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

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

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

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Search for new phenomena in final states with two opposite-charge, same-flavor leptons, jets, and missing transverse momentum in pp collisions at √s=13 TeV

Search results are presented for physics beyond the standard model in final states with two opposite-charge, same-flavor leptons, jets, and missing transverse momentum. The data sample corresponds to an integrated luminosity of 35.9 fb−1 of proton-proton collisions at s√=13 TeV collected with the CMS detector at the LHC in 2016. The analysis uses the invariant mass of the lepton pair, searching for a kinematic edge or a resonant-like excess compatible with the Z boson mass. The search for a kinematic edge targets production of particles sensitive to the strong force, while the resonance search targets both strongly and electroweakly produced new physics. The observed yields are consistent with the expectations from the standard model, and the results are interpreted in the context of simplified models of supersymmetry. In a gauge mediated supersymmetry breaking (GMSB) model of gluino pair production with decay chains including Z bosons, gluino masses up to 1500–1770 GeV are excluded at the 95% confidence level depending on the lightest neutralino mass. In a model of electroweak chargino-neutralino production, chargino masses as high as 610 GeV are excluded when the lightest neutralino is massless. In GMSB models of electroweak neutralino-neutralino production, neutralino masses up to 500-650 GeV are excluded depending on the decay mode assumed. Finally, in a model with bottom squark pair production and decay chains resulting in a kinematic edge in the dilepton invariant mass distribution, bottom squark masses up to 980–1200 GeV are excluded depending on the mass of the next-to-lightest neutralino

Search for electroweak production of charginos and neutralinos in multilepton final states in proton-proton collisions at root s=13 TeV

Results are presented from a search for the direct electroweak production of charginos and neutralinos in signatures with either two or more leptons (electrons or muons) of the same electric charge, or with three or more leptons, which can include up to two hadronically decaying tau leptons. The results are based on a sample of protonproton collision data collected at p s = 13TeV, recorded with the CMS detector at the LHC, corresponding to an integrated luminosity of 35.9 fb1. The observed event yields are consistent with the expectations based on the standard model. The results are interpreted in simpli ed models of supersymmetry describing various scenarios for the production and decay of charginos and neutralinos. Depending on the model parameters chosen, mass values between 180GeV and 1150 GeV are excluded at 95% CL. These results signi cantly extend the parameter space probed for these particles in searches at the LHC. In addition, results are presented in a form suitable for alternative theoretical interpretations.Sponsoring Consortium for Open Access Publishing in Particle Physic

Pseudorapidity and transverse momentum dependence of flow harmonics in pPb and PbPb collisions

A search has been performed for heavy resonances decaying to ZZ or ZW in 2l2q final states, with two charged leptons (l = e, mu) produced by the decay of a Z boson, and two quarks produced by the decay of a W or Z boson. The analysis is sensitive to resonances with masses in the range from 400 to 4500 GeV. Two categories are defined based on the merged or resolved reconstruction of the hadronically decaying vector boson, optimized for high- and low-mass resonances, respectively. The search is based on data collected during 2016 by the CMS experiment at the LHC in proton-proton collisions with a center-of-mass energy of root s = 13 TeV, corresponding to an integrated luminosity of 35.9 fb(-1). No excess is observed in the data above the standard model background expectation. Upper limits on the production cross section of heavy, narrow spin-1 and spin-2 resonances are derived as a function of the resonance mass, and exclusion limits on the production of W' bosons and bulk graviton particles are calculated in the framework of the heavy vector triplet model and warped extra dimensions, respectively.A search has been performed for heavy resonances decaying to ZZ or ZW in 2l2q final states, with two charged leptons (l = e, mu) produced by the decay of a Z boson, and two quarks produced by the decay of a W or Z boson. The analysis is sensitive to resonances with masses in the range from 400 to 4500 GeV. Two categories are defined based on the merged or resolved reconstruction of the hadronically decaying vector boson, optimized for high- and low-mass resonances, respectively. The search is based on data collected during 2016 by the CMS experiment at the LHC in proton-proton collisions with a center-of-mass energy of root s = 13 TeV, corresponding to an integrated luminosity of 35.9 fb(-1). No excess is observed in the data above the standard model background expectation. Upper limits on the production cross section of heavy, narrow spin-1 and spin-2 resonances are derived as a function of the resonance mass, and exclusion limits on the production of W' bosons and bulk graviton particles are calculated in the framework of the heavy vector triplet model and warped extra dimensions, respectively.Measurements of azimuthal angular correlations are presented for high-multiplicity pPb collisions at root s(NN) = 5.02 TeV and peripheral PbPb collisions at root s(NN) = 2.76 TeV. The data used in this work were collected with the Compact Muon Solenoid (CMS) detector at the European Organization for Nuclear Research (CERN) Large Hadron Collider (LHC). Fourier coefficients as functions of transverse momentum and pseudorapidity are studied using the scalar product method; four-, six-, and eight-particle cumulants; and the Lee-Yang zero technique. The influence of event plane decorrelation is evaluated using the scalar product method and found to account for most of the observed pseudorapidity dependence.Peer reviewe

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

Correction: DOI:10.1140/epjc/s10052-018-5769-1Four-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.Peer reviewe