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

Impacts of the Tropical Pacific/Indian Oceans on the Seasonal Cycle of the West African Monsoon

The current consensus is that drought has developed in the Sahel during the second half of the twentieth century as a result of remote effects of oceanic anomalies amplified by local land–atmosphere interactions. This paper focuses on the impacts of oceanic anomalies upon West African climate and specifically aims to identify those from SST anomalies in the Pacific/Indian Oceans during spring and summer seasons, when they were significant. Idealized sensitivity experiments are performed with four atmospheric general circulation models (AGCMs). The prescribed SST patterns used in the AGCMs are based on the leading mode of covariability between SST anomalies over the Pacific/Indian Oceans and summer rainfall over West Africa. The results show that such oceanic anomalies in the Pacific/Indian Ocean lead to a northward shift of an anomalous dry belt from the Gulf of Guinea to the Sahel as the season advances. In the Sahel, the magnitude of rainfall anomalies is comparable to that obtained by other authors using SST anomalies confined to the proximity of the Atlantic Ocean. The mechanism connecting the Pacific/Indian SST anomalies with West African rainfall has a strong seasonal cycle. In spring (May and June), anomalous subsidence develops over both the Maritime Continent and the equatorial Atlantic in response to the enhanced equatorial heating. Precipitation increases over continental West Africa in association with stronger zonal convergence of moisture. In addition, precipitation decreases over the Gulf of Guinea. During the monsoon peak (July and August), the SST anomalies move westward over the equatorial Pacific and the two regions where subsidence occurred earlier in the seasons merge over West Africa. The monsoon weakens and rainfall decreases over the Sahel, especially in August.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

Peer reviewe

Measurement of the top quark mass using charged particles in pp collisions at root s=8 TeV

Peer reviewe

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

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

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

Search for new phenomena in final states with two opposite-charge, same-flavor leptons, jets, and missing transverse momentum in pp collisions at √s=13 TeV

Search results are presented for physics beyond the standard model in final states with two opposite-charge, same-flavor leptons, jets, and missing transverse momentum. The data sample corresponds to an integrated luminosity of 35.9 fb−1 of proton-proton collisions at s√=13 TeV collected with the CMS detector at the LHC in 2016. The analysis uses the invariant mass of the lepton pair, searching for a kinematic edge or a resonant-like excess compatible with the Z boson mass. The search for a kinematic edge targets production of particles sensitive to the strong force, while the resonance search targets both strongly and electroweakly produced new physics. The observed yields are consistent with the expectations from the standard model, and the results are interpreted in the context of simplified models of supersymmetry. In a gauge mediated supersymmetry breaking (GMSB) model of gluino pair production with decay chains including Z bosons, gluino masses up to 1500–1770 GeV are excluded at the 95% confidence level depending on the lightest neutralino mass. In a model of electroweak chargino-neutralino production, chargino masses as high as 610 GeV are excluded when the lightest neutralino is massless. In GMSB models of electroweak neutralino-neutralino production, neutralino masses up to 500-650 GeV are excluded depending on the decay mode assumed. Finally, in a model with bottom squark pair production and decay chains resulting in a kinematic edge in the dilepton invariant mass distribution, bottom squark masses up to 980–1200 GeV are excluded depending on the mass of the next-to-lightest neutralino