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

Large expert-curated database for benchmarking document similarity detection in biomedical literature search

Document recommendation systems for locating relevant literature have mostly relied on methods developed a decade ago. This is largely due to the lack of a large offline gold-standard benchmark of relevant documents that cover a variety of research fields such that newly developed literature search techniques can be compared, improved and translated into practice. To overcome this bottleneck, we have established the RElevant LIterature SearcH consortium consisting of more than 1500 scientists from 84 countries, who have collectively annotated the relevance of over 180 000 PubMed-listed articles with regard to their respective seed (input) article/s. The majority of annotations were contributed by highly experienced, original authors of the seed articles. The collected data cover 76% of all unique PubMed Medical Subject Headings descriptors. No systematic biases were observed across different experience levels, research fields or time spent on annotations. More importantly, annotations of the same document pairs contributed by different scientists were highly concordant. We further show that the three representative baseline methods used to generate recommended articles for evaluation (Okapi Best Matching 25, Term Frequency-Inverse Document Frequency and PubMed Related Articles) had similar overall performances. Additionally, we found that these methods each tend to produce distinct collections of recommended articles, suggesting that a hybrid method may be required to completely capture all relevant articles. The established database server located at https://relishdb.ict.griffith.edu.au is freely available for the downloading of annotation data and the blind testing of new methods. We expect that this benchmark will be useful for stimulating the development of new powerful techniques for title and title/abstract-based search engines for relevant articles in biomedical research.Peer reviewe

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

Effect of clinical signs, endocrinopathies, timing of surgery, hyperlipidemia, and hyperbilirubinemia on outcome in dogs with gallbladder mucocele

Gallbladder mucocele (GBM) is a common extra-hepatic biliary syndrome in dogs with death rates ranging from 7 to 45%. Therefore, the aim of this study was to identify the association of survival with variables that could be utilized to improve clinical decisions. A total of 1194 dogs with a gross and histopathological diagnosis of GBM were included from 41 veterinary referral hospitals in this retrospective study. Dogs with GBM that demonstrated abnormal clinical signs had significantly greater odds of death than subclinical dogs in a univariable analysis (OR, 4.2; 95% CI, 2.14–8.23; P < 0.001). The multivariable model indicated that categorical variables including owner recognition of jaundice (OR, 2.12; 95% CI, 1.19–3.77; P = 0.011), concurrent hyperadrenocorticism (OR 1.94; 95% CI, 1.08–3.47; P = 0.026), and Pomeranian breed (OR, 2.46; 95% CI 1.10–5.50; P = 0.029) were associated with increased odds of death, and vomiting was associated with decreased odds of death (OR, 0.48; 95% CI, 0.30–0.72; P = 0.001). Continuous variables in the multivariable model, total serum/plasma bilirubin concentration (OR, 1.03; 95% CI, 1.01–1.04; P < 0.001) and age (OR, 1.17; 95% CI, 1.08–1.26; P < 0.001), were associated with increased odds of death. The clinical utility of total serum/plasma bilirubin concentration as a biomarker to predict death was poor with a sensitivity of 0.61 (95% CI, 0.54–0.69) and a specificity of 0.63 (95% CI, 0.59–0.66). This study identified several prognostic variables in dogs with GBM including total serum/plasma bilirubin concentration, age, clinical signs, concurrent hyperadrenocorticism, and the Pomeranian breed. The presence of hypothyroidism or diabetes mellitus did not impact outcome in this study.Supplemental Table S1. Number of dogs included from each institution and years reviewed.Supplemental Table S2. Included breeds.Supplemental Table S3. Distribution of various reasons given for performing cholecystectomy in the 179 subclinical dogs with gallbladder mucocele (GBM).Supplemental Table S4. Distribution of clinical signs associated with systemic illness in 982 dogs with gallbladder mucocele.Supplemental Table S5. Distribution of reasons for death in-hospital (i.e. euthanized and died) in 179 dogs with gallbladder mucocele that underwent cholecystectomy.http://www.elsevier.com/locate/tvjlhj2020Companion Animal Clinical Studie

Impact of body weight and sex in selected dog breeds on the canine adrenal gland dimensions measured by computed tomographic imaging

Abstract Background The present study aimed to investigate possible influences of body weight and sex on adrenal gland size in endocrinologically healthy dogs. Possible factors influencing the adrenal size are discussed in relation to a universal upper reference value from the literature of 7.4 mm as the thickness in the caudal pole of the adrenal gland. The adrenal size was measured by computed tomography (CT) from 66 normal dogs of six different breeds (Labrador Retriever (n = 16), German Shepherd (n = 10), Boxer (n = 8), Beagle (n = 14), Dachshund (n = 6) and Jack Russell Terrier (n = 12); male n = 38 (thereof neutered n = 23), female n = 28 (thereof neutered n = 17)) based on volume quantification and linear measurements using the data processing software Amira. For interbreed comparability, a ratio consisting of the third root of adrenal volume to aortic diameter (Ratio volume-aorta, RVA) was introduced. Additionally, breed-related attenuation values in contrast-enhanced CT data sets were measured. Results The measured volumes ranged from 0.34 to 1.93 cm3 for the right and from 0.39 to 2.23 cm3 for the left adrenal gland. The present study was able to demonstrate a body weight effect on the adrenal volume as well as on length and height. In terms of adrenal size, no significant differences between male and female, nor between intact and neutered dogs were obtained due to the RVA. In addition, for the weight classes, a breed independent threshold for dogs less (left 1.4; right gland 1.5) or more than 20 kg body weight (left 1.1; right gland 1.2) based on RVA was defined. Breed-related significant differences with respect to attenuation were determined only for the left adrenal gland, with lower attenuation values in large dog breeds. Conclusion The present study points out the importance of weight-related data when assessing CT data of the canine adrenal gland regarding volume, size and attenuation. The use of a universal reference value for the assessment of adrenal size appears unsuitable considering weight-related volume and linear measurements. Sex seems not to affect adrenal gland size

Validation of canine prostate volumetric measurements in computed tomography determined by the slice addition technique using the Amira program

Abstract Background Prostatic diseases are common and mostly associated with enlargement of the accessory gland. Thus, determining the prostate size has become a main criterion for evaluating prostate health status. Computed tomography (CT) is recommended as a beneficial tool for evaluating prostate size, morphology and surrounding tissues. The purpose of this study was to establish an accurate procedure for volume estimation and afterwards evaluate the prostate volume in CT. Data of 95 dogs were analysed (58 male intact, 37 male neutered) using the slice addition technique with the Amira program. Accuracy of volumetric measurements by CT was validated by comparing them with those of phantoms of known volume. Patients were grouped according to age ( 8 yrs) and prostate morphology in CT (H = homogeneous, I = inhomogeneous, C = cystic). The length of the sixth lumbar vertebra was measured to relate prostate volume to body size. This ratio was generated to compare prostate volume between the groups, irrespective of body size (ratio volume = Rv). Results A high correlation between the CT-derived and phantom volume was found. Overall, the mean prostate volume was 58.6 cm3. The mean ratio volume was 1.3 in intact male dogs, this being significantly higher than in neutered dogs (0.7). The lowest ratio volume values were found in group H for intact (Rv = 0.9) and neutered dogs (Rv = 0.6), followed by group I (intact: Rv = 1.1; neutered: Rv = 0.7) and C (intact: Rv = 1.4; neutered: Rv = 0.8). The length of the sixth lumbar vertebra was well correlated with the prostate volume (intact: r = 0.63, p < 0.001; neutered: r = 0.48, p = 0.003), while age exhibited a correlation only in intact dogs (r = 0.52, p < 0.001). Conclusion The present study is pioneering in applying a slice addition technique to volumetric measurements of the prostate gland in CT, resulting in a highly precise method. Volumetric measurements of the canine prostate gland in CT images provide information about the prostate structure, castration status, age and body size of the patients. Therefore, prostate volume is a relevant parameter for evaluating prostate health status