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Using Multivariate GARCH Models CCC (Constant Conditional Correlation) and DCC(Dynamic Conditional Correlation) To Forecast Iraqi Dinar Exchange Rate in Dollar
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Abstract

Multivariate GARCH Models take several forms , the most important DCC dynamic conditional correlation, and CCC constant conditional correlation , The Purpose of this research is the Comparison for both Models.Using three  financial time series which is a series of daily Iraqi dinar exchange rate indollar, Global daily Oil price in dollar and Global daily gold price in dollarfor the period from 01/01/2014 till 01/01/2016, Where it has been transferred to the three time series returns to get the Stationarity, some tests were conducted including Ljung-Box , JarqueBera  , Multivariate ARCH to Returns Series and Residuals Series for both models In Comparison with the estimation and forecasting based on criteria ,MAE,MSE , mean absolute error and mean Square error ,  respectively  Compared to the Suitability of these two models of the nature of the data and the ability to Capture the volatility. We concluded that CCC is better than DCC

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Publication Date
Tue Mar 31 2015
Journal Name
Al-khwarizmi Engineering Journal
Dual Measurements of Pressure and Temperature With Fiber Bragg Grating Sensor
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Abstract

The fiber Bragg grating (FBG) technology has been rapidly applied in the sensing technology field. In this work, uniform FBG was used as pressure sensor based on measuring related Bragg wavelength shift. The pressure was applied directly by air compressor to the sensor and the pressure was ranged from 1 to 6 bar.

      This sensor also was affected by the external temperature so as a result it could be used as a temperature sensor. This sensor could be used to monitor the pressure of dams. It has been shown from the result that the sensor is very sensitive to the pressure and the sensitivity was (67 pm\bar) and is very sensitive to temperature and the sensitivity was (10p

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Publication Date
Fri Dec 01 2023
Journal Name
Political Sciences Journal
¬The Role of the European Union in Conflicts Resolution in the Eastern Neighborhood: Selected Models
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The launch of the EU’s Eastern Partnership in 2009 intended to signal a new, elevated level of EU engagement with its Eastern neighborhood. Yet there remain several long-simmering and potentially destabilizing conflicts in the region, with which EU engagement thus far has been sporadic at best. The Union’s use of its Common Security and Defense Policy (CSDP) in the region and to help solve these disputes has been particularly ad hoc and inconsistent, wracked by inter-institutional incoherence and undermined by Member States’ inability to agree on a broad strategic vision for engagement with the area.

The three CSDP missions deployed to the region thus far have all suffered from this incoherence to various extents. In particu

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Publication Date
Thu Apr 18 2019
Journal Name
Al-kindy College Medical Journal
Correlation of Serum Lipoproteins with the Activity of Acute Lymphoblastic Leukaemia
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Background: the activity of acute lymphoblastic leukemia had been observed to correlate with levels of serum lipoproteins

Objective: to evaluate the correlation of serum levels of different types of lipoproteins with activity of the disease in patients with acute lymphoblastic leukemia.

Type of the study: A prospective study.

Methods: A study included patients diagnosed as acute lymphoblastic leukemia, their serum levels of lipoproteins at time of diagnosis, and on relapse were obtained for comparison.

Results: there is significant inverse correlation of activity of acute lymphoblastic leukemia with serum total cholesterol

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Publication Date
Wed Dec 14 2011
Journal Name
Journal Of Kerbala University
Effect of prey type on some reproductive aspects in crustacean zooplankton Macrocyclops albidus (Copepoda:cyclopoida)
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The experiment was conducted to investigate the effect of prey type (Artemia nauplii, mosquito larvae and paramecium) on some reproductive aspects in crustacean zooplankton M. albidus which included reproductive period, post reproductive period, period spend to egg appearance and the period from appearance of egg to nauplii releasing. Results revealed that females fed on mosquito larvae had the highest mean of postreproductive period and lowest mean of the period spend to egg appearance, which differed significantly (P < 0.05) compared with the means of females who fed on Artemia nauplii and paramecium on the other hand the differences were not significant in reproductive period and the period from appearance of egg to nauplii releasing.

Publication Date
Wed Dec 13 2017
Journal Name
Al-khwarizmi Engineering Journal
Design and Simulation of L1-Adaptive Controller for Position Control of DC Servomotor
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This paper presents L1-adaptive controller for controlling uncertain parameters and time-varying unknown parameters to control the position of a DC servomotor. For the purpose of comparison, the effectiveness of L1-adaptive controller for position control of studied servomotor has been examined and compared with another adaptive controller; Model Reference Adaptive Controller (MRAC). Robustness of both L1-adaptive controller and model reference adaptive controller to different input reference signals and different structures of uncertainty were studied. Three different types of input signals are taken into account; ramp, step and sinusoidal. The L1-adaptive controller ensured uniformly bounded

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Publication Date
Wed Aug 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
A Study on Transportation Models in Their Minimum and Maximum Values with Applications of Real Data
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The purpose of this paper is to apply different transportation models in their minimum and maximum values by finding starting basic feasible solution and finding the optimal solution. The requirements of transportation models were presented with one of their applications in the case of minimizing the objective function, which was conducted by the researcher as real data, which took place one month in 2015, in one of the poultry farms for the production of eggs

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Publication Date
Sat Dec 01 2018
Journal Name
Al-khwarizmi Engineering Journal
Experimental Study of the Effect of Fuel Type on the Emitted Emissions from SIE at Idle Period
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The present study investigated the impact of fuel kind on the emitted emissions at the idling period. Three types of available fuels in Iraq were tested. The tests conducted on ordinary gasoline with an octane number of 82, premium gasoline with an octane number of 92, and M20 (consist of 20% methanol and 80% regular gasoline). The 2 liters Mercedes-Benz engine was used in the experiments.

The results showed that engine operation at idle speed emits high levels of CO, CO2, HC, NOx and noise. The produced emission levels depend highly on fuel type. The premium gasoline (ON=92) represents the lower emissions level except for noise at all idling speed. Adding methanol to ordinary gasoline (ON=82) showed high levels of emi

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Publication Date
Fri May 15 2009
Journal Name
Journal Of Planner And Development
Preservation of heritage markets within an integrated framework to preserve the urban heritage in the historical centers of cities (selected models and experiments)
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This research discusses the rehabilitation of heritage markets in the historical centers of Islamic Arab cities and their use in the field of cultural tourism as one of the most important tourist attractions and the subsequent revival of the national economy in addition to preserving the urban heritage as these markets part of the historical centers of cities. The research also discusses the preservation of the continuity of heritage markets as a product of cultural heritage value within an integrated framework to preserve the urban heritage in the historic centers of cities. The study then reviews a number of experiences of Arab and Islamic countries in the field of preserving and rehabilitating heritage markets, which qualify them to b

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Publication Date
Thu Aug 01 2024
Journal Name
Al-kindy College Medical Journal
The Correlation of Serum Periostin Level with Disease Severity in Patients with Covid -19
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Background: Coronavirus disease 2019 (COVID-19) is an emerging zoonotic disease caused by the new respiratory virus SARS-CoV2. It has a tropism in the lung tissues where excess target receptors exist. Periostin plays a role in subepithelial fibrosis associated with bronchial asthma. Since the Coronavirus's target is the human respiratory system, Periostin has been recently described as a valuable new biomarker in the diagnosis and evaluation of disease in patients with COVID-19 lung involvement. Objectives: To assess the level of Periostin in the serum of COVID-19 patients and to correlate its role in disease severity and prognosis. Subjects and Methods: Periostin serum levels were measured for 63 patients attending three main COVID

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Publication Date
Thu Jan 01 2009
Journal Name
Arab Journal Of Gasteroenterology
Serum HCV-RNA levels in patients with chronic hepatitis C: correlation with histological features.
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