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 supersymmetry in events with one lepton and multiple jets in proton-proton collisions at root s=13 TeV

Peer reviewe

Measurement of the branching fractions of the decays D+→K−K+K+D^+\rightarrow K^-K ^+K^+, D+→π−π+K+D^+\rightarrow \pi^-\pi^+K^+ and Ds+→π−K+K+D^+_s\rightarrow \pi^-K^+K^+

International audienceThe branching fractions of the doubly Cabibbo-suppressed decays D$^{+}$ → K$^{−}$K$^{+}$K$^{+}$, D$^{+}$ → π$^{−}$π$^{+}$K$^{+}$ and D$_{s}^{+}$  → π$^{−}$K$^{+}$K$^{+}$ are measured using the decays D$^{+}$ → K$^{−}$π$^{+}$π$^{+}$ and D$_{s}^{+}$  → K$^{−}$K$^{+}$π$^{+}$ as normalisation channels. The measurements are performed using proton-proton collision data collected with the LHCb detector at a centre-of-mass energy of 8 TeV, corresponding to an integrated luminosity of 2.0 fb$^{−1}$. The results are $ \begin{array}{c}\hfill \frac{\mathrm{\mathcal{B}}\left({D}^{+}\to {K}^{-}{K}^{+}{K}^{+}\right)}{\mathrm{\mathcal{B}}\left({D}^{+}\to {K}^{-}{\pi}^{+}{\pi}^{+}\right)} = \left(6.541\pm 0.025\pm 0.042\right)\times {10}^{-4},\hfill \\ {}\hfill \frac{\mathrm{\mathcal{B}}\left({D}^{+}\to\ {\pi}^{-}{\pi}^{+}{K}^{+}\right)}{\mathrm{\mathcal{B}}\left({D}^{+}\to {K}^{-}{\pi}^{+}{\pi}^{+}\right)}=\left(5.231\pm 0.009\pm 0.023\right)\times {10}^{-3},\hfill \\ {}\hfill \frac{\mathrm{\mathcal{B}}\left({D}_s^{+}\to\ {\pi}^{-}{K}^{+}{K}^{+}\right)}{\mathrm{\mathcal{B}}\left({D}_s^{+}\to {K}^{-}{K}^{+}{\pi}^{+}\right), } = \left(2.372\pm 0.024\pm 0.025\right)\times {10}^{-3},\hfill \end{array}

Measurement of the electron reconstruction efficiency at LHCb

International audienceThe single electron track-reconstruction efficiency is determined using a sample corresponding to $1.3~\mathrm{fb}^{-1}$of $pp$ collision data recorded with the LHCb detector in 2017. This measurement exploits $B^+\to J/\psi (e^+e^-)K^+$ decays, where one of the electrons is fully reconstructed and paired with the kaon, while the other electron is reconstructed using only the information of the vertex detector. Despite this partial reconstruction, kinematic and geometric constraints allow the $B^+$-meson mass to be reconstructed and the signal to be well separated from backgrounds. This in turn allows the electron reconstruction efficiency to be measured by matching the partial track segment found in the vertex detector to tracks found by LHCb's regular reconstruction algorithms. The agreement between data and simulation is evaluated, and corrections are derived for simulated electrons in bins of kinematics. The presented method allows LHCb to measure branching fractions involving single electrons with a an electron reconstruction systematic uncertainty below $1\%$

Observation of the Λb0→χc1(3872)pK−\Lambda_b^0\rightarrow \chi_{c1}(3872)pK^- decay

International audienceUsing proton-proton collision data, collected with the LHCb detector and corresponding to 1.0, 2.0 and 1.9 fb$^{−1}$ of integrated luminosity at the centre-of-mass energies of 7, 8, and 13 TeV, respectively, the decay {\Lambda}_{\mathrm{b}}^0\to {\upchi}_{\mathrm{c}1} (3872)pK$^{−}$ with χ$_{c1}$(3872) → J/ψ π$^{+}$π$^{−}$ is observed for the first time. The significance of the observed signal is in excess of seven standard deviations. It is found that (58 ± 15)% of the decays proceed via the two-body intermediate state χ$_{c1}$(3872)Λ(1520). The branching fraction with respect to that of the ${\Lambda}_{\mathrm{b}}^0$ → ψ(2S)pK$^{−}$ decay mode, where the ψ(2S) meson is reconstructed in the J/ψ π$^{+}$π$^{−}$ final state, is measured to be: $ \frac{\beta \left({\Lambda}_{\mathrm{b}}^0\to {\upchi}_{\mathrm{c}1}(3872){\mathrm{pK}}^{-}\right)}{\beta \left({\Lambda}_{\mathrm{b}}^0\to \uppsi \left(2\mathrm{S}\right){\mathrm{pK}}^{-}\right)}\times \frac{\beta \left({\upchi}_{\mathrm{c}1}(3872)\to \mathrm{J}/\uppsi {\uppi}^{+}{\uppi}^{-}\right)}{\beta \left(\uppsi \left(2\mathrm{S}\right)\to \mathrm{J}/\uppsi {\uppi}^{+}{\uppi}^{-}\right)}=\left(5.4\pm 1.1\pm 0.2\right)\times {10}^{-2},

Measurement of fs/fuf_s / f_u Variation with Proton-Proton Collision Energy and BB-Meson Kinematics

International audienceThe ratio of the Bs0 and B+ fragmentation fractions fs and fu is studied with Bs0→J/ψϕ and B+→J/ψK+ decays using data collected by the LHCb experiment in proton-proton collisions at 7, 8, and 13 TeV center-of-mass energies. The analysis is performed in bins of B-meson momentum, longitudinal momentum, transverse momentum, pseudorapidity, and rapidity. The fragmentation-fraction ratio fs/fu is observed to depend on the B-meson transverse momentum with a significance of 6.0σ. This dependency is driven by the 13 TeV sample (8.7σ), while the results for the other collision energies are not significant when considered separately. Furthermore, the results show a 4.8σ evidence for an increase of fs/fu as a function of collision energy

Measurement of the branching fraction of the decay Bs0→KS0KS0B_s^0\to K_S^0 K_S^0

International audienceA measurement of the branching fraction of the decay Bs0→KS0KS0 is performed using proton–proton collision data corresponding to an integrated luminosity of 5  fb-1 collected by the LHCb experiment between 2011 and 2016. The branching fraction is determined to be B(Bs0→KS0KS0)=[8.3±1.6(stat)±0.9(syst)±0.8(norm)±0.3(fs/fd)]×10-6, where the first uncertainty is statistical, the second is systematic, and the third and fourth are due to uncertainties on the branching fraction of the normalization mode B0→ϕKS0 and the ratio of hadronization fractions fs/fd. This is the most precise measurement of this branching fraction to date. Furthermore, a measurement of the branching fraction of the decay B0→KS0KS0 is performed relative to that of the Bs0→KS0KS0 channel, and is found to be B(B0→KS0KS0)B(Bs0→KS0KS0)=[7.5±3.1(stat)±0.5(syst)±0.3(fs/fd)]×10-2