345 research outputs found

    Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

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    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 ð„ „ ðandðŽð„ = 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

    Impacts of the Tropical Pacific/Indian Oceans on the Seasonal Cycle of the West African Monsoon

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    The current consensus is that drought has developed in the Sahel during the second half of the twentieth century as a result of remote effects of oceanic anomalies amplified by local land–atmosphere interactions. This paper focuses on the impacts of oceanic anomalies upon West African climate and specifically aims to identify those from SST anomalies in the Pacific/Indian Oceans during spring and summer seasons, when they were significant. Idealized sensitivity experiments are performed with four atmospheric general circulation models (AGCMs). The prescribed SST patterns used in the AGCMs are based on the leading mode of covariability between SST anomalies over the Pacific/Indian Oceans and summer rainfall over West Africa. The results show that such oceanic anomalies in the Pacific/Indian Ocean lead to a northward shift of an anomalous dry belt from the Gulf of Guinea to the Sahel as the season advances. In the Sahel, the magnitude of rainfall anomalies is comparable to that obtained by other authors using SST anomalies confined to the proximity of the Atlantic Ocean. The mechanism connecting the Pacific/Indian SST anomalies with West African rainfall has a strong seasonal cycle. In spring (May and June), anomalous subsidence develops over both the Maritime Continent and the equatorial Atlantic in response to the enhanced equatorial heating. Precipitation increases over continental West Africa in association with stronger zonal convergence of moisture. In addition, precipitation decreases over the Gulf of Guinea. During the monsoon peak (July and August), the SST anomalies move westward over the equatorial Pacific and the two regions where subsidence occurred earlier in the seasons merge over West Africa. The monsoon weakens and rainfall decreases over the Sahel, especially in August.Peer reviewe

    Search for heavy resonances decaying to two Higgs bosons in final states containing four b quarks

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    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

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

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    Vapor phase preparation and characterization of the carbon micro-coils

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    Composition chimique des cokes et graphitation

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    Nous avons pu effectuer une analyse Ă©lĂ©mentaire de diffĂ©rentes variĂ©tĂ©s de carbone en fonction de la tempĂ©rature de traitement, aprĂšs avoir mis au point des mĂ©thodes particuliĂšres d'analyse du taux d'oxygĂšne et du taux d'azote.Chacun des constituants est dĂ©terminĂ© indĂ©pendamment et l'analyse totale boucle souvent Ă  100 ± 0,6 %.Les atomes de mĂ©talloĂŻdes qui sont le mieux fixĂ©s sur le carbone sont ceux d'oxygĂšne, d'azote et de soufre.Les teneurs ultimes de ces atomes correspondent Ă  la tempĂ©rature de « prĂ©graphitation » pour les carbones graphitables.Le coke de saccharose perd son oxygĂšne dans la mĂȘme zone de tempĂ©rature.Le dĂ©part des hĂ©tĂ©roatomes est parallĂšle au commencement d'organisation cristalline de chacune des matiĂšres carbonĂ©es.AprĂšs avoir examinĂ© les modĂšles Ă©lectroniques et cristallographiques dĂ©jĂ  publiĂ©s, on expose, en tenant compte Ă©galement d'autres rĂ©sultats, un essai de thĂ©orie de la graphitation basĂ© sur l'existence d'une rĂ©action chimique de prĂ©graphitation : a

    Modification des propriétés semi-conductrices des carbones au cours de la graphitation

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    Nous avons mesurĂ© les propriĂ©tĂ©s Ă©lectroniques d’un carbone agglomĂ©rĂ© Ă  base de coke de pĂ©trole, traitĂ© Ă  diffĂ©rentes tempĂ©ratures dans un gaz inerte, et les propriĂ©tĂ©s du mĂȘme carbone, traitĂ© thermiquement en prĂ©sence d’oxydes mĂ©talliques (oxydes de titane et de manganĂšse).La structure cristalline et l’état chimique des impuretĂ©s mĂ©talliques ont Ă©galement Ă©tĂ© dĂ©terminĂ©s.Pour une tempĂ©rature de traitement donnĂ©e, la modification des propriĂ©tĂ©s Ă©lectroniques par l’introduction des impuretĂ©s semble rĂ©sulter Ă  la fois d’une Ă©volution de la structure et d’une augmentation du nombre des porteurs

    Measurement of the cross section for electroweak production of Zγ in association with two jets and constraints on anomalous quartic gauge couplings in proton-proton collisions at √s = 8 TeV

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    Multiplicity and rapidity dependence of strange hadron production in pp, pPb, and PbPb collisions at the LHC

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