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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.

Scopus
Publication Date
Sun Jun 01 2014
Journal Name
Baghdad Science Journal
Solution of Nonlinear High Order Multi-Point Boundary Value Problems By Semi-Analytic Technique
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In this paper, we present new algorithm for the solution of the nonlinear high order multi-point boundary value problem with suitable multi boundary conditions. The algorithm is based on the semi-analytic technique and the solutions are calculated in the form of a rapid convergent series. It is observed that the method gives more realistic series solution that converges very rapidly in physical problems. Illustrative examples are provided to demonstrate the efficiency and simplicity of the proposed method in solving this type of multi- point boundary value problems.

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Crossref
Publication Date
Mon Jan 01 2018
Journal Name
Al–bahith Al–a'alami
The Interactive Relationship between the Formation Elements and their Implications in the Structure of the Television Image
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The image of television dominates the cognitive and artistic motivations. It is the formulation of ideas and visions along with its documentary ability. It is the main element in television work as it is a story that is narrated in pictures. Therefore, attention to image building is a major point of gravity in the work structure as a whole. On the image is the element carrying all aesthetic and expressive values of news and information directly to the hints that work to stimulate and stir the imagination of the recipient to evoke mental images added to the visual images to deepen the meanings.
All visual arts carry elements and components that follow in a particular pattern to give special meanings and specific connotations. However,

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Crossref
Publication Date
Fri May 19 2023
Journal Name
Revista Iberoamericana De PsicologÍa Del Ejercicio Y El Deporte
The Effect of a Training Curriculum According To the Physiological Index and the Transitional Speed of the 100m Hurdles Runner
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Recently, that there has been a decline in the levels of female players for this event in recent years compared to developments in the world, as this activity depends to achieve the highest level of performance on the physical capabilities and physiological indicators of the player who It is reflected in the achievement, which results in the loss of time for Iraqi female runners compared to the world champions in the (100) meter hurdles competition, which reflects on the level of achievement. The two researchers used the experimental approach in addressing the research problem, and the experimental design used the method of the two equal groups, the two experiments with the pre and post-tests. Female runner and second experimental group (4)

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Scopus
Publication Date
Thu Oct 25 2018
Journal Name
Journal Of Economics And Administrative Sciences
Find the fuzzy maximum flow of Imam Kadhimen visitors using fuzzy dynamic programming University of Baghdad - Faculty of Administration and Economics
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    Baghdad and the other Iraqis provinces have witnessed many   of celebrations which have the significant effect on the souls of Arabic and Islamic people in general , and Iraqi people, especially the birthday and death of two al-kadhimen Imams(peace upon them) and others .From here the researcher begin to study the visiting of imam kadhimen (peace upon him) on 25 Rajab the commemoration of his sacrifice, simply because have implications of religious, ideological and cultural sectors which represents in finding the greatest flow of visitors .the problem of research appeared due to the clear difference in number of visitors during one day, beside the significant increase in number of visitors  throu

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Crossref
Publication Date
Sat Jan 01 2022
Journal Name
3rd International Scientific Conference Of Alkafeel University (iscku 2021)
Analysis of X-ray diffraction lines profile of Tio2 nanoparticles to determine the energy per unit volume and stress by using Halder-Wagner method
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In this study, the Halder-Wagner method was used for an analysisX-ray lines of Tio2 nanoparticles. Where the software was used to calculate the FWHM and integral breath (β) to calculate the area under the curve for each of the lines of diffraction. After that, the general equation of the halder- Wagner method is applied to calculate the volume (D), strain (ε), stress (σ), and energy per unit(u). Volume (β). Where the value of the crystal volume was equal to (0.16149870 nm) and the strain was equal to (1.044126), stress (181.678 N / m2), and energy per unit volume (94.8474 J m-3).The results obtained from these methods were then compared with those obtained from each of the new paradigm of the HalderWagner method, the Shearer developm

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Scopus Crossref
Publication Date
Thu Jan 04 2024
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Analysis of the performance of the stock market in light of inflation : empirical research in the Iraqi Stock Exchange
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Abstract:

                The aim of this research to try to determine the type of expected relationship between inflation as the explanatory variable and market performance as a dependent variable, for that used data issued and published by the Central Bank of Iraq and the Iraqi Stock Exchange for a sample consisting of (159) observations using the intentional or intentional sampling method for the period extending between the months (January 2010 to March 2023), in the light of each of the Consumer Price Index (CPI), the Iraqi Stock Exchange Index, the number of traded shares and the number of market capital shares to ex

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Publication Date
Sat Oct 01 2016
Journal Name
Journal Of The College Of Basic Education
Some Thermodynmic Properties of binary Mixtures of Alcohol isomers and Sulfolane at 298.15K
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The refractive indices, nD densities 𝜌, and viscosities  of binary mixtures of sulfolane + n -butanol + sec- butanol + iso- butanol + tert – butanol + n-propanol and iso- propanol were measured at 298.15K. Form experimental data, excess molar volum VE , excess molar refractivity ∆nD, excess molar viscosity  E and excess molar Gibbs free energy of activation of viscous flow G *E were calculated. From n-propanol – sulfolane and iso- propanol sulfolane mixtures showed negative ∆nD, n-butanol – sulfolane, sec-butanal – sulfolane, iso-butanol – sulfolane and tert- butanol sulfolane , nD was positive over the whole mole fraction rang , while VE ,  E and G *E show a negative deviation. The

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Publication Date
Sun Sep 06 2009
Journal Name
Baghdad Science Journal
Extension of the Chebyshev Method of Quassi-Linear Parabolic P.D.E.S With Mixed Boundary Conditions
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The researcher [1-10] proposed a method for computing the numerical solution to quasi-linear parabolic p.d.e.s using a Chebyshev method. The purpose of this paper is to extend the method to problems with mixed boundary conditions. An error analysis for the linear problem is given and a global element Chebyshev method is described. A comparison of various chebyshev methods is made by applying them to two-point eigenproblems. It is shown by analysis and numerical examples that the approach used to derive the generalized Chebyshev method is comparable, in terms of the accuracy obtained, with existing Chebyshev methods.

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Crossref
Publication Date
Wed Oct 05 2022
Journal Name
Asian Journal Of Water, Environment And Pollution
Biosorption of Pollutants in Diyala River by Using Irrigated Vegetables
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In the absence of environmental regulation, food stays to be contaminated with heavy metals, which is becoming a big worry for human health. The present research focusses on the environmental and health effects of irrigating a number of crops grown in the soils surrounding the Al-Rustamia old plant using treated wastewater generated by the plant. The physicochemical properties, alkalinity, and electrical conductivity of the samples were evaluated, and vegetable samples were tested for Cd, Pb, Ni, and Zn, levels, and even the transfer factor (TF) from soils to crops and crop and multi-targeted risk, daily intake (DIM) of metals, and health risk index (HRI) was calculated. The findings found that the average contents of Zn, Pb, Ni, and Cd in

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Publication Date
Tue May 16 2023
Journal Name
Journal Of Engineering
FLUTTER SPEED LIMITS OF SUBSONIC WINGS
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Flutter is a phenomenon resulting from the interaction between aerodynamic and structural dynamic forces and may lead to a destructive instability. The aerodynamic forces on an oscillating airfoil combination of two independent degrees of freedom have been determined. The problem resolves itself into the solution of certain definite integrals, which have been identified as Theodorsen functions. The theory, being based on potential flow and the Kutta condition, is fundamentally equivalent to the conventional wing-ection theory relating to the steady case. The mechanism of aerodynamic instability has been analyzed in detail. An exact solution, involving potential flow and the adoption of the Kutta condition, has been analyzed in detail. Th

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