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

The Changing Landscape for Stroke\ua0Prevention in AF: Findings From the GLORIA-AF Registry Phase 2

Background GLORIA-AF (Global Registry on Long-Term Oral Antithrombotic Treatment in Patients with Atrial Fibrillation) is a prospective, global registry program describing antithrombotic treatment patterns in patients with newly diagnosed nonvalvular atrial fibrillation at risk of stroke. Phase 2 began when dabigatran, the first non\u2013vitamin K antagonist oral anticoagulant (NOAC), became available. Objectives This study sought to describe phase 2 baseline data and compare these with the pre-NOAC era collected during phase 1. Methods During phase 2, 15,641 consenting patients were enrolled (November 2011 to December 2014); 15,092 were eligible. This pre-specified cross-sectional analysis describes eligible patients\u2019 baseline characteristics. Atrial fibrillation disease characteristics, medical outcomes, and concomitant diseases and medications were collected. Data were analyzed using descriptive statistics. Results Of the total patients, 45.5% were female; median age was 71 (interquartile range: 64, 78) years. Patients were from Europe (47.1%), North America (22.5%), Asia (20.3%), Latin America (6.0%), and the Middle East/Africa (4.0%). Most had high stroke risk (CHA2DS2-VASc [Congestive heart failure, Hypertension, Age  6575 years, Diabetes mellitus, previous Stroke, Vascular disease, Age 65 to 74 years, Sex category] score  652; 86.1%); 13.9% had moderate risk (CHA2DS2-VASc = 1). Overall, 79.9% received oral anticoagulants, of whom 47.6% received NOAC and 32.3% vitamin K antagonists (VKA); 12.1% received antiplatelet agents; 7.8% received no antithrombotic treatment. For comparison, the proportion of phase 1 patients (of N = 1,063 all eligible) prescribed VKA was 32.8%, acetylsalicylic acid 41.7%, and no therapy 20.2%. In Europe in phase 2, treatment with NOAC was more common than VKA (52.3% and 37.8%, respectively); 6.0% of patients received antiplatelet treatment; and 3.8% received no antithrombotic treatment. In North America, 52.1%, 26.2%, and 14.0% of patients received NOAC, VKA, and antiplatelet drugs, respectively; 7.5% received no antithrombotic treatment. NOAC use was less common in Asia (27.7%), where 27.5% of patients received VKA, 25.0% antiplatelet drugs, and 19.8% no antithrombotic treatment. Conclusions The baseline data from GLORIA-AF phase 2 demonstrate that in newly diagnosed nonvalvular atrial fibrillation patients, NOAC have been highly adopted into practice, becoming more frequently prescribed than VKA in Europe and North America. Worldwide, however, a large proportion of patients remain undertreated, particularly in Asia and North America. (Global Registry on Long-Term Oral Antithrombotic Treatment in Patients With Atrial Fibrillation [GLORIA-AF]; NCT01468701

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

Peer reviewe

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

Peer reviewe

Measurement of prompt open-charm production cross sections in proton-proton collisions at root s=13 TeV

The production cross sections for prompt open-charm mesons in proton-proton collisions at a center-of-mass energy of 13TeV are reported. The measurement is performed using a data sample collected by the CMS experiment corresponding to an integrated luminosity of 29 nb(-1). The differential production cross sections of the D*(+/-), D-+/-, and D-0 ((D) over bar (0)) mesons are presented in ranges of transverse momentum and pseudorapidity 4 < p(T) < 100 GeV and vertical bar eta vertical bar < 2.1, respectively. The results are compared to several theoretical calculations and to previous measurements.Peer reviewe

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 forward-backward production asymmetry and the anomalous chromoelectric and chromomagnetic moments in pp collisions at √s = 13 TeV

Abstract The parton-level top quark (t) forward-backward asymmetry and the anomalous chromoelectric (d̂ t) and chromomagnetic (μ̂ t) moments have been measured using LHC pp collisions at a center-of-mass energy of 13 TeV, collected in the CMS detector in a data sample corresponding to an integrated luminosity of 35.9 fb−1. The linearized variable AFB(1) is used to approximate the asymmetry. Candidate t t ¯ events decaying to a muon or electron and jets in final states with low and high Lorentz boosts are selected and reconstructed using a fit of the kinematic distributions of the decay products to those expected for t t ¯ final states. The values found for the parameters are AFB(1)=0.048−0.087+0.095(stat)−0.029+0.020(syst),μ̂t=−0.024−0.009+0.013(stat)−0.011+0.016(syst), and a limit is placed on the magnitude of | d̂ t| &lt; 0.03 at 95% confidence level. [Figure not available: see fulltext.

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