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.
The research deals with A very important two subjects, computer aided process planning (CAPP) and Quality of product with its dimintions which identified by the producer organization, the goal of the research is to Highlight and know the role of the CAPP technology to improve quality of the product of (rotor) in the engines factory in the general company for electrical industries, The research depends case study style by the direct visits of researcher to the work location to apply the operational paths generated by specialized computer program designed by researcher, and research divides into four axes, the first regard to the general structure of the research, the second to the theoretical review, the t
... Show MoreThis study was conducted to determine the effects of concentration of hydrochloric acids, temperature, and time on the hydrolysis of soya proteins (defatted soya flour) by determining the value of total protein nitrogen concentration, and amino nitrogen concentration of protein, peptides, and amino acids, and then calculated the hydrolysis rate of proteins.
The variables of the conditions of hydrolysis process was achieved in this study with the following range value of tests parameter:
- Concentration of HCl solution ranged between 1-7 N,
- Hydrolysis temperature ranged between 35-95 °C, and
- The time of hydroly
Background: Myasthenia gravis is an autoimmune disease of the neuromuscular junction that results in fluctuating muscle weakness as well as significant fatigue. Disease exacerbation is a critical condition, and the predisposing factors for it need to be identified to improve preventive measures.
Objectives: Our study aims to determine the predisposing factors for myasthenia gravis exacerbations in a group of Iraqi patients.
Subjects and Methods: A total number of 30 myasthenia gravis patients were admitted to the hospital with an exacerbation of their symptoms, determined as the development of functional disability, dysphagia, or respiratory fai
... Show MoreIncreasing material prices coupled with the emission of hazardous gases through the production and construction of Hot Mix Asphalt (HMA) has driven a strong movement toward the adoption of sustainable construction technology. Warm Mix Asphalt (WMA) is considered relatively a new technology, which enables the production and compaction of asphalt concrete mixtures at temperatures 15-40 °C lower than that of traditional hot mix asphalt. The Resilient modulus (Mr) which can be defined as the ratio of axial pulsating stress to the corresponding recoverable strain, is used to evaluate the relative quality of materials as well as to generate input for pavement design or pavement evaluation and analysis. Based on the aforementioned preface, it is
... Show MorePolyaniline organic Semiconductor polymer was prepared by oxidation polymerization by adding hydrochloric acid concentration of 0.1M and potassium per sulfate concentration of 0.2M to 0.1M of aniline at room temperature, the polymer was deposited at glass substrate, the structural and optical properties were studies through UV-VIS, IR, XRD measurements, films have been operated as a sensor of vapor H2SO4 and HCl acids.
In this work, results of a mathematical analysis of the role of workpiece preheating in laser keyhole welding were presented. This analysis considered the steady-state welding as well as certain range of boundary conditions over which preheating effect would be indicated. This work is an attempt to interpret the role of preheating to increase welding depth and perform keyhole welding with high quality using physical and thermal properties of steel alloys.
The study aimed to reach the best rating for the views and variables in the totals characterized by qualities and characteristics common within each group and distinguish them from aggregates other for the purpose of distinguishing between Iraqi provinces which suffer from deprivation, for the purpose of identifying the status of those provinces in the early allowing interested parties and regulators to intervene to take appropriate corrective action in a timely manner. Style has been used cluster analysis Cluster analysis to reach the best rating to those totals from the provinces that suffer from problems, where the provinces were classified, based on the variables (Edu
... Show MoreChlorine doped SnS have been prepared utilizing chemical spray pyrolysis. The effects of chlorine concentration on the optical constants were studied. It was seen that the transmittance decreased with doping, while reflectance, refractive index, extinction coefficient, real and imaginary parts of dielectric constant were increased as the doping percentage increased. The results show also that the skin depth decrease as the chlorine percentage increased which could be assure that it is transmittance related.
In this study, the four tests employed for non-linear dependence which is Engle (1982), McLeod &Li (1983), Tsay (1986), and Hinich & Patterson (1995). To test the null hypothesis that the time series is a serially independent and identical distribution process .The linear structure is removed from the data which is represent the sales of State Company for Electrical Industries, through a pre-whitening model, AR (p) model .From The results for tests to the data is not so clear.