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bsj-7489
Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
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The unstable and uncertain nature of natural rubber prices makes them highly volatile and prone to outliers, which can have a significant impact on both modeling and forecasting. To tackle this issue, the author recommends a hybrid model that combines the autoregressive (AR) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models. The model utilizes the Huber weighting function to ensure the forecast value of rubber prices remains sustainable even in the presence of outliers. The study aims to develop a sustainable model and forecast daily prices for a 12-day period by analyzing 2683 daily price data from Standard Malaysian Rubber Grade 20 (SMR 20) in Malaysia. The analysis incorporates two dispersion measurements (IQR/3 and Sn) and three levels of IO contamination 0%, 10%, and 20%. The results indicate that using the Huber weighting function with the IQR/3 measurement to build the AR(1)-GARCH(2,1) model leads to better sustainability. These findings have the potential to enhance the GARCH model by modifying the weighting function of the M-estimator

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Publication Date
Sun Jul 02 2006
Journal Name
Journal Of Educational And Psychological Researches
التحكم الذاتي عند طلبة الجامعة وعلاقته بمستوى الطموح
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مشكلة البحث وأهمية:-

أن بناء الشخصية القادرة على التفاعل والتأثير في معطيات الحضارة ، والتقدم في مسالكها المتطورة ، بات هدفا لكل مجتمع يريد الوصول إلى مصاف الدول المتقدمة
(رسول ، 1984، ص7) وبالأخص في مجتمعنا الذي يمتلك مقومات المجتمعات المتحضرة ، فظهر الاهتمام بالدوافع التي تدفع الأفراد نحو مزيد من العطاء والإنجاز وتساعد في بناء شخصية قوية قادرة على تحقيق ما تصبو أليه من أهداف وطموحات ، ومتمتعة

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Publication Date
Fri May 01 2026
Journal Name
Statistics, Optimization & Information Computing
Hybrid Modeling of Currency Circulation Volatility: Evidence from the Central Bank of Iraq
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The currency in circulation is a key element of the monetary supply system of the Iraqi economy because itreflects the level of economic activity and the liquidity level in the market. It can be expressed as an important tool when formulating monetary policy. This research aims to analyze and forecast the behavior of the currency in circulation in Iraq using the ARMA-GARCH model for monthly data from 2004 to 2025 to understand the dynamics of monetary liquidity, The sample was divided into two parts: approximately 80% for the training set (2004-2021), and approximately 20% for the testing set (2022-2025). Data were analyzed in Python using many packages. The results showed that the time series was initially non-stationary but became

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Publication Date
Mon Jan 01 2024
Journal Name
Journal Of Research In Pharmacy
Formulation and Evaluation of Immediate-Release Tablet Containing Atorvastatin Phospholipid Solid Dispersion
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Oral tablets containing solubilized drug in the presence of appropriate excipients may give us an immediate release of the drug. Phospholipid solid dispersion (PSD) is a branch of solid dispersion in which phospholipid acts as a hydrophilic polymer in the presence of a suitable adsorbent to enhance the solubility of poorly soluble drugs. The anti-hyperlipidemic drug Atorvastatin (ATR) is an example of such drug, as it belongs to the class II group according to the biopharmaceutical classification system (BCS) with low bioavailability due to its low solubility. Phosphatidylcholine in combination with magnesium aluminum silicate as an adsorbent in a ratio of ATR: PC: MAS 1:3:4 was used to prepare ATR PSD by the solvent evaporation method, the

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Publication Date
Sun Jun 05 2016
Journal Name
Baghdad Science Journal
Investigations about the characteristic behavior of the linear mode of quantum acoustic waves ion
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The dispersion relation of linear quantum ion acoustic waves is derivate according to a fluid approach that depends on the kinetic description of the systems of charged particles model. We discussed the dispersion relation by changing its parameters and graphically represented. We found through graphs that there is full agreement with previous studies on the subject of interest. That motivates us to discuss the dispersion relation of waves depending on the original basic parameters that implicitly involved in the relationship which change the relationship by one way or another, such as electron Fermi temperature and the density at equilibrium state.

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Publication Date
Fri May 02 2025
Journal Name
مجلة كلية التربية الأساسية
التنبؤ بالانجاز الرقمي للوثب العالي بطريقة الفوسبري فلوب بدلالة قياسات أطوال الطرف السفلي للاعبين المتقدمين
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أن التركيب الهيكلي للجسم وقياساته الجسمية لها دورا ً كبيرا ً ومهما ً في الأداء الرياضي وتعتبر أحد أسس النجاح أو الفشل للفعالية التي يزاولها الرياضي ، كون توافر القياسات الجسمية الملائمة لمزاولة فعالية معينة تمنح الرياضي فرصة أكبر لإستيعاب الأداء الحركي السليم للمهارات ، ولكون فعالية الوثب العالي تعد واحدة من فعاليات ألعاب الساحة والميدان التي شملها التطور المتسارع في إنجازها لذا أرتأى الباحثون أن يتم أختي

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Publication Date
Fri Jun 01 2007
Journal Name
Journal Of Economics And Administrative Sciences
مكانية استخدام السوق المالية في التنبؤ بالدورات الاقتصادية
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مكانية استخدام السوق المالية في التنبؤ بالدورات الاقتصادية

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Publication Date
Wed Mar 01 2023
Journal Name
International Journal Of Nonlinear Analysis And Applications
The use of ARIMA, ANN and SVR models in time series hybridization with practical application
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Forecasting is one of the important topics in the analysis of time series, as the importance of forecasting in the economic field has emerged in order to achieve economic growth. Therefore, accurate forecasting of time series is one of the most important challenges that we seek to make the best decision, the aim of the research is to suggest employing hybrid models to predict daily crude oil prices. The hybrid model consists of integrating the linear component, which represents Box Jenkins models, and the non-linear component, which represents one of the methods of artificial intelligence, which is the artificial neural network (ANN), support vector regression (SVR) algorithm and it was shown that the proposed hybrid models in the predicti

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Publication Date
Sun Jan 01 2023
Journal Name
International Journal Of Nonlinear Analysis And Applications
The use of ARIMA, LSTM and GRU models in time series hybridization with practical application
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The importance of forecasting has emerged in the economic field in order to achieve economic growth, as forecasting is one of the important topics in the analysis of time series, and accurate forecasting of time series is one of the most important challenges in which we seek to make the best decision. The aim of the research is to suggest the use of hybrid models for forecasting the daily crude oil prices as the hybrid model consists of integrating the linear component, which represents Box Jenkins models and the non-linear component, which represents one of the methods of artificial intelligence, which is long short term memory (LSTM) and the gated recurrent unit (GRU) which represents deep learning models. It was found that the proposed h

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Publication Date
Sun Mar 19 2023
Journal Name
Journal Of Educational And Psychological Researches
The Effect of the Self-Questioning Strategy on the Achievement of the Fourth Grade and Their Reflective Thinking in Physics
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Abstract

The aim of the research is to identify the effect of using the self-questioning strategy on the achievement of fourth-grade students in science and the development of their reflective thinking in physics in the city of Baghdad. The research sample was divided into two groups: an experimental group of (20) students and a control group of (20) students. The researchers developed two tools: a test of (40) multiple-choice questions. The second tool is a test to measure the reflective thinking skills of fourth-grade students. It consists of (25) multiple-choice questions distributed on skills as follow: reflection and observation, detection of inaccuracies, reaching conclusions, giving clear explanations, an

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Publication Date
Sat Dec 03 2022
Journal Name
مجلة تكريت للعلوم السياسية
الوعي الذاتي في الفكر السياسي الليبرالي الحديث( جون لوك، ايمانوئيل كانط انموذجا)
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أن الوعي الذاتي والمعرفة قد برزت أهميتها في الفكر السياسي الليبرالي الحديث وجاءت من أجل المناداة بأهمية الوعي في جوهر الفرد فقد بين أغلب المفرين وأبرزهم جون لوك وايمانويل كانط، أكد لوك بأن حالة الوعي الذاتي تكتسب بالتجربة من خلال الإحساس والتأمل او التفكير، فالعقل صفحة بيضاء خاوية ولا توجد فيها أفكار فطرية ولكن في نفس الوقت يؤكد على وجود قوة فطرية في العقل وليست أفكار يمكن ان تحول الأفكار البسيطة الى مركبة م

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