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

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

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

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.

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

Search for Physics beyond the Standard Model in Events with Overlapping Photons and Jets

Results are reported from a search for new particles that decay into a photon and two gluons, in events with jets. Novel jet substructure techniques are developed that allow photons to be identified in an environment densely populated with hadrons. The analyzed proton-proton collision data were collected by the CMS experiment at the LHC, in 2016 at root s = 13 TeV, and correspond to an integrated luminosity of 35.9 fb(-1). The spectra of total transverse hadronic energy of candidate events are examined for deviations from the standard model predictions. No statistically significant excess is observed over the expected background. The first cross section limits on new physics processes resulting in such events are set. The results are interpreted as upper limits on the rate of gluino pair production, utilizing a simplified stealth supersymmetry model. The excluded gluino masses extend up to 1.7 TeV, for a neutralino mass of 200 GeV and exceed previous mass constraints set by analyses targeting events with isolated photons.Peer reviewe

Development and validation of HERWIG 7 tunes from CMS underlying-event measurements

This paper presents new sets of parameters (“tunes”) for the underlying-event model of the HERWIG7 event generator. These parameters control the description of multiple-parton interactions (MPI) and colour reconnection in HERWIG7, and are obtained from a fit to minimum-bias data collected by the CMS experiment at s=0.9, 7, and 13Te. The tunes are based on the NNPDF 3.1 next-to-next-to-leading-order parton distribution function (PDF) set for the parton shower, and either a leading-order or next-to-next-to-leading-order PDF set for the simulation of MPI and the beam remnants. Predictions utilizing the tunes are produced for event shape observables in electron-positron collisions, and for minimum-bias, inclusive jet, top quark pair, and Z and W boson events in proton-proton collisions, and are compared with data. Each of the new tunes describes the data at a reasonable level, and the tunes using a leading-order PDF for the simulation of MPI provide the best description of the dat