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

Impacts of the Tropical Pacific/Indian Oceans on the Seasonal Cycle of the West African Monsoon

The current consensus is that drought has developed in the Sahel during the second half of the twentieth century as a result of remote effects of oceanic anomalies amplified by local land–atmosphere interactions. This paper focuses on the impacts of oceanic anomalies upon West African climate and specifically aims to identify those from SST anomalies in the Pacific/Indian Oceans during spring and summer seasons, when they were significant. Idealized sensitivity experiments are performed with four atmospheric general circulation models (AGCMs). The prescribed SST patterns used in the AGCMs are based on the leading mode of covariability between SST anomalies over the Pacific/Indian Oceans and summer rainfall over West Africa. The results show that such oceanic anomalies in the Pacific/Indian Ocean lead to a northward shift of an anomalous dry belt from the Gulf of Guinea to the Sahel as the season advances. In the Sahel, the magnitude of rainfall anomalies is comparable to that obtained by other authors using SST anomalies confined to the proximity of the Atlantic Ocean. The mechanism connecting the Pacific/Indian SST anomalies with West African rainfall has a strong seasonal cycle. In spring (May and June), anomalous subsidence develops over both the Maritime Continent and the equatorial Atlantic in response to the enhanced equatorial heating. Precipitation increases over continental West Africa in association with stronger zonal convergence of moisture. In addition, precipitation decreases over the Gulf of Guinea. During the monsoon peak (July and August), the SST anomalies move westward over the equatorial Pacific and the two regions where subsidence occurred earlier in the seasons merge over West Africa. The monsoon weakens and rainfall decreases over the Sahel, especially in August.Peer reviewe

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

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

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

Peer reviewe

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

Peer reviewe

Measurement of the Splitting Function in &ITpp &ITand Pb-Pb Collisions at root&ITsNN&IT=5.02 TeV

Data from heavy ion collisions suggest that the evolution of a parton shower is modified by interactions with the color charges in the dense partonic medium created in these collisions, but it is not known where in the shower evolution the modifications occur. The momentum ratio of the two leading partons, resolved as subjets, provides information about the parton shower evolution. This substructure observable, known as the splitting function, reflects the process of a parton splitting into two other partons and has been measured for jets with transverse momentum between 140 and 500 GeV, in pp and PbPb collisions at a center-of-mass energy of 5.02 TeV per nucleon pair. In central PbPb collisions, the splitting function indicates a more unbalanced momentum ratio, compared to peripheral PbPb and pp collisions.. The measurements are compared to various predictions from event generators and analytical calculations.Peer reviewe

Measurement of nuclear modification factors of gamma(1S)), gamma(2S), and gamma(3S) mesons in PbPb collisions at root s(NN)=5.02 TeV

The cross sections for ϒ(1S), ϒ(2S), and ϒ(3S) production in lead-lead (PbPb) and proton-proton (pp) collisions at √sNN = 5.02 TeV have been measured using the CMS detector at the LHC. The nuclear modification factors, RAA, derived from the PbPb-to-pp ratio of yields for each state, are studied as functions of meson rapidity and transverse momentum, as well as PbPb collision centrality. The yields of all three states are found to be significantly suppressed, and compatible with a sequential ordering of the suppression, RAA(ϒ(1S)) > RAA(ϒ(2S)) > RAA(ϒ(3S)). The suppression of ϒ(1S) is larger than that seen at √sNN = 2.76 TeV, although the two are compatible within uncertainties. The upper limit on the RAA of ϒ(3S) integrated over pT, rapidity and centrality is 0.096 at 95% confidence level, which is the strongest suppression observed for a quarkonium state in heavy ion collisions to date. © 2019 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/). Funded by SCOAP3.Peer reviewe

Electroweak production of two jets in association with a Z boson in proton-proton collisions root s =13 TeV

A measurement of the electroweak (EW) production of two jets in association with a Z boson in proton-proton collisions at root s = 13 TeV is presented, based on data recorded in 2016 by the CMS experiment at the LHC corresponding to an integrated luminosity of 35.9 fb(-1). The measurement is performed in the lljj final state with l including electrons and muons, and the jets j corresponding to the quarks produced in the hard interaction. The measured cross section in a kinematic region defined by invariant masses m(ll) > 50 GeV, m(jj) > 120 GeV, and transverse momenta P-Tj > 25 GeV is sigma(EW) (lljj) = 534 +/- 20 (stat) fb (syst) fb, in agreement with leading-order standard model predictions. The final state is also used to perform a search for anomalous trilinear gauge couplings. No evidence is found and limits on anomalous trilinear gauge couplings associated with dimension-six operators are given in the framework of an effective field theory. The corresponding 95% confidence level intervals are -2.6 <cwww/Lambda(2) <2.6 TeV-2 and -8.4 <cw/Lambda(2) <10.1 TeV-2. The additional jet activity of events in a signal-enriched region is also studied, and the measurements are in agreement with predictions.Peer reviewe

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

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