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

Development and validation of HERWIG 7 tunes from CMS underlying-event measurements

This paper presents new sets of parameters (“tunes”) for the underlying-event model of the HERWIG7 event generator. These parameters control the description of multiple-parton interactions (MPI) and colour reconnection in HERWIG7, and are obtained from a fit to minimum-bias data collected by the CMS experiment at s=0.9, 7, and 13Te. The tunes are based on the NNPDF 3.1 next-to-next-to-leading-order parton distribution function (PDF) set for the parton shower, and either a leading-order or next-to-next-to-leading-order PDF set for the simulation of MPI and the beam remnants. Predictions utilizing the tunes are produced for event shape observables in electron-positron collisions, and for minimum-bias, inclusive jet, top quark pair, and Z and W boson events in proton-proton collisions, and are compared with data. Each of the new tunes describes the data at a reasonable level, and the tunes using a leading-order PDF for the simulation of MPI provide the best description of the dat

Combined searches for the production of supersymmetric top quark partners in proton-proton collisions at root s=13 TeV

A combination of searches for top squark pair production using proton-proton collision data at a center-of-mass energy of 13 TeV at the CERN LHC, corresponding to an integrated luminosity of 137 fb(-1) collected by the CMS experiment, is presented. Signatures with at least 2 jets and large missing transverse momentum are categorized into events with 0, 1, or 2 leptons. New results for regions of parameter space where the kinematical properties of top squark pair production and top quark pair production are very similar are presented. Depending on themodel, the combined result excludes a top squarkmass up to 1325 GeV for amassless neutralino, and a neutralinomass up to 700 GeV for a top squarkmass of 1150 GeV. Top squarks with masses from 145 to 295 GeV, for neutralino masses from 0 to 100 GeV, with a mass difference between the top squark and the neutralino in a window of 30 GeV around the mass of the top quark, are excluded for the first time with CMS data. The results of theses searches are also interpreted in an alternative signal model of dark matter production via a spin-0 mediator in association with a top quark pair. Upper limits are set on the cross section for mediator particle masses of up to 420 GeV

Search for new particles in events with energetic jets and large missing transverse momentum in proton-proton collisions at root s=13 TeV

A search is presented for new particles produced at the LHC in proton-proton collisions at root s = 13 TeV, using events with energetic jets and large missing transverse momentum. The analysis is based on a data sample corresponding to an integrated luminosity of 101 fb(-1), collected in 2017-2018 with the CMS detector. Machine learning techniques are used to define separate categories for events with narrow jets from initial-state radiation and events with large-radius jets consistent with a hadronic decay of a W or Z boson. A statistical combination is made with an earlier search based on a data sample of 36 fb(-1), collected in 2016. No significant excess of events is observed with respect to the standard model background expectation determined from control samples in data. The results are interpreted in terms of limits on the branching fraction of an invisible decay of the Higgs boson, as well as constraints on simplified models of dark matter, on first-generation scalar leptoquarks decaying to quarks and neutrinos, and on models with large extra dimensions. Several of the new limits, specifically for spin-1 dark matter mediators, pseudoscalar mediators, colored mediators, and leptoquarks, are the most restrictive to date.Peer reviewe

Measurement of t(t)over-bar normalised multi-differential cross sections in pp collisions at root s=13 TeV, and simultaneous determination of the strong coupling strength, top quark pole mass, and parton distribution functions

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Measurement of electroweak WZ boson production and search for new physics in WZ + two jets events in pp collisions at √s=13TeV

A measurement of WZ electroweak (EW) vector boson scattering is presented. The measurement is performed in the leptonic decay modes WZ→ℓνℓ′ℓ′, where ℓ,ℓ′=e,μ. The analysis is based on a data sample of proton-proton collisions at √s=13 TeV at the LHC collected with the CMS detector and corresponding to an integrated luminosity of 35.9 fb−1. The WZ plus two jet production cross section is measured in fiducial regions with enhanced contributions from EW production and found to be consistent with standard model predictions. The EW WZ production in association with two jets is measured with an observed (expected) significance of 2.2 (2.5) standard deviations. Constraints on charged Higgs boson production and on anomalous quartic gauge couplings in terms of dimension-eight effective field theory operators are also presented

An embedding technique to determine ττ backgrounds in proton-proton collision data

An embedding technique is presented to estimate standard model tau tau backgrounds from data with minimal simulation input. In the data, the muons are removed from reconstructed mu mu events and replaced with simulated tau leptons with the same kinematic properties. In this way, a set of hybrid events is obtained that does not rely on simulation except for the decay of the tau leptons. The challenges in describing the underlying event or the production of associated jets in the simulation are avoided. The technique described in this paper was developed for CMS. Its validation and the inherent uncertainties are also discussed. The demonstration of the performance of the technique is based on a sample of proton-proton collisions collected by CMS in 2017 at root s = 13 TeV corresponding to an integrated luminosity of 41.5 fb(-1).Peer reviewe

Probing effective field theory operators in the associated production of top quarks with a Z boson in multilepton final states at root s=13 TeV

Peer reviewe

Search for Physics beyond the Standard Model in Events with Overlapping Photons and Jets

Results are reported from a search for new particles that decay into a photon and two gluons, in events with jets. Novel jet substructure techniques are developed that allow photons to be identified in an environment densely populated with hadrons. The analyzed proton-proton collision data were collected by the CMS experiment at the LHC, in 2016 at root s = 13 TeV, and correspond to an integrated luminosity of 35.9 fb(-1). The spectra of total transverse hadronic energy of candidate events are examined for deviations from the standard model predictions. No statistically significant excess is observed over the expected background. The first cross section limits on new physics processes resulting in such events are set. The results are interpreted as upper limits on the rate of gluino pair production, utilizing a simplified stealth supersymmetry model. The excluded gluino masses extend up to 1.7 TeV, for a neutralino mass of 200 GeV and exceed previous mass constraints set by analyses targeting events with isolated photons.Peer reviewe

Studies of Beauty Suppression via Nonprompt D-0 Mesons in Pb-Pb Collisions at root s(NN)=5.02 TeV

The transverse momentum spectra of D-0 mesons from b hadron decays are measured at midrapidity (vertical bar y vertical bar D-0 yield is found to be suppressed in the measured p(T) range from 2 to 100 GeV/c as compared to pp collisions. The suppression is weaker than that of prompt D-0 mesons and charged hadrons for p(T) around 10 GeV/c. While theoretical calculations incorporating partonic energy loss in the quark-gluon plasma can successfully describe the measured B -> D-0 suppression at higher p(T), the data show an indication of larger suppression than the model predictions in the range of 2 <p(T) <5 GeV/c.Peer reviewe