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

Measurement of the azimuthal anisotropy of Y(1S) and Y(2S) mesons in PbPb collisions at root s(NN)=5.02 TeV

The second-order Fourier coefficients (v(2)) characterizing the azimuthal distributions of Y(1S) and Y(2S) mesons produced in PbPb collisions at root s(NN) = 5.02 TeV are studied. The Y mesons are reconstructed in their dimuon decay channel, as measured by the CMS detector. The collected data set corresponds to an integrated luminosity of 1.7 nb(-1). The scalar product method is used to extract the v2 coefficients of the azimuthal distributions. Results are reported for the rapidity range vertical bar y vertical bar < 2.4, in the transverse momentum interval 0 < pT < 50 GeV/c, and in three centrality ranges of 10-30%, 30-50% and 50-90%. In contrast to the J/psi mesons, the measured v(2) values for the Y mesons are found to be consistent with zero. (C) 2021 The Author(s). Published by Elsevier B.V.Peer reviewe

Measurement of the top quark forward-backward production asymmetry and the anomalous chromoelectric and chromomagnetic moments in pp collisions at √s = 13 TeV

Abstract The parton-level top quark (t) forward-backward asymmetry and the anomalous chromoelectric (d̂ t) and chromomagnetic (μ̂ t) moments have been measured using LHC pp collisions at a center-of-mass energy of 13 TeV, collected in the CMS detector in a data sample corresponding to an integrated luminosity of 35.9 fb−1. The linearized variable AFB(1) is used to approximate the asymmetry. Candidate t t ¯ events decaying to a muon or electron and jets in final states with low and high Lorentz boosts are selected and reconstructed using a fit of the kinematic distributions of the decay products to those expected for t t ¯ final states. The values found for the parameters are AFB(1)=0.048−0.087+0.095(stat)−0.029+0.020(syst),μ̂t=−0.024−0.009+0.013(stat)−0.011+0.016(syst), and a limit is placed on the magnitude of | d̂ t| &lt; 0.03 at 95% confidence level. [Figure not available: see fulltext.

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

Measurement of b jet shapes in proton-proton collisions at root s=5.02 TeV

We present the first study of charged-hadron production associated with jets originating from b quarks in proton-proton collisions at a center-of-mass energy of 5.02 TeV. The data sample used in this study was collected with the CMS detector at the CERN LHC and corresponds to an integrated luminosity of 27.4 pb(-1). To characterize the jet substructure, the differential jet shapes, defined as the normalized transverse momentum distribution of charged hadrons as a function of angular distance from the jet axis, are measured for b jets. In addition to the jet shapes, the per-jet yields of charged particles associated with b jets are also quantified, again as a function of the angular distance with respect to the jet axis. Extracted jet shape and particle yield distributions for b jets are compared with results for inclusive jets, as well as with the predictions from the pythia and herwig++ event generators.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

Peer reviewe

Electroweak production of two jets in association with a Z boson in proton-proton collisions root s =13 TeV

A measurement of the electroweak (EW) production of two jets in association with a Z boson in proton-proton collisions at root s = 13 TeV is presented, based on data recorded in 2016 by the CMS experiment at the LHC corresponding to an integrated luminosity of 35.9 fb(-1). The measurement is performed in the lljj final state with l including electrons and muons, and the jets j corresponding to the quarks produced in the hard interaction. The measured cross section in a kinematic region defined by invariant masses m(ll) > 50 GeV, m(jj) > 120 GeV, and transverse momenta P-Tj > 25 GeV is sigma(EW) (lljj) = 534 +/- 20 (stat) fb (syst) fb, in agreement with leading-order standard model predictions. The final state is also used to perform a search for anomalous trilinear gauge couplings. No evidence is found and limits on anomalous trilinear gauge couplings associated with dimension-six operators are given in the framework of an effective field theory. The corresponding 95% confidence level intervals are -2.6 <cwww/Lambda(2) <2.6 TeV-2 and -8.4 <cw/Lambda(2) <10.1 TeV-2. The additional jet activity of events in a signal-enriched region is also studied, and the measurements are in agreement with predictions.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