Exploring the B-Spline Transform for Estimating Lévy Process Parameters: Applications in Finance and Biomodeling Exploring the B-Spline Transform for Estimating Lévy Process Parameters: Applications in Finance and Biomodeling Letters in Biomathematics · Jul 7, 2025Letters in Biomathematics · Jul 7, 2025 Show publication This paper, presents the application of the B-spline transform as an effective and precise technique for estimating key parameters i.e., drift, volatility, and jump intensity for Lévy processes. Lévy processes are powerful tools for representing phenomena with continuous trends with abrupt changes. The proposed approach is validated through a simulated biological case study on animal migration in which movements are modeled as Lévy flights with long-range jumps and directionally biased drift. This scenario depicts real-world stochastic behaviors in the spatial dynamics of a species. The results demonstrate the power of the B-spline method in its capability to accommodate complex stochastic behaviors with low mean squared error (MSE). To demonstrate its relevance in an actual financial context, the model is applied to forecast trends in Iraqi ATM usage based on data collected between the years 2008 and 2021. The results indicate a uniform growth in demand, supported by forecasts for the years 2022 and 2023, confirming the model’s predictive accuracy. Overall, the research identifies the B-spline transform as a robust method for parameter estimation in Lévy-based models with potential applications in finance, ecology, and biomathematics.
Crime has become a phenomenon associated with human socialization. Wherever human groups are found, a crime, which differs from one society to another, is found. It is one of the most dangerous social issues that undermines the solidarity of a given society. This is because it establishes a takeoff from community's norms, values, customs and traditions, and thus turns into a danger to the lives of people, groups and society that threatens its strength and security. The paper focuses on the crimes that violate the social law, like child rape, incest and electronic extortion, which are increasing in size, increasing as a result their repercussions on the human society. The study seeks several objectives, including: examining the natu
... Show Moreالغرض من هذا العمل هو دراسة الفضاء الإسقاطي ثلاثي الأبعاد PG (3، P) حيث p = 4 باستخدام المعادلات الجبرية وجدنا النقاط والخطوط والمستويات وفي هذا الفضاء نبني (k، ℓ) -span وهي مجموعة من خطوط k لا يتقاطع اثنان منها. نثبت أن الحد الأقصى للكمال (k، ℓ) -span في PG (3،4) هو (17، ℓ) -span ، وهو ما يساوي جميع نقاط المساحة التي تسمى السبريد.
This study is concerned with making comparison in using different geostatistical methods for porosity distribution of upper shale member - Zubair formation in Luhais oil field which was chosen to study.
Kriging, Gaussian random function simulation and sequential Gaussian simulation geostatistical methods were adopted in this study. After preparing all needed data which are contour map, well heads of 12 wells, well tops and porosity from CPI log. Petrel software 2009 was used for porosity distribution of mentioned formation in methods that are showed above. Comparisons were made among these three methods in order to choose the best one, the comparing cri
Objective: Atorvastatin therapy is now recommended for reduction of cardiovascular risk in type 2 diabetic patients (T2DM), based on convincing evidence of reductions in mortality and vascular events in major clinical outcome trials. The aim is to evaluate the effects of atorvastatin on proinflammatory markers (TNF-α, IL-6), HbA1c andleptin in obese patients with type 2 diabetes. Methods: Sixty fivenewly diagnosed T2DM patients were randomly allocated into 2 groups; group I treated with metformin only; in group II atorvastatin was added with metformin. Twenty healthy subjects were enrolled as control group. While maintaining their usual eating habits, fasting blood samples were collected at baseline and after 12 weeks of treatment. Results
... Show MorePoly methyl methacrylate PMMA polymer could be considered the main material that used mostly in the recent years in denture base fabrication. It commonly known by it is poor strength properties such as low impact strength. The aim of the present research was to enhance the performance of PMMA denture base through the addition of two kind of nanoparticles (nano particles that selected from artificial and natural sources). Nano -particles from both Al2O3 and crushed peanut Peel were used for comparing purposes.Various weight fraction used in this study for both kinds of the additive (1%, 2% and 3%). Moreover, in this work a study and evaluation in impact strength (I.S.) value were done before and after immersion. The new prepared nanocompo
... Show MoreBackground: The treatment of an ovarian cyst relies on its nature, the discrimination of benign and malignant cysts is, therefore of crucial importance, and in spite of the continuous improvement of diagnostic means, it remains sometimes impossible to differentiate functional from organic (malignant or not) ovarian cysts. The therapeutic decision will search for the main midway between cancer’s negligence and the fear of performing an unnecessary surgical operation for an ovarian cyst.Objective: To review of 116 cases of ovarian cystic diseases aiming in identify proper management and reducing unnecessary surgical intervention.Methods: A retrospective study was conducted at Al-Elwiya maternity teaching hospital/ Baghdad/ Iraq. One hund
... Show MoreThis research dealt with the subject of auditing bank credit risks in accordance with international auditing standards and aims to develop procedures and design a credit risk audit program in accordance with international auditing standards and demonstrate their impact on the truth, truthfulness and fairness of financial statements and on their overall performance and continuity in the banking sector Its importance lies in relying on international auditing standards to assess and measure bank credit risk and its impact on the financial situation as well as the ability to predict financial failure. A set of conclusions have been reached, the most important of which is that the bank faces difficulties in measuring credit risk in accordance
... Show MoreStick- slip is the continuous stopping& release of the Bit/BHA due to the irregular down-hole rotation prompted by the existing relationship between the friction torque and the torque applied from the surface to free the bit.
Friction coefficient between BHA and wellbore is the main player of stick slip amount, which can be mitigated by support a good lubricators as additives in drilling mud.
Mathematical (or empirical) solves should be done through adjusting all parameters which supposed to reduce stick- slip as low as possible using different models, one of the main parameters is drilling mud. As per Nanoparticles drilling fluid is a new technology that offers high performance
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Detection of virulence gene agglutinin-like sequence (ALS) 1 by using molecular technology from clinical samples (