the radiation dose affected the value of viscosity (shear, relative, specific, and reduced). The viscosity value significantly reduced at 10 min radiation dose and when increasing the dose, the viscosity value increased
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