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

Age of onset of amyotrophic lateral sclerosis is modulated by a locus on 1p34.1

Amyotrophic lateral sclerosis (ALS) is the third most common adult-onset neurodegenerative disease. Individuals with ALS rapidly progress to paralysis and die from respiratory failure within 3 to 5 years after symptom onset. Epidemiological factors explain only a modest amount of the risk for ALS. However, there is growing evidence of a strong genetic component to both familial and sporadic ALS risk. The International Consortium on Amyotrophic Lateral Sclerosis Genetics was established to bring together existing genome-wide association cohorts and identify sporadic ALS susceptibility and age at symptom onset loci. Here, we report the results of a meta-analysis of the International Consortium on Amyotrophic Lateral Sclerosis Genetics genome-wide association samples, consisting of 4243 ALS cases and 5112 controls from 13 European ancestry cohorts from across the United States and Europe. Eight genomic regions provided evidence of association with ALS, including 9p21.2 (rs3849942, odds ratio [OR] = 1.21; p = 4.41 × 10(-7)), 17p11.2 (rs7477, OR = 1.30; p = 2.89 × 10(-7)), and 19p13 (rs12608932, OR = 1.37, p = 1.29 × 10(-7)). Six genomic regions were associated with age at onset of ALS. The strongest evidence for an age of onset locus was observed at 1p34.1, with comparable evidence at rs3011225 (R(2)(partial) = 0.0061; p = 6.59 × 10(-8)) and rs803675 (R(2)(partial) = 0.0060; p = 6.96 × 10(-8)). These associations were consistent across all 13 cohorts. For rs3011225, individuals with at least 1 copy of the minor allele had an earlier average age of onset of over 2 years. Identifying the underlying pathways influencing susceptibility to and age at onset of ALS may provide insight into the pathogenic mechanisms and motivate new pharmacologic targets for this fatal neurodegenerative disease

A genome-wide association meta-analysis identifies a novel locus at 17q11.2 associated with sporadic amyotrophic lateral sclerosis

Identification of mutations at familial loci for amyotrophic lateral sclerosis (ALS) has provided novel insights into the aetiology of this rapidly progressing fatal neurodegenerative disease. However, genome-wide association studies (GWAS) of the more common (∼90%) sporadic form have been less successful with the exception of the replicated locus at 9p21.2. To identify new loci associated with disease susceptibility, we have established the largest association study in ALS to date and undertaken a GWAS meta-analytical study combining 3959 newly genotyped Italian individuals (1982 cases and 1977 controls) collected by SLAGEN (Italian Consortium for the Genetics of ALS) together with samples from Netherlands, USA, UK, Sweden, Belgium, France, Ireland and Italy collected by ALSGEN (the International Consortium on Amyotrophic Lateral Sclerosis Genetics). We analysed a total of 13 225 individuals, 6100 cases and 7125 controls for almost 7 million single-nucleotide polymorphisms (SNPs). We identified a novel locus with genome-wide significance at 17q11.2 (rs34517613 with P = 1.11 × 10 −8 ; OR 0.82) that was validated when combined with genotype data from a replication cohort ( P = 8.62 × 10 −9 ; OR 0.833) of 4656 individuals. Furthermore, we confirmed the previously reported association at 9p21.2 (rs3849943 with P = 7.69 × 10 −9 ; OR 1.16). Finally, we estimated the contribution of common variation to heritability of sporadic ALS as ∼12% using a linear mixed model accounting for all SNPs. Our results provide an insight into the genetic structure of sporadic ALS, confirming that common variation contributes to risk and that sufficiently powered studies can identify novel susceptibility loci