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

Peer reviewe

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

Electroweak production of two jets in association with a Z boson in proton-proton collisions root s =13 TeV

A measurement of the electroweak (EW) production of two jets in association with a Z boson in proton-proton collisions at root s = 13 TeV is presented, based on data recorded in 2016 by the CMS experiment at the LHC corresponding to an integrated luminosity of 35.9 fb(-1). The measurement is performed in the lljj final state with l including electrons and muons, and the jets j corresponding to the quarks produced in the hard interaction. The measured cross section in a kinematic region defined by invariant masses m(ll) > 50 GeV, m(jj) > 120 GeV, and transverse momenta P-Tj > 25 GeV is sigma(EW) (lljj) = 534 +/- 20 (stat) fb (syst) fb, in agreement with leading-order standard model predictions. The final state is also used to perform a search for anomalous trilinear gauge couplings. No evidence is found and limits on anomalous trilinear gauge couplings associated with dimension-six operators are given in the framework of an effective field theory. The corresponding 95% confidence level intervals are -2.6 <cwww/Lambda(2) <2.6 TeV-2 and -8.4 <cw/Lambda(2) <10.1 TeV-2. The additional jet activity of events in a signal-enriched region is also studied, and the measurements are in agreement with predictions.Peer reviewe

Measurement of nuclear modification factors of gamma(1S)), gamma(2S), and gamma(3S) mesons in PbPb collisions at root s(NN)=5.02 TeV

The cross sections for ϒ(1S), ϒ(2S), and ϒ(3S) production in lead-lead (PbPb) and proton-proton (pp) collisions at √sNN = 5.02 TeV have been measured using the CMS detector at the LHC. The nuclear modification factors, RAA, derived from the PbPb-to-pp ratio of yields for each state, are studied as functions of meson rapidity and transverse momentum, as well as PbPb collision centrality. The yields of all three states are found to be significantly suppressed, and compatible with a sequential ordering of the suppression, RAA(ϒ(1S)) > RAA(ϒ(2S)) > RAA(ϒ(3S)). The suppression of ϒ(1S) is larger than that seen at √sNN = 2.76 TeV, although the two are compatible within uncertainties. The upper limit on the RAA of ϒ(3S) integrated over pT, rapidity and centrality is 0.096 at 95% confidence level, which is the strongest suppression observed for a quarkonium state in heavy ion collisions to date. © 2019 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/). Funded by SCOAP3.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

Inclusive Search for a Highly Boosted Higgs Boson Decaying to a Bottom Quark-Antiquark Pair

© 2018 CERN. An inclusive search for the standard model Higgs boson (H) produced with large transverse momentum (pT) and decaying to a bottom quark-antiquark pair (bb) is performed using a data set of pp collisions at s=13 TeV collected with the CMS experiment at the LHC. The data sample corresponds to an integrated luminosity of 35.9 fb-1. A highly Lorentz-boosted Higgs boson decaying to bb is reconstructed as a single, large radius jet, and it is identified using jet substructure and dedicated b tagging techniques. The method is validated with Z→bb decays. The Z→bb process is observed for the first time in the single-jet topology with a local significance of 5.1 standard deviations (5.8 expected). For a Higgs boson mass of 125 GeV, an excess of events above the expected background is observed (expected) with a local significance of 1.5 (0.7) standard deviations. The measured cross section times branching fraction for production via gluon fusion of H→bb with reconstructed pT > 450 GeV and in the pseudorapidity range -2.5 < η < 2.5 is 74±48(stat)-10+17(syst) fb, which is consistent within uncertainties with the standard model prediction

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