592 research outputs found

    Measurements of the Top-Higgs Coupling with the CMS Experiment

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    The top-Higgs coupling is constrained using data measured with the CMS experiment in LHC Run 1 and 2. Constraints on anomalous top-Higgs couplings are derived by re-analyzing CMS Run 1 measurements. Furthermore, a search for Higgs production in association with a top-quark pair and Higgs-boson decays into b-quarks in Run 2 data is presented. Upper limits on ttH production are calculated and it is demonstrated that the analysis can also be used to constrain anomalous top-Higgs couplings

    Lima1 mediates the pluripotency control of membrane dynamics and cellular metabolism.

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    Lima1 is an extensively studied prognostic marker of malignancy and is also considered to be a tumour suppressor, but its role in a developmental context of non-transformed cells is poorly understood. Here, we characterise the expression pattern and examined the function of Lima1 in mouse embryos and pluripotent stem cell lines. We identify that Lima1 expression is controlled by the naĂŻve pluripotency circuit and is required for the suppression of membrane blebbing, as well as for proper mitochondrial energetics in embryonic stem cells. Moreover, forcing Lima1 expression enables primed mouse and human pluripotent stem cells to be incorporated into murine pre-implantation embryos. Thus, Lima1 is a key effector molecule that mediates the pluripotency control of membrane dynamics and cellular metabolism

    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 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

    Search for heavy resonances decaying to two Higgs bosons in final states containing four b quarks