221 research outputs found

    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

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    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

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

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    Search for anomalous couplings in boosted WW/WZ -> l nu q(q)over-bar production in proton-proton collisions at root s=8TeV

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    Azimuthal separation in nearly back-to-back jet topologies in inclusive 2-and 3-jet events in pp collisions at root s=13TeV

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    A measurement for inclusive 2- and 3-jet events of the azimuthal correlation between the two jets with the largest transverse momenta, Delta phi(12), is presented. The measurement considers events where the two leading jets are nearly collinear ("back-to-back") in the transverse plane and is performed for several ranges of the leading jet transverse momentum. Proton-proton collision data collected with the CMS experiment at a center-of-mass energy of 13 TeV and corresponding to an integrated luminosity of 35.9 fb(-1) are used. Predictions based on calculations using matrix elements at leading-order and next-to-leading-order accuracy in perturbative quantum chromodynamics supplemented with leading-log parton showers and hadronization are generally in agreement with themeasurements. Discrepancies between the measurement and theoretical predictions are as large as 15%, mainly in the region 177 degrees <Delta phi(12) <180 degrees. The 2- and 3-jet measurements are not simultaneously described by any of models.Peer reviewe

    Observation of the χb1(3P)\chi_{b1}(3P) and χb2(3P)\chi_{b2}(3P) and measurement of their masses

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    The χb1(3P)\chi_{b1}(3P) and χb2(3P)\chi_{b2}(3P) states are observed through their γ(3S)γ\gamma(3S)_\gamma decays, using an event sample of proton-proton collisions collected by the CMS experiment at the CERN LHC. The data were collected at a center-of-mass energy of 13 TeV and correspond to an integrated luminosity of 80.0  fb180.0  fb^{−1}. Theγ(3S)\gamma(3S) mesons are identified through their dimuon decay channel, while the low-energy photons are detected after converting to e+ee^+e ^− pairs in the silicon tracker, leading to a χb1(3P)\chi_{b1}(3P) mass resolution of 2.2 MeV. This is the first time that the J=1 and 2 states are well resolved and their masses individually measured: 10513.42±0.41(stat)±0.18(syst)  MeV10513.42±0.41(stat)±0.18(syst)  MeV and 10524.02±0.57(stat)±0.18(syst)  MeV10524.02±0.57(stat)±0.18(syst)  MeV; they are determined with respect to the world-average value of the γ(3S)\gamma(3S) mass, which has an uncertainty of 0.5 MeV. The mass splitting is measured to be 10.60±0.64(stat)±0.17(syst)  MeV10.60±0.64(stat)±0.17(syst)  MeV

    The blind-test activity of the GOAHEAD project

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    This paper describes the blind-test CFD activity of the EU 6th Framework project GOAHEAD. This blind-test activity has been used to evaluate and assess the helicopter CFD codes which are today in use in Europe and to scrutinize the wind-tunnel test conditions with respect to the expected flow phenomena prior to the wind-tunnel test campaign. Results are presented for an isolated fuselage test case, a low-speed (pitch-up) test case, a cruise test case, a high-speed tail-shake test case and a highly-load rotor (dynamic-stall) test case

    Measurement of the weak mixing angle using the forward-backward asymmetry of Drell-Yan events in pp collisions at 8 TeV

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    A measurement is presented of the effective leptonic weak mixing angle (sin(2) theta(effl))using the forward- backward asymmetry of Drell-Yan lepton pairs (mu mu and ee) produced in proton-proton collisions at N root s = 8 TeV at the CMS experiment of the LHC. The data correspond to integrated luminosities of 18.8 and 19.6 fb(-1) in the dimuon and dielectron channels, respectively, containing 8.2 million dimuon and 4.9 million dielectron events. With more events and new analysis techniques, including constraints obtained on the parton distribution functions from the measured forward-backward asymmetry, the statistical and systematic uncertainties are significantly reduced relative to previous CMS measurements. The extracted value of sin(2) theta(effl) from the combined dilepton data is sin(2) theta(effl) = 0.23101 +/- 0.00036 (stat) +/- 0.00018 (syst) 0.00016 (theo) +/- 0.00031 (parton distributions in proton) = 0.23101 +/- 0.00053.Peer reviewe
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