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

Azimuthal separation in nearly back-to-back jet topologies in inclusive 2-and 3-jet events in pp collisions at root s=13TeV

A measurement for inclusive 2- and 3-jet events of the azimuthal correlation between the two jets with the largest transverse momenta, Delta phi(12), is presented. The measurement considers events where the two leading jets are nearly collinear ("back-to-back") in the transverse plane and is performed for several ranges of the leading jet transverse momentum. Proton-proton collision data collected with the CMS experiment at a center-of-mass energy of 13 TeV and corresponding to an integrated luminosity of 35.9 fb(-1) are used. Predictions based on calculations using matrix elements at leading-order and next-to-leading-order accuracy in perturbative quantum chromodynamics supplemented with leading-log parton showers and hadronization are generally in agreement with themeasurements. Discrepancies between the measurement and theoretical predictions are as large as 15%, mainly in the region 177 degrees <Delta phi(12) <180 degrees. The 2- and 3-jet measurements are not simultaneously described by any of models.Peer reviewe

Measurement of the t(t)over-barb(b)over-bar production cross section in the all-jet final state in pp collisions at root s=13 TeV

A measurement of the production cross section of top quark pairs in association with two b jets (t (t) over barb (b) over bar) is presented using data collected in proton-proton collisions at root s=13 TeV by the CMS detector at the LHC corresponding to an integrated luminosity of 35.9 fb(-1). The cross section is measured in the all-jet decay channel of the top quark pair by selecting events containing at least eight jets, of which at least two are identified as originating from the hadronization of b quarks. A combination of multivariate analysis techniques is used to reduce the large background from multijet events not containing a top quark pair, and to help discriminate between jets originating from top quark decays and other additional jets. The cross section is determined for the total phase space to be 5.5 +/- 0.3 (stat)(-1.3)(+)(1.6) (syst)pb and also measured for two fiducial t (t) over barb (b) over bar, definitions. The measured cross sections are found to be larger than theoretical predictions by a factor of 1.5-2.4, corresponding to 1-2 standard deviations. (C) 2020 The Author. Published by Elsevier B.V.Peer reviewe

Measurement of the top quark mass with lepton+jets final states using pp collisions at s=\sqrt{s}= 13 TeV

The mass of the top quark is measured using a sample of $\mathrm{t\overline{t}}$ events containing one isolated muon or electron and at least four jets in the final state, collected by the CMS detector using proton-proton collisions at $\sqrt{s}=$ 13 TeV at the CERN LHC. The events are selected from data corresponding to an integrated luminosity of 35.9 fb$^{-1}$. For each event the mass is reconstructed from a kinematic fit of the decay products to a \ttbar hypothesis. Using the ideogram method, the top quark mass is determined simultaneously with an overall jet energy scale factor (JSF), constrained by the mass of the W boson in $\mathrm{q\overline{q}'}$ decays. The measurement is calibrated on samples simulated at next-to-leading order matched to a leading-order parton shower. The top quark mass is found to be 172.25$\pm$0.08 (stat+JSF)$\pm$0.62 (syst) GeV. The dependence of this result on the kinematic properties of the event is studied and compared to predictions of different models of $\mathrm{t\overline{t}}$ production, and no indications of a bias in the measurements are observed

Study of the underlying event in top quark pair production in pp collisions at 13 TeV

Measurements of normalized differential cross sections as functions of the multiplicity and kinematic variables of charged-particle tracks from the underlying event in top quark and antiquark pair production are presented. The measurements are performed in proton-proton collisions at a center-of-mass energy of 13 TeV, and are based on data collected by the CMS experiment at the LHC in 2016 corresponding to an integrated luminosity of 35.9 fb$^{-1}$. Events containing one electron, one muon, and two jets from the hadronization and fragmentation of b quarks are used. These measurements characterize, for the first time, properties of the underlying event in top quark pair production and show no deviation from the universality hypothesis at energy scales typically above twice the top quark mass

Measurement of the production cross section for single top quarks in association with W bosons in proton-proton collisions at s=13 \sqrt{s}=13 TeV

A measurement is presented of the associated production of a single top quark and a W boson in proton-proton collisions at $\sqrt{s}=13$ TeV by the CMS Collaboration at the CERN LHC. The data collected corresponds to an integrated luminosity of 35.9 fb$^{−1}$. The measurement is performed using events with one electron and one muon in the final state along with at least one jet originated from a bottom quark. A multivariate discriminant, exploiting the kinematic properties of the events, is used to separate the signal from the dominant $\mathrm{t}\overline{\mathrm{t}}$ background. The measured cross section of 63.1 ± 1.8(stat) ± 6.4(syst) ± 2.1 (lumi) pb is in agreement with the standard model expectation