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Fractional Brownian motion inference of multivariate stochastic differential equations
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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.

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Publication Date
Sun Sep 01 2019
Journal Name
Al-khwarizmi Engineering Journal
The Effect of Wind Velocity on the Suppression of Composite Wing Airfoil NACA 0012
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The first studies on shocks and vibrations were carried out at the beginning of the 1930s to improve the behavior of buildings during earthquakes. Vibration tests on aircraft were developed from 1940 to verify the resistance of parts and equipments prior to their first use. Flutter is a well-known example of dynamic aero elasticity, where when oscillation of structure interacted with unsteady aerodynamic forces the flutter will occur. Vibration on any structure without damping means that self-harmonic oscillation will occur, and in most cases the oscillation may start to increase until structural failure. This behavior is very similar to resonance phenomena if only the oscillation is being studied as a vibration case. In vibration suppre

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Publication Date
Sun Jan 01 2017
Journal Name
Journal Of Engineering
Effects of Bedding Types on the Behavior of Large Diameter GRP Flexible Sewer Pipes
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Flexible pipes, such as GRP pipes, serve as effective underground infrastructure especially as sewer pipeline. This study is an attempt for understanding the effects of bedding types on the behavior of large diameter GRP flexible sewer pipes using three dimensional finite element approaches. Theoretical and numerical analyses were performed using both BS EN 1295-1 approach and finite element method (ABAQUS software). The effects of different parameters are studied such as, depth of backfill, bedding compaction, and backfill compaction. Due to compaction, an increase in the bedding compaction modulus (E’1) results in a reduction of both stresses and displacements of the pipe, especially, for well compacted ba

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Publication Date
Mon Oct 01 2018
Journal Name
Chemical Physics Letters
Effect of heat treatment on photoelectrochemical performance of hydrothermally synthesised Ag2S/ZnO nanorods arrays
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Publication Date
Sun Jan 01 2017
Journal Name
Aip Conference Proceedings
Localization and counting of CD68-labelled macrophages in placentas of normal and preeclamptic women
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Publication Date
Sun Jun 05 2016
Journal Name
Baghdad Science Journal
Effect of Lactobacillus salivarius supernatant against growth and biofilm formation of some pathogenic microorganisms
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The Inhbititory effect of cocentrated and non-cocentrated supernatant of the probiotic Lactobacillus salivarius against growth of some potential pathogenic microorganisms which included Pseudomonas eruginosa, Klebsiella spp, Escherichia coli and Candida albicans. The results were diffusion assay revealed that concentrated and non-concentrated supernatant had inhitory effect against pathogenic bacteria with inhibition zone renged between 13-17mm while inhibition effect of concentrated supernatant against C.albicans was inhibition zone 8mm. On the other hand, the effect of these suprnatant against biofilm formation of the tested microorganisms was studied. The result showed that the concentrated supernatant had inhibitory effect on biofil

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Publication Date
Tue Jul 01 2003
Journal Name
Bulletin Of The Iraq Natural History Museum (p-issn: 1017-8678 , E-issn: 2311-9799)
DESCRIPTION OF THREE NEW SPECIES OF THE GENUS ANTHRENUS GEOFFORY (COLOEOPTERA, DERMESTIDAE) FROM IRAQ
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The present work represents description of three new species of genus Anthrenus
Geoffory from Iraq, these are : A. aradensis sp. nov., A. fabrici sp. nov. and A.
unicolor sp. nov. Locality, host plants and date of collection were given.

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Publication Date
Wed Nov 07 2018
Journal Name
Iraqi National Journal Of Nursing Specialties
Quality of Life among Adult Patients with Peptic Ulcer in the City of Sulaimani
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Objectives: To assess the quality of life for adult patients with peptic ulcers in the city of Sulaimani.
Methodology: A descriptive study, using the assessment approach was conducted on patients with peptic ulcer
disease from January 12th, 2009 to September 30th, 2009. A purposive "non-probability" sample of (100) paƟents
(males and females) with peptic ulcers who attended Kurdistan Center for Gastroenterology and Hepatology were
selected for the study. A questionnaire was adapted from the World Health Organization quality of life questionnaire
(1998) for the purpose of the study. It is comprised of (3) parts that included sociodemographic characteristics form,
medical history form and adult peptic ulcers patients' qu

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Publication Date
Fri Jun 29 2018
Journal Name
Journal Of The College Of Education For Women
THE PROBLEM RELATED TO WORKING IN KINDERGARTEN FROM THE POINT OF VIEW OF TEACHERS
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           kindergarten teacher is one of the fundamental pillars upon which the kindergarten environment so that exposure to a number of problems that could affect its functioning in addition to any deficiencies in this environment leads to deprive a child of some activities and acquisition of concepts so the researcher studying the problems of working in kindergartens from the perspective of the parameters, so the researcher based measuring instrument for labour problems of (30) search sample was paragraph (50) parameter that was chosen at random and have been extracted Sincerity and strength tool researcher used statistical methods and discriminatory (Pearson correlation coefficient, t

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Publication Date
Sun May 17 2026
Journal Name
Journal Of Baghdad College Of Dentistry
Effect of canal dryness and flaring on the accuracy of two electronic apex locators
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Background: This in vitro study evaluated the effect of canal dryness and flaring on the accuracy of two electronic apex locators for working length (WL) determination. Materials and methods: Sixty extracted teeth were used, after access opening was done, the occlusal surface was flattened to create stable reference point. The teeth were randomly divided into two equal main groups of flared and unflared group each one of 30 teeth. The flaring was done with Gates Glidden drills. The two main groups were further subdivided into two subgroups: dry canal and wet canal using 5.25% sodium hypochlorite groups, Electronic WL of each sample was determined using both Root ZX and i-Root apex locator. Consequently, histologic WL was determined by shav

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Publication Date
Sun Feb 03 2019
Journal Name
Iraqi Journal Of Physics
Studying the effect of silica (SiO2) addition on the adhesive properties of polyvinyl alcohol
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The work concerned with studying the effect of (SiO2) addition as a
filler on the adhesive properties of (PVA). Samples were prepared as
sheets by using casting method. The mechanical properties showed
that increase in tensile strength from (34MPa) to (68MPa) when
(SiO2) added to (PVA). The adhesive strength showed that joint
properties depend upon specific adhesive characteristic of material
(PVA) and (SiO2\PVA)composites at different concentrations (1.5%,
2.5%, 3.5%, 4.5wt%), the cohesive strength of the adhesive material,
the joint design, and adherent type (Sponge Rubber(SR), Natural
leather (NL), Vulcanized Rubber(VR), and Cartoon). The results
proved the tensile strength increased with (SiO2) ratio, so

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