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 heavy resonances decaying to two Higgs bosons in final states containing four b quarks

A search is presented for narrow heavy resonances X decaying into pairs of Higgs bosons (H) in proton-proton collisions collected by the CMS experiment at the LHC at root s = 8 TeV. The data correspond to an integrated luminosity of 19.7 fb(-1). The search considers HH resonances with masses between 1 and 3 TeV, having final states of two b quark pairs. Each Higgs boson is produced with large momentum, and the hadronization products of the pair of b quarks can usually be reconstructed as single large jets. The background from multijet and t (t) over bar events is significantly reduced by applying requirements related to the flavor of the jet, its mass, and its substructure. The signal would be identified as a peak on top of the dijet invariant mass spectrum of the remaining background events. No evidence is observed for such a signal. Upper limits obtained at 95 confidence level for the product of the production cross section and branching fraction sigma(gg -> X) B(X -> HH -> b (b) over barb (b) over bar) range from 10 to 1.5 fb for the mass of X from 1.15 to 2.0 TeV, significantly extending previous searches. For a warped extra dimension theory with amass scale Lambda(R) = 1 TeV, the data exclude radion scalar masses between 1.15 and 1.55 TeV

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

Peer reviewe

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

Effect of a Recombinant Human Soluble Thrombomodulin on Mortality in Patients With Sepsis-Associated Coagulopathy The SCARLET Randomized Clinical Trial

Importance: Previous research suggested that soluble human recombinant thrombomodulin may reduce mortality among patients with sepsis-associated coagulopathy. Objective: To determine the effect of human recombinant thrombomodulin vs placebo on 28-day all-cause mortality among patients with sepsis-associated coagulopathy. Design, Setting, and Participants: The SCARLET trial was a randomized, double-blind, placebo-controlled, multinational, multicenter phase 3 study conducted in intensive care units at 159 sites in 26 countries. All adult patients admitted to one of the participating intensive care units between October 2012 and March 2018 with sepsis-associated coagulopathy and concomitant cardiovascular and/or respiratory failure, defined as an international normalized ratio greater than 1.40 without other known etiology and a platelet count in the range of 30 to 150 × 10 9/L or a greater than 30% decrease in platelet count within 24 hours, were considered for inclusion. The final date of follow-up was February 28, 2019. Interventions: Patients with sepsis-associated coagulopathy were randomized and treated with an intravenous bolus or a 15-minute infusion of thrombomodulin (0.06 mg/kg/d [maximum, 6 mg/d]; n = 395) or matching placebo (n = 405) once daily for 6 days. Main Outcome and Measures: The primary end point was 28-day all-cause mortality. Results: Among 816 randomized patients, 800 (mean age, 60.7 years; 437 [54.6%] men) completed the study and were included in the full analysis set. In these patients, the 28-day all-cause mortality rate was not statistically significantly different between the thrombomodulin group and the placebo group (106 of 395 patients [26.8%] vs 119 of 405 patients [29.4%], respectively; P =.32). The absolute risk difference was 2.55% (95% CI, -3.68% to 8.77%). The incidence of serious major bleeding adverse events (defined as any intracranial hemorrhage; life-threatening bleeding; or bleeding event classified as serious by the investigator, with administration of at least 1440 mL [typically 6 units] of packed red blood cells over 2 consecutive days) was 23 of 396 patients (5.8%) in the thrombomodulin group and 16 of 404 (4.0%) in the placebo group. Conclusions and Relevance: Among patients with sepsis-associated coagulopathy, administration of a human recombinant thrombomodulin, compared with placebo, did not significantly reduce 28-day all-cause mortality. Trial Registration: ClinicalTrials.gov Identifier: NCT01598831

Effect of a Recombinant Human Soluble Thrombomodulin on Mortality in Patients With Sepsis-Associated Coagulopathy The SCARLET Randomized Clinical Trial

Importance: Previous research suggested that soluble human recombinant thrombomodulin may reduce mortality among patients with sepsis-associated coagulopathy. Objective: To determine the effect of human recombinant thrombomodulin vs placebo on 28-day all-cause mortality among patients with sepsis-associated coagulopathy. Design, Setting, and Participants: The SCARLET trial was a randomized, double-blind, placebo-controlled, multinational, multicenter phase 3 study conducted in intensive care units at 159 sites in 26 countries. All adult patients admitted to one of the participating intensive care units between October 2012 and March 2018 with sepsis-associated coagulopathy and concomitant cardiovascular and/or respiratory failure, defined as an international normalized ratio greater than 1.40 without other known etiology and a platelet count in the range of 30 to 150 × 10 9/L or a greater than 30% decrease in platelet count within 24 hours, were considered for inclusion. The final date of follow-up was February 28, 2019. Interventions: Patients with sepsis-associated coagulopathy were randomized and treated with an intravenous bolus or a 15-minute infusion of thrombomodulin (0.06 mg/kg/d [maximum, 6 mg/d]; n = 395) or matching placebo (n = 405) once daily for 6 days. Main Outcome and Measures: The primary end point was 28-day all-cause mortality. Results: Among 816 randomized patients, 800 (mean age, 60.7 years; 437 [54.6%] men) completed the study and were included in the full analysis set. In these patients, the 28-day all-cause mortality rate was not statistically significantly different between the thrombomodulin group and the placebo group (106 of 395 patients [26.8%] vs 119 of 405 patients [29.4%], respectively; P =.32). The absolute risk difference was 2.55% (95% CI, -3.68% to 8.77%). The incidence of serious major bleeding adverse events (defined as any intracranial hemorrhage; life-threatening bleeding; or bleeding event classified as serious by the investigator, with administration of at least 1440 mL [typically 6 units] of packed red blood cells over 2 consecutive days) was 23 of 396 patients (5.8%) in the thrombomodulin group and 16 of 404 (4.0%) in the placebo group. Conclusions and Relevance: Among patients with sepsis-associated coagulopathy, administration of a human recombinant thrombomodulin, compared with placebo, did not significantly reduce 28-day all-cause mortality. Trial Registration: ClinicalTrials.gov Identifier: NCT01598831