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

Measurements of (tt)over-barH Production and the CP Structure of the Yukawa Interaction between the Higgs Boson and Top Quark in the Diphoton Decay Channel

The first observation of the (tt) over barH process in a single Higgs boson decay channel with the full reconstruction of the final state (H -> gamma gamma) is presented, with a significance of 6.6 standard deviations (sigma). The CP structure of Higgs boson couplings to fermions is measured, resulting in an exclusion of the pure CP-odd structure of the top Yukawa coupling at 3.2 sigma. The measurements are based on a sample of protonproton collisions at a center-of-mass energy root s = 13 TeV collected by the CMS detector at the LHC, corresponding to an integrated luminosity of 137 fb(-1). The cross section times branching fraction of the (tt) over barH process is measured to be sigma B-(tt) over barH(gamma gamma) = 1.56(-0.32)(+0.34) th, which is compatible with the standard model prediction of 1.13(-0.11)(+0.08) fb. The fractional contribution of the CP-odd component is measured to be f(CP)(Hu) = 0.00 +/- 0.33.Peer reviewe

Nuclear modification of Y states in pPb collisions at √SNN_{NN} = 5.02 TeV

Production cross sections of Υ(1S), Υ(2S), and Υ(3S) states decaying into μ+μ− in proton-lead (pPb) collisions are reported using data collected by the CMS experiment at √sNN = 5.02 TeV. A comparison is made with corresponding cross sections obtained with pp data measured at the same collision energy and scaled by the Pb nucleus mass number. The nuclear modification factor for Υ(1S) is found to be RpPb(Υ(1S)) = 0.806±0.024 (stat)±0.059 (syst). Similar results for the excited states indicate a sequential suppression pattern, such that RpPb(Υ(1S)) > RpPb(Υ(2S)) > RpPb(Υ(3S)). The suppression of all states is much less pronounced in pPb than in PbPb collisions, and independent of transverse momentum pΥT and center-of-mass rapidity yΥCM of the individual Υ state in the studied range p ΥT < 30 GeV/c and |yΥCM| <1.93. Models that incorporate final-state effects of bottomonia in pPb collisions are in better agreement with the data than those which only assume initial-state modifications

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

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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 double-parton scattering in inclusive production of four jets with low transverse momentum in proton-proton collisions at root s=13 TeV

A measurement of inclusive four-jet production in proton-proton collisions at a center-of-mass energy of 13 TeV is presented. The transverse momenta of jets within vertical bar eta vertical bar 4.7 are required to exceed 35, 30, 25, and 20 GeV for the first-, second-, third-, and fourth-leading jet, respectively. Differential cross sections are measured as functions of the jet transverse momentum, jet pseudorapidity, and several other observables that describe the angular correlations between the jets. The measured distributions show sensitivity to different aspects of the underlying event, parton shower modeling, and matrix element calculations. In particular, the interplay between angular correlations caused by parton shower and double-parton scattering contributions is shown to be important. The double-parton scattering contribution is extracted by means of a template fit to the data, using distributions for single-parton scattering obtained from Monte Carlo event generators and a double-parton scattering distribution constructed from inclusive single-jet events in data. The effective double-parton scattering cross section is calculated and discussed in view of previous measurements and of its dependence on the models used to describe the single-parton scattering background

Electron and photon reconstruction and identification with the CMS experiment at the CERN LHC

The performance is presented of the reconstruction and identification algorithms for electrons and photons with the CMS experiment at the LHC. The reported results are based on proton-proton collision data collected at a center-of-mass energy of 13 TeV and recorded in 2016-2018, corresponding to an integrated luminosity of 136 fb(-1). Results obtained from lead-lead collision data collected at root S-NN = 5.02 TeV are also presented. Innovative techniques are used to reconstruct the electron and photon signals in the detector and to optimize the energy resolution. Events with electrons and photons in the final state are used to measure the energy resolution and energy scale uncertainty in the recorded events. The measured energy resolution for electrons produced in Z boson decays in proton-proton collision data ranges from 2 to 5%, depending on electron pseudorapidity and energy loss through bremsstrahlung in the detector material. The energy scale in the same range of energies is measured with an uncertainty smaller than 0.1 (0.3)% in the barrel (endcap) region in proton-proton collisions and better than 1(3)% in the barrel (endcap) region in heavy ion collisions. The timing resolution for electrons from Z boson decays with the full 2016-2018 proton-proton collision data set is measured to be 200 ps.Peer reviewe

Search for resonant pair production of Higgs bosons in the bbZZ channel in proton-proton collisions at root s=13 TeV

A search for the production of a narrow-width resonance decaying into a pair of Higgs bosons decaying into the bbZZ channel is presented. The analysis is based on data collected with the CMS detector during 2016, in proton-proton collisions at the LHC, corresponding to an integrated luminosity of 35.9 fb(-1). The final states considered are the ones where one of the Z bosons decays into a pair of muons or electrons, and the other Z boson decays to either a pair of quarks or a pair of neutrinos. Upper limits at 95% confidence level are placed on the production of narrow-width spin-0 or spin-2 particles decaying to a pair of Higgs bosons, in models with and without an extended Higgs sector. For a resonance mass range between 260 and 1000 GeV, limits on the production cross section times branching fraction of a spin-0 and spin-2 resonance range from 0.1 to 5.0 pb and 0.1 to 3.6 pb, respectively. These results set limits in parameter space in bulk Randall-Sundrum radion, Kaluza-Klein excitation of the graviton, and next-to-minimal two-Higgs doublet models (N2HDMs). For specific choices of parameters the N2HDM can be excluded in a mass range between 360 and 620 GeV for a resonance decaying to two Higgs bosons. This is the first search for Higgs boson resonant pair production in the bbZZ channel.Peer reviewe