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    The Gaia-ESO Public Spectroscopic Survey: Motivation, implementation, GIRAFFE data processing, analysis, and final data products

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    The Gaia-ESO Public Spectroscopic Survey is an ambitious project designed to obtain astrophysical parameters and elemental abundances for 100,000 stars, including large representative samples of the stellar populations in the Galaxy, and a well-defined sample of 60 (plus 20 archive) open clusters. We provide internally consistent results calibrated on benchmark stars and star clusters, extending across a very wide range of abundances and ages. This provides a legacy data set of intrinsic value, and equally a large wide-ranging dataset that is of value for homogenisation of other and future stellar surveys and Gaia's astrophysical parameters. This article provides an overview of the survey methodology, the scientific aims, and the implementation, including a description of the data processing for the GIRAFFE spectra. A companion paper (arXiv:2206.02901) introduces the survey results. Gaia-ESO aspires to quantify both random and systematic contributions to measurement uncertainties. Thus all available spectroscopic analysis techniques are utilised, each spectrum being analysed by up to several different analysis pipelines, with considerable effort being made to homogenise and calibrate the resulting parameters. We describe here the sequence of activities up to delivery of processed data products to the ESO Science Archive Facility for open use. The Gaia-ESO Survey obtained 202,000 spectra of 115,000 stars using 340 allocated VLT nights between December 2011 and January 2018 from GIRAFFE and UVES. The full consistently reduced final data set of spectra was released through the ESO Science Archive Facility in late 2020, with the full astrophysical parameters sets following in 2022

    Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

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    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 √į√į¬•with constraints√į √į √į¬• ¬• √įand√į¬ī√į¬• = √į. 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
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