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

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 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

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

Effect of season on chemical composition and in vitro digestibility of six native forage shrubs species grazed by goats in protected areas in canary islands, Spain

Chemical composition (organic matter, crude protein and fiber fractions), in vitro organic matter (OM) digestibility and metabolizable energy (ME) of six native shrubs regularly browsed by goats in a natural protected area in Canary Island has been determined in two seasons (dry and wet) along the year. Means values for each individual species, for wet and dry seasons and for species by season were compared. Chemical composition and in vitro digestibility mean values vary significantly among the six species (Chamaecytisus proliferus subsp. meridionalis, Teline microphylla, Adenocarpus foliolosus, Echium onosmifolium, Echium decaisnei and Dittrichia viscosa). In general, they have a medium to high crude protein (CP) and high fiber contents. A. foliolosus (181 g/kg DM) and Ch. proliferus (162 g/kg DM) were the species with highest CP contents. Comparing both seasons' means for the whole of the species, OM, CP and lignin contents showed no significant differences between dry and wet seasons while the rest of fiber fraction and DM values were significantly lower in the wet season. Analyzing the effect of season inside species, differences between dry and wet seasons were no significant for most variables; i.e., in general there was not great variability of analyzed component throughout the year for each individual species. The estimated ME content ranged between 8.4 MJ ME/kg DM for T. microphilla (dry season) and 12.1 MJ ME/kg DM for Ch. proliferus (wet season). Grazing utilization by goats of these browses in the local conditions guarantees a regular intake of analyzed components along the year

Opuntia spp. Fibre Characterisation to Obtain Sustainable Materials in the Composites Field

Some studies have evaluated the use of Opuntia as reinforcement for polymeric matrices, obtaining good results in energy absorption tests and increasing the tensile elastic modulus. However, no studies focusing on the previous characterisation of the fibres and their treatment to improve compatibility with polymeric matrices have been found. This work analyses the chemical composition of Opuntia maxima (OM) and Opuntia dillenii (OD) cladodes and fibre, studying how different treatments influence it. AOAC 2000 methods were used to determine non-structural components and the Van Soest method was used to estimate structural components. Surface characteristics of the samples were also evaluated by Fourier Transform Infrared Spectroscopy (FTIR). Opuntia fibre presented higher cellulose (50–66%) and lignin (6–14%) content and lower hemicellulose (8–13%) content than Opuntia cladodes (9–14% cellulose, 20–50% hemicellulose, 1–4% lignin). Despite the variability of lignocellulosic materials, OD cladodes treated with water and acetic acid achieved an increase in the structural components. Alkaline fibre treatment removed pectin and hemicellulose from the fibre surface, slightly increasing the cellulose content. Future research should evaluate whether the treated Opuntia fibre can improve the mechanical properties of reinforced polymer

Pseudorapidity and transverse momentum dependence of flow harmonics in pPb and PbPb collisions

A search has been performed for heavy resonances decaying to ZZ or ZW in 2l2q final states, with two charged leptons (l = e, mu) produced by the decay of a Z boson, and two quarks produced by the decay of a W or Z boson. The analysis is sensitive to resonances with masses in the range from 400 to 4500 GeV. Two categories are defined based on the merged or resolved reconstruction of the hadronically decaying vector boson, optimized for high- and low-mass resonances, respectively. The search is based on data collected during 2016 by the CMS experiment at the LHC in proton-proton collisions with a center-of-mass energy of root s = 13 TeV, corresponding to an integrated luminosity of 35.9 fb(-1). No excess is observed in the data above the standard model background expectation. Upper limits on the production cross section of heavy, narrow spin-1 and spin-2 resonances are derived as a function of the resonance mass, and exclusion limits on the production of W' bosons and bulk graviton particles are calculated in the framework of the heavy vector triplet model and warped extra dimensions, respectively.A search has been performed for heavy resonances decaying to ZZ or ZW in 2l2q final states, with two charged leptons (l = e, mu) produced by the decay of a Z boson, and two quarks produced by the decay of a W or Z boson. The analysis is sensitive to resonances with masses in the range from 400 to 4500 GeV. Two categories are defined based on the merged or resolved reconstruction of the hadronically decaying vector boson, optimized for high- and low-mass resonances, respectively. The search is based on data collected during 2016 by the CMS experiment at the LHC in proton-proton collisions with a center-of-mass energy of root s = 13 TeV, corresponding to an integrated luminosity of 35.9 fb(-1). No excess is observed in the data above the standard model background expectation. Upper limits on the production cross section of heavy, narrow spin-1 and spin-2 resonances are derived as a function of the resonance mass, and exclusion limits on the production of W' bosons and bulk graviton particles are calculated in the framework of the heavy vector triplet model and warped extra dimensions, respectively.Measurements of azimuthal angular correlations are presented for high-multiplicity pPb collisions at root s(NN) = 5.02 TeV and peripheral PbPb collisions at root s(NN) = 2.76 TeV. The data used in this work were collected with the Compact Muon Solenoid (CMS) detector at the European Organization for Nuclear Research (CERN) Large Hadron Collider (LHC). Fourier coefficients as functions of transverse momentum and pseudorapidity are studied using the scalar product method; four-, six-, and eight-particle cumulants; and the Lee-Yang zero technique. The influence of event plane decorrelation is evaluated using the scalar product method and found to account for most of the observed pseudorapidity dependence.Peer reviewe