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

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

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

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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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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Research in Phytochemical Composition and Hypoglycemic Activity Screening of the Dry Extracts From Bearberry Leaves

Diabetes mellitus is a global medical and social issue. In the developed countries of the world, from 5 to 12% of the population are diagnosed with diabetes mellitus and, according to WHO prognosis, the level of this disease may increase to 30-35%. Type 2 diabetes is a disease that progresses over time, but the rational and systematic use of hypoglycemic synthetic drugs and phytopreparations can significantly delay the onset of insulin therapy. A promising source of BAS with a hypoglycemic effect is the raw material of plants of the Heather family, namely, bearberry leaves. However, on the Ukrainian market there are no domestic galenic and novo-galenic preparations based on biologically active substances of this raw material, which indicates the prospects for the development of new drugs, including those with hypoglycemic action. The aim. The aim of the study was to study the phytochemical composition and to carry out a screening of the hypoglycemic activity of dry extracts from bearberry leaves modified with various amino acids to identify promising substances with hypoglycemic action. Materials and methods. The objects of the study were 11 dry extracts from bearberry leaves, 10 of which were modified with various amino acids. The study of the phenolic compounds of the extracts was carried out by TLC, HPLC, and spectrophotometry. To assess the hypoglycemic activity of the extracts, two experiments were carried out - primary screening and oral glucose tolerance test. Results. Using TLC and HPLC, in the extracts obtained arbutin, gallic acid, 5 flavonoids were identified, among which hyperoside was dominant, 4 hydroxycinnamic acids, among which chlorogenic and caffeic acids were dominant, and their content was established. In the extracts obtained, main groups of phenolic compounds were quantified using a spectrophotometric method. Dry extracts from bearberry leaves, modified with cysteine, arginine and glutamic acid, showed the strongest hypoglycemic activity. Conclusions. The chemical composition of phenolic compounds and the hypoglycemic activity of dry extracts from bearberry leaves modified with 10 different amino acids were determined. The most promising substances turned out to be extracts modified with cysteine, arginine and glutamic acid; therefore, they are promising agents for the development of new drugs

Development of a Food Antioxidant Complex of Plant Origin

An antioxidant complex has been developed for use in oils, fats, and food products, which must be enriched with biologically active substances of plant origin. Rational conditions have been examined for obtaining of water-ethanol extracts from plant raw materials: oak bark, eucalyptus leaves, and green tea leaves. An antioxidant has been derived capable of preventing the oxidation of fat-containing products, preserving their high nutritional value. The antioxidant substances of natural origin will make it possible to create products, balanced in composition, with prolonged shelf life while preserving the initial natural composition and the structure of components. In addition, the devised antioxidant is an additional source of substances that help the body fight free radicals, which form as a result of physical and mental stresses. The composition of antioxidants of plant origin includes antioxidant vitamins (tocopherol and ascorbic acid), plant phenols and thiol antioxidants (glutathione, lipoic acid), and microelements. These components are involved in the processes that inhibit oxidation. In addition, these antioxidants include selenium, zinc, folates, and other substances.Planning experimental studies for each type of a plant raw material in terms of the antioxidant activity of selected substances was based on a complete first order factor experiment.Synergistic effect of antioxidant substances has been established at a simultaneous use of extracts from oak bark, eucalyptus leaves, green tea leaves.The devised antioxidant prolongs the period of induction of a model substance (sunflower oil) by 2.7 times, whereas when using antioxidants from each type of plants the best indicator of the prolonged induction period was 1.9. Thus, the devised antioxidant could help preserve the quality and safety of fat-containing foodstuffs. The use of a given antioxidant may be proposed for food products for people who require additional antioxidants and biologically active substances in the diet. In particular, it is important for athlete