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 Splitting Function in &ITpp &ITand Pb-Pb Collisions at root&ITsNN&IT=5.02 TeV

Data from heavy ion collisions suggest that the evolution of a parton shower is modified by interactions with the color charges in the dense partonic medium created in these collisions, but it is not known where in the shower evolution the modifications occur. The momentum ratio of the two leading partons, resolved as subjets, provides information about the parton shower evolution. This substructure observable, known as the splitting function, reflects the process of a parton splitting into two other partons and has been measured for jets with transverse momentum between 140 and 500 GeV, in pp and PbPb collisions at a center-of-mass energy of 5.02 TeV per nucleon pair. In central PbPb collisions, the splitting function indicates a more unbalanced momentum ratio, compared to peripheral PbPb and pp collisions.. The measurements are compared to various predictions from event generators and analytical calculations.Peer reviewe

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

MUSiC : a model-unspecific search for new physics in proton-proton collisions at root s=13TeV

Results of the Model Unspecific Search in CMS (MUSiC), using proton-proton collision data recorded at the LHC at a centre-of-mass energy of 13 TeV, corresponding to an integrated luminosity of 35.9 fb(-1), are presented. The MUSiC analysis searches for anomalies that could be signatures of physics beyond the standard model. The analysis is based on the comparison of observed data with the standard model prediction, as determined from simulation, in several hundred final states and multiple kinematic distributions. Events containing at least one electron or muon are classified based on their final state topology, and an automated search algorithm surveys the observed data for deviations from the prediction. The sensitivity of the search is validated using multiple methods. No significant deviations from the predictions have been observed. For a wide range of final state topologies, agreement is found between the data and the standard model simulation. This analysis complements dedicated search analyses by significantly expanding the range of final states covered using a model independent approach with the largest data set to date to probe phase space regions beyond the reach of previous general searches.Peer reviewe

Measurement of prompt open-charm production cross sections in proton-proton collisions at root s=13 TeV

The production cross sections for prompt open-charm mesons in proton-proton collisions at a center-of-mass energy of 13TeV are reported. The measurement is performed using a data sample collected by the CMS experiment corresponding to an integrated luminosity of 29 nb(-1). The differential production cross sections of the D*(+/-), D-+/-, and D-0 ((D) over bar (0)) mesons are presented in ranges of transverse momentum and pseudorapidity 4 < p(T) < 100 GeV and vertical bar eta vertical bar < 2.1, respectively. The results are compared to several theoretical calculations and to previous measurements.Peer reviewe

Search for anomalous couplings in boosted WW/WZ -> l nu q(q)over-bar production in proton-proton collisions at root s=8TeV

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Search for a light pseudoscalar Higgs boson in the boosted mu mu tau tau final state in proton-proton collisions at root s=13 TeV

A search for a light pseudoscalar Higgs boson (a) decaying from the 125 GeV (or a heavier) scalar Higgs boson (H) is performed using the 2016 LHC proton-proton collision data at root s = 13 TeV, corresponding to an integrated luminosity of 35.9 fb(-1), collected by the CMS experiment. The analysis considers gluon fusion and vector boson fusion production of the H, followed by the decay H -> aa -> mu mu tau tau, and considers pseudoscalar masses in the range 3.6 aa -> mu mu tau tau, down to 1.5 (2.0)x10(-4) for m(H) = 125 (300) GeV. Model-dependent limits on B(H -> aa) are set within the context of two Higgs doublets plus singlet models, with the most stringent results obtained for Type-III models. These results extend current LHC searches for heavier a bosons that decay to resolved lepton pairs and provide the first such bounds for an H boson with a mass above 125 GeV.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