Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Search for supersymmetry in events with one lepton and multiple jets in proton-proton collisions at root s=13 TeV

Peer reviewe

Search for anomalous couplings in boosted WW/WZ -> l nu q(q)over-bar production in proton-proton collisions at root s=8TeV

Peer reviewe

Radiation Tests of Real-Sized Prototype RPCs for the Future CMS RPC Upscope

Conference proceeding for the 2016 Resistive Plate Chambers and Related Detectors 8 pages, 9 figuresInternational audienceWe report on a systematic study of double-gap and four-gap phenolic resistive plate chambers (RPCs) for future high-{\eta} RPC triggers in the CMS. In the present study, we constructed real-sized double-gap and four-gap RPCs with gap thicknesses of 1.6 and 0.8 mm, respectively, with 2-mm-thick phenolic high-pressure-laminated (HPL) plates. We examined the prototype RPCs for cosmic rays and 100 GeV muons provided by the SPS H4 beam line at CERN. We applied maximum gamma rates of 1.5 kHz cm-2 provided by 137Cs sources at Korea University and the GIF++ irradiation facility installed at the SPS H4 beam line to examine the rate capabilities of the prototype RPCs. In contrast to the case of the four-gap RPCs, we found the relatively high threshold was conducive to effectively suppressing the rapid increase of strip cluster sizes of muon hits with high voltage, especially when measuring the narrow-pitch strips. The gamma-induced currents drawn in the four-gap RPC were about one-fourth of those drawn in the double-gap RPC. The rate capabilities of both RPC types, proven through the present testing using gamma-ray sources, far exceeded the maximum rate expected in the new high-{\eta} endcap RPCs planned for future phase-II LHC runs

Measurement of the ZZZZ production cross section and Z→ℓ+ℓ−ℓ′+ℓ′−Z \to \ell^+ \ell^- \ell^{\prime +} \ell^{\prime -} branching fraction in pppp collisions at s=13\sqrt{s} = 13 TeV

Four-lepton production in proton-proton collisions, $pp \to (Z/\gamma*)(Z/\gamma*) \to Z \to \ell^+ \ell^- \ell^{\prime +} \ell^{\prime -}$, where $\ell,\ell^\prime$ = e or $\mu$, is studied at a center-of-mass energy of 13 TeV with the CMS detector at the LHC. The data sample corresponds to an integrated luminosity of 2.6 inverse femtobarns. The ZZ production cross section, $\sigma(pp \to ZZ) = 14.6^{+1.9}_{-1.8}$ (stat)$^{+0.5}_{-0.3}$(syst)$\pm$ 0.2 (theo) $\pm$ 0.4 (lumi) pb, is measured for events with two opposite-sign, same-flavor lepton pairs produced in the mass region 60 $$ 4 GeV for all opposite-sign lepton pairs. The results are in agreement with standard model predictions