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 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

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

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 Cross Sections of tt(bar) Production in the Boosted Regime with the CMS Detector at s\sqrt{s} = 8 TeV

In this work the measurement of the $t\bar{t}$ production in boosted topologies, i.e. with high transverse momenta of the top quark, pT (t) > 400 GeV, in pp collisions at the LHC is presented. It is the rst measurement of this kind in the dileptonic nal state. By the end of 2012 the CMS detector recorded a data sample which contains of the order of 100 thousand $t\bar{t}$ pairs, which further decay dileptonically ($t\bar{t} \to W^+bW^- \bar{b} \to l^+ \nu b l^- \bar{\nu}\bar{b}$). The dileptonic final state has a unique signature two leptons (electrons or/and muons), which are well reconstructed in the detector. The small branching ratio (low statistics) of the dileptonic decay channel of the $t\bar{t}$ system is compensated by an almost background free measurement of the $t\bar{t}$ production. In the presented analysis the kinematics of the $t\bar{t}$ final state is fully reconstructed. For this purpose six kinematic constrains are used to reconstruct the two undetected neutrinos in the $t\bar{t}$ final state. Two speci c techniques are employed to account for the requirements of the boosted top quark analysis. Firstly, the spatial isolation of the leptons from hadronic jets in the events, which is important to reject fake leptons out of jets, was optimized by implementing an additional isolation criterion based on the relative transverse momentum of the electron to the jet. Secondly, to e ectively suppress signi cant migrations from the true low pT (t) values to the boosted region, a kinematic restriction on the ratio of the invariant mass of the visible objects from the $t\bar{t}$ decay to the reconstructed $t\bar{t}$ mass is applied. The obtained cross section results in the high pT (t) region have a good precision, which is comparable to the one from measurements in the semi-leptonic channel, where hadronically decaying top quarks are reconstructed in the boosted regime as a single fat jet . The measured production cross sections in the dileptonic and in the semi-leptonic decay channels are consistent with each other. The production dynamics of the boosted top quarks is elucidated in this work in more detail for this several di erential production cross sections as a function of kinematic observables, such as the rapidity of the boosted top quark, are determined. Similar studies are performed in this work in the region of high invariant masses of the $t\bar{t}$ system. The comparison to Standard Model predictions based on four di erent QCD Monte Carlo simulation programs evidences no signi cant discrepancies. However, one can observe some trends in particular distributions, which indicate that the models are far from being perfect

Measurement of the Cross Sections of ttˉt\bar{t} Production in the Boosted Regime with the CMS Detector at s\sqrt{s} = 8 TeV

In this work the measurement of the $t\bar{t}$ production in ``boosted'' topologies, i.e. with high transverse momenta of the top quark, $p_{T}(t) > 400$ GeV, in $pp$ collisions at the LHC is presented. It is the first measurement of this kind in the dileptonic final state. By the end of 2012 the CMS detector recorded a data sample which contains of the order of 100 thousand $t\bar{t}$ pairs, which further decay dileptonically ($t\bar{t} \rightarrow W^{+}b\,W^{-}\bar{b} \rightarrow l^{+}\nu b\,l^{-}\bar{\nu}\bar{b}$). The dileptonic final state has a unique signature -- two leptons (electrons or/and muons), which are well reconstructed in the detector. The small branching ratio (low statistics) of the dileptonic decay channel of the $t\bar{t}$ system is compensated by an almost background free measurement of the $t\bar{t}$ production. In the presented analysis the kinematics of the $t\bar{t}$ final state is fully reconstructed. For this purpose six kinematic constrains are used to reconstruct the two undetected neutrinos in the $t\bar{t}$ final state. Two specific techniques are employed to account for the requirements of the boosted top quark analysis. Firstly, the spatial isolation of the leptons from hadronic jets in the events, which is important to reject fake leptons out of jets, was optimized by implementing an additional isolation criterion based on the relative transverse momentum of the electron to the jet. Secondly, to effectively suppress significant migrations from the true low $p_{T}(t)$ values to the boosted region, a kinematic restriction on the ratio of the invariant mass of the visible objects from the $t\bar{t}$ decay to the reconstructed $t\bar{t}$ mass is applied. The obtained cross section results in the high $p_{T}(t)$ region have a good precision, which is comparable to the one from measurements in the semi-leptonic channel, where hadronically decaying top quarks are reconstructed in the boosted regime as a single ``fat jet''. The measured production cross sections in the dileptonic and in the semi-leptonic decay channels are consistent with each other. The production dynamics of the boosted top quarks is elucidated in this work in more detail -- for this several differential production cross sections as a function of kinematic observables, such as the rapidity of the boosted top quark, are determined. Similar studies are performed in this work in the region of high invariant masses of the $t\bar{t}$ system. The comparison to Standard Model predictions based on four different QCD Monte Carlo simulation programs evidences no significant discrepancies. However, one can observe some trends in particular distributions, which indicate that the models are far from being perfect

Measurement of charm fragmentation fractions inphotoproduction at HERA

The production of $D^*$, $D^+$, $D^0$, $D_s$ and $\Lambda_c$ charm hadrons in ep scattering at HERA was studied with the ZEUS detector, and the fractions of c quarks hadronizing as a particular charm hadron were derived. The measurement has been performed in the photoproduction regime, using the full HERA II data set with a total integrated luminosity of 372 $pb^{-1}$. The obtained fractions are compared to previous results from HERA and from $e^+ e^-$ experiments