1,735 research outputs found

    Data driven background estimation in HEP using Generative Adversarial Networks

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    Data-driven methods are widely used to overcome shortcomings of Monte Carlo simulations (lack of statistics, mismodeling of processes, etc.) in experimental high energy physics. A precise description of background processes is crucial to reach the optimal sensitivity for a measurement. However, the selection of the control region used to describe the background process in a region of interest biases the distribution of some physics observables, rendering the use of such observables impossible in a physics analysis. Rather than discarding these events and/or observables, we propose a novel method to generate physics objects compatible with the region of interest and properly describing the correlations with the rest of the event properties. We use a generative adversarial network (GAN) for this task, as GANs are among the best generator models for various applications. We illustrate the method by generating a new misidentified photon for the ő≥+jets\gamma + \mathrm{jets} background of the H‚Üíő≥ő≥\mathrm{H}\to\gamma\gamma analysis at the CERN LHC, and demonstrate that this GAN generator is able to produce a coherent object correlated with the different properties of the rest of the event

    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

    Differential cross section measurements for the production of a W boson in association with jets in proton‚Äďproton collisions at ‚ąös = 7 TeV