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

Measurements of the pp → ZZ production cross section and the Z → 4ℓ branching fraction, and constraints on anomalous triple gauge couplings at √s = 13 TeV

Four-lepton production in proton-proton collisions, pp -> (Z/gamma*)(Z/gamma*) -> 4l, where l = 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 35.9 fb(-1). The ZZ production cross section, sigma(pp -> ZZ) = 17.2 +/- 0.5 (stat) +/- 0.7 (syst) +/- 0.4 (theo) +/- 0.4 (lumi) pb, measured using events with two opposite-sign, same-flavor lepton pairs produced in the mass region 60 4l) = 4.83(-0.22)(+0.23) (stat)(-0.29)(+0.32) (syst) +/- 0.08 (theo) +/- 0.12(lumi) x 10(-6) for events with a four-lepton invariant mass in the range 80 4GeV for all opposite-sign, same-flavor lepton pairs. The results agree with standard model predictions. The invariant mass distribution of the four-lepton system is used to set limits on anomalous ZZZ and ZZ. couplings at 95% confidence level: -0.0012 < f(4)(Z) < 0.0010, -0.0010 < f(5)(Z) < 0.0013, -0.0012 < f(4)(gamma) < 0.0013, -0.0012 < f(5)(gamma) < 0.0013

Measurement of t(t)over-bar normalised multi-differential cross sections in pp collisions at root s=13 TeV, and simultaneous determination of the strong coupling strength, top quark pole mass, and parton distribution functions

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An embedding technique to determine ττ backgrounds in proton-proton collision data

An embedding technique is presented to estimate standard model tau tau backgrounds from data with minimal simulation input. In the data, the muons are removed from reconstructed mu mu events and replaced with simulated tau leptons with the same kinematic properties. In this way, a set of hybrid events is obtained that does not rely on simulation except for the decay of the tau leptons. The challenges in describing the underlying event or the production of associated jets in the simulation are avoided. The technique described in this paper was developed for CMS. Its validation and the inherent uncertainties are also discussed. The demonstration of the performance of the technique is based on a sample of proton-proton collisions collected by CMS in 2017 at root s = 13 TeV corresponding to an integrated luminosity of 41.5 fb(-1).Peer reviewe

Measurement of the top quark mass using charged particles in pp collisions at root s=8 TeV

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Bose-Einstein correlations of charged hadrons in proton-proton collisions at s\sqrt s = 13 TeV

Bose-Einstein correlations of charged hadrons are measured over a broad multiplicity range, from a few particles up to about 250 reconstructed charged hadrons in proton-proton collisions at $\sqrt{s}$ = 13 TeV. The results are based on data collected using the CMS detector at the LHC during runs with a special low-pileup configuration. Three analysis techniques with different degrees of dependence on simulations are used to remove the non-Bose-Einstein background from the correlation functions. All three methods give consistent results. The measured lengths of homogeneity are studied as functions of particle multiplicity as well as average pair transverse momentum and mass. The results are compared with data from both CMS and ATLAS at $\sqrt{s}$ = 7 TeV, as well as with theoretical predictions.[graphic not available: see fulltext]Bose-Einstein correlations of charged hadrons are measured over a broad multiplicity range, from a few particles up to about 250 reconstructed charged hadrons in proton-proton collisions at $\sqrt{s} =$ 13 TeV. The results are based on data collected using the CMS detector at the LHC during runs with a special low-pileup configuration. Three analysis techniques with different degrees of dependence on simulations are used to remove the non-Bose-Einstein background from the correlation functions. All three methods give consistent results. The measured lengths of homogeneity are studied as functions of particle multiplicity as well as average pair transverse momentum and mass. The results are compared with data from both CMS and ATLAS at $\sqrt{s} =$ 7 TeV, as well as with theoretical predictions

Measurement of the Splitting Function in &ITpp &ITand Pb-Pb Collisions at root&ITsNN&IT=5.02 TeV

Data from heavy ion collisions suggest that the evolution of a parton shower is modified by interactions with the color charges in the dense partonic medium created in these collisions, but it is not known where in the shower evolution the modifications occur. The momentum ratio of the two leading partons, resolved as subjets, provides information about the parton shower evolution. This substructure observable, known as the splitting function, reflects the process of a parton splitting into two other partons and has been measured for jets with transverse momentum between 140 and 500 GeV, in pp and PbPb collisions at a center-of-mass energy of 5.02 TeV per nucleon pair. In central PbPb collisions, the splitting function indicates a more unbalanced momentum ratio, compared to peripheral PbPb and pp collisions.. The measurements are compared to various predictions from event generators and analytical calculations.Peer reviewe

Search for dark matter in events with a leptoquark and missing transverse momentum in proton-proton collisions at 13 TeV

A search is presented for dark matter in proton-proton collisions at a center-of-mass energy of root s= 13 TeV using events with at least one high transverse momentum (p(T)) muon, at least one high-p(T) jet, and large missing transverse momentum. The data were collected with the CMS detector at the CERN LHC in 2016 and 2017, and correspond to an integrated luminosity of 77.4 fb(-1). In the examined scenario, a pair of scalar leptoquarks is assumed to be produced. One leptoquark decays to a muon and a jet while the other decays to dark matter and low-p(T) standard model particles. The signature for signal events would be significant missing transverse momentum from the dark matter in conjunction with a peak at the leptoquark mass in the invariant mass distribution of the highest p(T) muon and jet. The data are observed to be consistent with the background predicted by the standard model. For the first benchmark scenario considered, dark matter masses up to 500 GeV are excluded for leptoquark masses m(LQ) approximate to 1400 GeV, and up to 300 GeV for m(LQ) approximate to 1500 GeV. For the second benchmark scenario, dark matter masses up to 600 GeV are excluded for m(LQ) approximate to 1400 GeV. (C) 2019 The Author(s). Published by Elsevier B.V.Peer reviewe