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

An embedding technique to determine ττ backgrounds in proton-proton collision data

An embedding technique is presented to estimate standard model tau tau backgrounds from data with minimal simulation input. In the data, the muons are removed from reconstructed mu mu events and replaced with simulated tau leptons with the same kinematic properties. In this way, a set of hybrid events is obtained that does not rely on simulation except for the decay of the tau leptons. The challenges in describing the underlying event or the production of associated jets in the simulation are avoided. The technique described in this paper was developed for CMS. Its validation and the inherent uncertainties are also discussed. The demonstration of the performance of the technique is based on a sample of proton-proton collisions collected by CMS in 2017 at root s = 13 TeV corresponding to an integrated luminosity of 41.5 fb(-1).Peer reviewe

Bose-Einstein correlations of charged hadrons in proton-proton collisions at s\sqrt s = 13 TeV

Bose-Einstein correlations of charged hadrons are measured over a broad multiplicity range, from a few particles up to about 250 reconstructed charged hadrons in proton-proton collisions at $\sqrt{s}$ = 13 TeV. The results are based on data collected using the CMS detector at the LHC during runs with a special low-pileup configuration. Three analysis techniques with different degrees of dependence on simulations are used to remove the non-Bose-Einstein background from the correlation functions. All three methods give consistent results. The measured lengths of homogeneity are studied as functions of particle multiplicity as well as average pair transverse momentum and mass. The results are compared with data from both CMS and ATLAS at $\sqrt{s}$ = 7 TeV, as well as with theoretical predictions.[graphic not available: see fulltext]Bose-Einstein correlations of charged hadrons are measured over a broad multiplicity range, from a few particles up to about 250 reconstructed charged hadrons in proton-proton collisions at $\sqrt{s} =$ 13 TeV. The results are based on data collected using the CMS detector at the LHC during runs with a special low-pileup configuration. Three analysis techniques with different degrees of dependence on simulations are used to remove the non-Bose-Einstein background from the correlation functions. All three methods give consistent results. The measured lengths of homogeneity are studied as functions of particle multiplicity as well as average pair transverse momentum and mass. The results are compared with data from both CMS and ATLAS at $\sqrt{s} =$ 7 TeV, as well as with theoretical predictions

Search for supersymmetry in events with one lepton and multiple jets in proton-proton collisions at root s=13 TeV

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Search for dark matter in events with a leptoquark and missing transverse momentum in proton-proton collisions at 13 TeV

A search is presented for dark matter in proton-proton collisions at a center-of-mass energy of root s= 13 TeV using events with at least one high transverse momentum (p(T)) muon, at least one high-p(T) jet, and large missing transverse momentum. The data were collected with the CMS detector at the CERN LHC in 2016 and 2017, and correspond to an integrated luminosity of 77.4 fb(-1). In the examined scenario, a pair of scalar leptoquarks is assumed to be produced. One leptoquark decays to a muon and a jet while the other decays to dark matter and low-p(T) standard model particles. The signature for signal events would be significant missing transverse momentum from the dark matter in conjunction with a peak at the leptoquark mass in the invariant mass distribution of the highest p(T) muon and jet. The data are observed to be consistent with the background predicted by the standard model. For the first benchmark scenario considered, dark matter masses up to 500 GeV are excluded for leptoquark masses m(LQ) approximate to 1400 GeV, and up to 300 GeV for m(LQ) approximate to 1500 GeV. For the second benchmark scenario, dark matter masses up to 600 GeV are excluded for m(LQ) approximate to 1400 GeV. (C) 2019 The Author(s). Published by Elsevier B.V.Peer reviewe

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

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Calibration of the CMS hadron calorimeters using proton-proton collision data at root s=13 TeV

Methods are presented for calibrating the hadron calorimeter system of theCMSetector at the LHC. The hadron calorimeters of the CMS experiment are sampling calorimeters of brass and scintillator, and are in the form of one central detector and two endcaps. These calorimeters cover pseudorapidities vertical bar eta vertical bar ee data. The energy scale of the outer calorimeters has been determined with test beam data and is confirmed through data with high transverse momentum jets. In this paper, we present the details of the calibration methods and accuracy.Peer reviewe

Probing effective field theory operators in the associated production of top quarks with a Z boson in multilepton final states at root s=13 TeV

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Measurement of the Jet Mass Distribution and Top Quark Mass in Hadronic Decays of Boosted Top Quarks in pp Collisions at root s=13 TeV

A measurement is reported of the jet mass distribution in hadronic decays of boosted top quarks produced in pp collisions at root s = 13 TeV. The data were collected with the CMS detector at the LHC and correspond to an integrated luminosity of 35.9 fb(-1). The measurement is performed in the lepton + jets channel of t (t) over bar events, where the lepton is an electron or muon. The products of the hadronic top quark decay t -> bW -> bq (q) over bar' are reconstructed as a single jet with transverse momentum larger than 400 GeV. The t (t) over bar cross section as a function of the jet mass is unfolded at the particle level and used to extract a value of the top quark mass of 172.6 +/- 2.5 GeV. A novel jet reconstruction technique is used for the first time at the LHC, which improves the precision by a factor of 3 relative to an earlier measurement. This highlights the potential of measurements using boosted top quarks, where the new technique will enable future precision measurements.Peer reviewe

Search for an L-mu - L-tau gauge boson using Z -> 4 mu events in proton-proton collisions at root s=13 TeV

A search for a narrow Z' gauge boson with a mass between 5 and 70 GeV resulting from an L-mu - L-tau U (1) local gauge symmetry is reported. Theories that predict such a particle have been proposed as an explanation of various experimental discrepancies, including the lack of a dark matter signal in direct-detection experiments, tension in the measurement of the anomalous magnetic moment of the muon, and reports of possible lepton flavor universality violation in B meson decays. A data sample of proton-proton collisions at a center-of-mass energy of 13 TeV is used, corresponding to an integrated luminosity of 77.3 fb(-1) recorded in 2016 and 2017 by the CMS detector at the LHC. Events containing four muons with an invariant mass near the standard model Z boson mass are analyzed, and the selection is further optimized to be sensitive to the events that may contain Z -> Z'mu mu -> 4 mu decays. The event yields are consistent with the standard model predictions. Upper limits of 10(-8)-10(-7) at 95% confidence level are set on the product of branching fractions B(Z -> Z'mu mu)B(Z' -> mu mu), depending on the Z' mass, which excludes a Z' boson coupling strength to muons above 0.004-0.3. These are the first dedicated limits on L-mu - L-tau models at the LHC and result in a significant increase in the excluded model parameter space. The results of this search may also be used to constrain the coupling strength of any light Z' gauge boson to muons. (C) 2019 The Author(s). Published by Elsevier B.V.Peer reviewe