Munaf Yousif Hmood

Verified @coadec.uobaghdad.edu.iq

Statistics/ College of Administration and Economics
University of Baghdad

Munaf Yousif Hmood


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https://researchid.co/dr.munaf

RESEARCH, TEACHING, or OTHER INTERESTS

Statistics and Probability, Statistics, Probability and Uncertainty
15

Scopus Publications

216

Scholar Citations

8

Scholar h-index

8

Scholar i10-index

Scopus Publications

  • Using fruit fly and dragonfly optimization algorithms to estimate the Fama-MacBeth model
    Mariam Jumaah Mousa, Munaf Yousif Hmood
    Sustainable Engineering and Innovation, 2025
    This research proposes the application of the dragonfly and fruit fly algorithms to enhance estimates generated by the Fama-MacBeth model and compares their performance in this context for the first time. To specifically improve the dragonfly algorithm's effectiveness, three parameter tuning approaches are investigated: manual parameter tuning (MPT), adaptive tuning by methodology (ATY), and a novel technique called adaptive tuning by performance (APT). Additionally, the study evaluates the estimation performance using kernel weighted regression (KWR) and explores how the dragonfly and fruit fly algorithms can be employed to enhance KWR. All methods are tested using data from the Iraq Stock Exchange, based on the Fama-French three-factor model. The results show that the dragonfly algorithm, particularly when using MPT and APT, demonstrates superior performance in improving the accuracy of Fama-MacBeth estimates and enhancing the effectiveness of the KWR approach.
  • CROSS-SECTIONAL REGRESSION WITH PROXIES: A SEMI-PARAMETRIC METHOD
    International Journal of Economics and Finance Studies, 2025
  • Soft Nonlinear Quantile-Based AI Regression Under Uncertainty
    Proceedings of International Conference on Applied Innovation in IT, 2025
  • A method of multi-dimensional variable selection for additive partial linear models
    Munaf Y. Hmood, Hayder Raaid Talib
    Chilean Journal of Statistics, 2024
    In high-dimensional semiparametric regression, balancing accuracy and interpretability often requires combining dimension reduction with variable selection.This study introduces two novel methods for dimension reduction in additive partial linear models: (i) minimum average variance estimation (MAVE) combined with the adaptive least absolute shrinkage and selection operator (MAVE-ALASSO) and (ii) MAVE with smoothly clipped absolute deviation (MAVE-SCAD).These methods leverage the flexibility of MAVE for sufficient dimension reduction while incorporating adaptive penalties to ensure sparse and interpretable models.The performance of both methods is evaluated through simulations using the mean squared error and variable selection criteria, assessing the correct detection of zero coefficients and the false omission of nonzero coefficients.A practical application involving financial data from the Baghdad Soft Drinks Company demonstrates their utility in identifying key predictors of stock market value.The results indicate that MAVE-SCAD performs well in high-dimensional and complex scenarios, whereas MAVE-ALASSO is better suited to small samples, producing more parsimonious models.These results highlight the effectiveness of these two methods in addressing key challenges in semiparametric modeling.
  • Estimation of Copula Density Using the Wavelet Transform
    Fatimah Hashim Falhi, Munaf Yousif Hmood
    Baghdad Science Journal, 2024
    يقترح هذا البحث طريقة جديدة لتقدير دالة كثافة الرابطة باستخدام تحليل المويجات كطريقة لامعلمية، من أجل الحصول على نتائج أكثر دقة وخالية من مشكلة تاثيرات الحدود التي تعاني منها طرائق التقدير اللامعلمية. اذ تعد طريقة المويجات طريقة اوتماتيكية للتعامل مع تاثيرات الحدود وذلك لانها لا تأخذ بنظر الاعتبار إذا كانت السلسلة الزمنية مستقرة او غير مستقرة. ولتقدير دالة كثافة الرابطة تم استعمال المحاكاة لتوليد البيانات وباستعمال خمسة دوال رابطة مختلفة مثل Gaussian وFrank وTawn وRotation Tawn وJoe وبخمسة أحجام مختلفة للعينات عند ثلاثة مستويات ارتباط موجبة، واعتمادًا على الحلول المتعددة، أظهرت النتائج أن تقدير دالة الكثافة الرابطة بطريقة المويجات عندما يكون مستوى الارتباط كانت الرابطة Gaussian في المرتبة الأولى تليها الرابطةFrank واحتلت الرابطة Joe المرتبة الأخيرة. اما في حالة الارتباطات المتوسطة والضعيفة كانت الرابطة Tawn في المرتبة الأولى تليها الرابطة Rotation Tawn في حين جاءت Gaussian بالمرتبة الأخيرة. بالاعتماد على المعايير (Root Mean Square Error, Akiake Information Criteria, and Logarithm likelihood criteria) ، وتبين من خلال الرسم (Contour plot) والشكل ثلاثي الابعاد (3D plot) لدوال الرابطة الحقيقية. فضلا عن اشكال التمهيد لكل منها باستخدام طريقة (ECDWT)، ويتضح من خلال الاشكال الدائرية ان توزيع مشاهدات الدالة الرابطة المقدرة بطريقة (ECDWT) كان دقيقا عند الاطراف بينما كان اقل دقة عند المركز لكل من الدوال Gaussian وTawn.
  • Continuous wavelet estimation for multivariate fractional Brownian motion
    Munaf Y. Hmood, Amjed Hibatallah
    Pakistan Journal of Statistics and Operation Research, 2022
    In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.
  • ESTIMATING NONPARAMETRIC AUTOREGRESSIVE CURVE BY SMOOTHING SPLINES METHOD
    International Journal of Agricultural and Statistical Sciences, 2021
  • Comparison between VG-levy and Kernel Function Estimation with Application
    Mariam Jumaah Mousa, Munaf Yousif Hmood, Ali Ghena Nori
    Periodicals of Engineering and Natural Sciences, 2021
    In this article, we present the variance Gamma Levy model that was obtained from the Brownian motion Gamma with their parameter estimation methods (Maximum Likelihood (MLE) and method of moments (MME)). Then, we compare them with Kernel density function depending on MASE. Our application concerned with the Apple company that is listed on the Nasdaq, their data are suitable for the VG-Levy model and achieved the proper conditions of Levy of stability and independence, which means that Apple company was efficient in providing the information to investors. The aim of studying the price fluctuations through the parameters of the model and thus the possibility of knowing the trends of stock prices in the financial markets and the consequent risks associated with investing in them in a manner consistent with the investor's preferences regarding bearing a certain degree of risk in the sense of a pre-preparedness for the potential sacrifice of the investor's capital with the limits of risk resulting from those fluctuations in prices for the returns resulting from price movements in those markets., So it was found that the VG-levy model with MLE is the best.
  • Discrete wavelet based estimator for the Hurst parameter of multivariate fractional Brownian motion
    Munaf Yousif Hmood, Amjad Hibtallah Hamza
    Journal of Physics Conference Series, 2021
    In this paper, wavelets were used to study the multivariate fractional Brownian motion through the deviations of the random process to find an efficient estimation of Hurst exponent. The results of simulations experiments were shown that the performance of the proposed estimator was efficient. The estimation process was made by taking advantage of the detail coefficients stationarity from the wavelet transform, as the variance of this coefficient showed the power-low behavior. We use two wavelet filters (Haar and db5) to manage minimizing the mean square error of the model.
  • CUSTOM ANALYSIS THROUGH Nth ORDER GAUSSIAN NOISE
    International Journal of Agricultural and Statistical Sciences, 2021
  • Big data analysis by using one covariate at a time multiple testing (Ocmt) method: Early school dropout in iraq
    Ahmed Mahdi Salih, Munaf Yousif Hmood
    International Journal of Nonlinear Analysis and Applications, 2021
  • Estimation of return stock rate by using wavelet and kernel smoothers
    Younis Hassan, M. Y. Hmood
    Periodicals of Engineering and Natural Sciences, 2020
  • Analyzing big data sets by using different panelized regression methods with application: Surveys of multidimensional poverty in Iraq
    Periodicals of Engineering and Natural Sciences, 2020
  • Bayesian and non-Bayesian estimation of the lomax model based on upper record values under weighted LINEX loss function
    Al-Duais, Fuad S., Hmood, Munaf Yousif
    Periodicals of Engineering and Natural Sciences, 2020
  • A proposal method for selecting smoothing parameter with missing values
    Qutaiba N. Nayef Al-Kazaz, Munaf Yousif Aldahham
    Icssbe 2012 Proceedings 2012 International Conference on Statistics in Science Business and Engineering Empowering Decision Making with Statistical Sciences, 2012

RECENT SCHOLAR PUBLICATIONS

  • A Fuzzy ARDL Model for Estimating the Dynamic Relationship between Government Revenues and Fiscal Balance
    SH Jawad, MY Hmood
    Statistics, Optimization & Information Computing , 2026
    2026
  • Forecasting public expenditures using ARDL–LSTM hybrid model
    MY Hmood, SH Jawad
    Iraqi Statisticians Journal 3 (1), 245-254 , 2026
    2026
  • New Probability Distribution for Lifetime Data Analysis
    MY Hmood, AH Noori
    Proceedings of the International Conference on Applied Innovations in IT … , 2026
    2026
  • Estimating Error Distribution Using Single Index Model
    MY Hmood, RAA Suhail
    Proceedings of the International Conference on Applied Innovations in IT … , 2026
    2026
  • The Impact of Financial Sustainability and Structural Transformation on Investments using QARDL Model Optimized by the Marine Predator Algorithm
    MY Hmood, MJ Mousa
    Iraqi Statisticians Journal 3 (1), 180-192 , 2026
    2026
  • A Monte Carlo Simulation Study on the Performance of Linear and Quadratic Programming Estimators in Fuzzy ARDL Models
    SH Jawad, MY Hmood
    Iraqi Statisticians Journal 3 (1), 167-179 , 2026
    2026
  • Soft Nonlinear Quantile-Based AI Regression Under Uncertainty
    E Baha, MY Hmood, S Al-Duais Fuad, AK Hussein
    Proceedings of the International Conference on Applied Innovations in IT … , 2025
    2025
  • The Evolution of Estimation Methods and Applications of the Fama- MacBeth Model : A Review
    MY Hmood, MJ Mousa
    Iraqi Statisticians Journal 2 (2), 103-113 , 2025
    2025
  • A Modified Fama-MacBeth Model based on the Single-Index Model
    MJ Mousa, MY Hmood
    Journal of Economics and Administrative Sciences 31 (149), 73-91 , 2025
    2025
    Citations: 1
  • Using fruit fly and dragonfly optimization algorithms to estimate theFama-MacBeth model
    MJ Mousa, MY Hmood
    Sustainable Engineering and Innovation 7 (2), 391-402 , 2025
    2025
  • َQuantitative Methods and Their Applications in SPSS
    MY Hmood, QN Al-Qazaz, F Mohana, SA Salih
    Dar Shams Al-Andalus-Iraq , 2025
    2025
  • CROSS-SECTIONAL REGRESSION WITH PROXIES: A SEMI-PARAMETRIC METHOD
    MJ Mousa, MY Hmood
    International Journal of Economics and Finance Studies 17 (1), 46-64 , 2025
    2025
    Citations: 2
  • Gold Global Price Prediction Using a Hybrid Algorithm Based on Fuzzy Long Short-Term Memory (FLSTM)
    AA Salih, MY Hmood
    Letter Notes in Network and Systems , 2025
    2025
  • Estimating General Linear Regression Model of Big Data by Using Multiple Test Technique
    AM Salih, MY Hmood
    Iraqi Statisticians Journal 2 (Special issu), 337-343 , 2025
    2025
  • Nonparametric Estimation For Nonstationary Time Series Models
    MA Husseen, MY Hmood
    Iraqi Statisticians Journal 2 (Special issue), 197-205 , 2025
    2025
    Citations: 1
  • Forecasting mortality rates using the Lee-Carter fuzzy model for the period (2024-2026) with application
    MY Hmood, AY Hamed
    Al-Anbar university magazine for administrative economic science 16 (3), 92-109 , 2025
    2025
  • Differential Equations
    MY Hmood, AliJizany, LMALI Hameed
    2025
  • Utilizing the Error Correction Model to Investigate the Impact of Fluctuations in Bank Deposits on the Money Supply
    MY Hmood, MA Hussein
    Journal of Al-Rafidain University College For Sciences, 545-556 , 2024
    2024
    Citations: 3
  • A method of multi-dimensional variable selection for the additive partial linear model
    MY Hmood, HR Talib
    Chilean Journal of Statistics 15 (2), 126-146 , 2024
    2024
  • Oil Price Prediction Using a Hybrid Algorithm Based on Recurrent Fuzzy Neural Networks (RFNN)
    MYH Ahmed A. Salih
    AIP Conference Proceedings (ISSN: 0094-243X, 1551-7616) , 2024
    2024

MOST CITED SCHOLAR PUBLICATIONS

  • Analyzing big data sets by using different panelized regression methods with application: surveys of multidimensional poverty in Iraq
    MYH Ahmed Mahdi Salih
    Periodicals of Engineering and Natural Sciences 8 (2), 991-999 , 2020
    2020
    Citations: 18
  • Big Data Analysis by Using One Covariate at a Time Multiple Testing (OCMT) Method: Early School Dropout in Iraq
    MY Hmood, AM Salih
    International Journal of Nonlinear Analysis and Applications (IJNAA) 12 (2 … , 2021
    2021
    Citations: 16
  • A Comparison of the Semiparametric Estimators Model Using Different Smoothing Methods
    MY Hmood, MM Katee
    Journal of Economics and Administrative Sciences 20 (75), 376-394 , 2014
    2014
    Citations: 15
  • Comparing Nonparametric Estimators For Probability Density Estimation
    MY Hmood
    PhD Dissertation; University of Baghdad; Baghdad; Iraq , 2005
    2005
    Citations: 13
  • Comparison of Hurst exponent estimation methods
    AH Hamza, MY Hmood
    Journal of Economics and Administrative Sciences 27 (128), 167-183 , 2021
    2021
    Citations: 12
  • Nonstationary time series models using ARDL and NARDL estimation
    MA Hussein, MY Hmood
    Journal of Economics and Administrative Sciences 30 (141), 439-456 , 2024
    2024
    Citations: 11
  • Bayesian and non-Bayesian estimation of the Lomax model based on upper record values under weighted LINEX loss function
    FS Al-Duais, MY Hmood
    Periodicals of Engineering and Natural Sciences 8 (3), 1786-1794 , 2020
    2020
    Citations: 10
  • Comparing Nonparametric Kernel estimators for Estimating Regression Function
    MY Hmood
    Ms.c Thesis; Department of Statistics; College of Administration and … , 2000
    2000
    Citations: 10
  • A comparison Of Some Semiparametric Estimators For consumption function Regression
    MY Hmood, AM Essa
    Journal of Economics and Administrative Sciences 18 (67), 273-288 , 2012
    2012
    Citations: 8
  • Continuous wavelet estimation for multivariate fractional Brownian motion
    AH Hamza, MY Hmood
    Pakistan Journal of Statistics and Operation Research 18 (3), 633-641 , 2022
    2022
    Citations: 7
  • Estimation of Return Stock Rate by Using Wavelet and Kernel Smoothers
    YA Hassan, MY Hmood
    Periodicals of Engineering and Natural Sciences 8 (2), 602-612 , 2020
    2020
    Citations: 7
  • Nadaraya-Watson Estimator a Smoothing Technique for Estimating Regression Function
    HR Dhafir, MY Hmood, Saad, K. H.
    Journal of Economics and Administrative Sciences 18 (65), 283-291 , 2012
    2012
    Citations: 7
  • A New Version of Local Linear Estimators
    MY Hmood, U Stadtmuller
    Chilean Journal of Statistics 4 (2), 61-74 , 2013
    2013
    Citations: 6
  • Discrete wavelet based estimator for the Hurst parameter of multivariate fractional Brownian motion
    MY Hmood, AH Hamza
    Journal of Physics: Conference Series ,Ibn Al-Haitham International … , 2021
    2021
    Citations: 5
  • Compared Some of Penalized Methods in Analysis the Semi-Parametric Single Index Model with Practical Application
    MY Hmood, TA Salih
    Journal of Economics and Administrative Sciences 22 (90), 407-427 , 2016
    2016
    Citations: 5
  • On Single Index Semiparametric Model
    MY Hmood
    Journal of Statistical Sciences, 1-17 , 2015
    2015
    Citations: 5
  • Estimate the Nonparametric Regression Function Using canonical Kernel
    MY Hmood
    Journal of Economics and Administrative Sciences 17 (61), 212-225 , 2011
    2011
    Citations: 5
  • Comparison between some methods for Estimation and Variables Selection for Semi – Parametric Additive model with practical application
    HR Talib, MY Hmood
    Al-Kut Journal of Economics and Administrative Sciences 14 (44), 405–426 , 2022
    2022
    Citations: 4
  • Estimate the Partial Linear Model Using Wavelet and Kernel Smoothers
    YAH Munaf Yousif Hmood
    Journal of Economics and Administrative Sciences 26 (119), 428-443 , 2020
    2020
    Citations: 4
  • Using Simulation to Compare Between Parametric and Nonparametric Transfer Function Model
    YKB Munaf Yousif Hmood
    Journal of Economics and Administrative Sciences 24 (104), 298-313 , 2018
    2018
    Citations: 4