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"This thesis is based on the first data from the Large Hadron Collider (LHC) at CERN. Its theme can be described as the classical Rutherford scattering experiment adapted to the LHC, measurement of scattering angles to search for new physics and substructure. At the LHC, colliding quarks and gluons exit the proton collisions as collimated particle showers, or jets. The thesis presents studies of the scattering angles of these jets. It includes a phenomenological study at the LHC design energy of 14 TeV, where a model of so-called large extra dimensions is used as a benchmark process for the sensitivity to new physics. The experimental result is the first measurement, made in 2010, by ATLAS, operating at the LHC start-up energy of 7 TeV. The result is compatible with the Standard Model and demonstrates how well the physics and the apparatus are understood. The first data is a tiny fraction of what will be accumulated in the coming years, and this study has set the stage for performing these measurements with confidence as the LHC accumulates luminosity and increases its energy, thereby probing smaller length scales."

"Produksi D meson sebagai fungsi multiplisitas partikel bermuatan telah diukur menggunakan ALICE detektor di LHC. Pengukuran ini dilakukan menggunakan data tumbukan proton-proton pada energi pusat massa 13 TeV yang direkam oleh ALICE detektor pada periode pengambilan data tahun 2016. D meson direkonstruksi melalui produk peluruhan hadroniknya pada empat interval pT dari 2 GeV/c sampai 24 GeV/c dengan ?

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D meson production as a function of charged particle multiplicity in proton proton collisions have been measured using ALICE detector at the LHC. This measurement was performed using proton proton collisions data at center of mass energy 13 TeV recorded by ALICE during the 2016 data taking periods. D meson were reconstructed through its hadronic decay product in four pT intervals ranged from 2 GeV c to 24 GeV c with "

"Produksi partikel D^*+-meson pada tumbukan proton-proton pada energi pusat massa 13 TeV dengan detektor ALICE dilaporkan dalam tesis ini. Data yang digunakan adalah data tumbukan proton-proton yang dikumpulkan oleh kolaborasi ALICE pada tahun 2016, 2017, dan 2018. Hasil rekonstruksi partikel D^*+-meson kemudian ditampilkan dalam bentuk plot distribusi massa invarian D^*+-meson dalam beberapa rentang momentum yakni 1-36 GeV/c. Penampang lintang D^*+-meson sebagai fungsi momentum dihitung dan dibandingkan dengan perhitungan teori perturbative QCD. Hasil perhitungan penampang lintang D^*+-meson menunjukkan kesesuaian dengan perhitungan teori.

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Measurement of the production cross section of D^*+-meson in proton-proton collisions at center of mass energy with ALICE detectors is presented in this study. The data collected by ALICE Collaboration in 2016, 2017, and 2018 was used in this work. Invariant mass distributions and production cross sections were measured as a function of momentum in the range 1-36 GeV/c. the production cross sections of D^*+-meson were compared with perturbative QCD model. The measurements were compatible with the theoretical predictions."

"Penelitian ini bertujuan untuk menganalisis penggunaan strategi momentum dengan menggunakan pendekatan harga tertinggi 52 minggu terakhir dan pendekatan lainnya untuk menilai kinerja saham sehingga dapat dikelompokkan kedalam saham winner (saham dengan kinerja yang baik) atau losser (saham dengan kinerja yang buruk). Pendekatan untuk menilai kinerja saham yang digunakan pada penelitian ini adalah menggunakan tingkat return saham, tingkat return industri, rasio harga dengan harga tertinggi 52 minggu terakhir dan jangka waktu terjadinya harga tertinggi 52 minggu terakhir. Selain itu, dilakukan pula kombinasi atas pendekatan jangka waktu terjadinya harga tertinggi 52 minggu terakhir dengan ketiga strategi lainnya. Penelitian ini menggunakan sampel yaitu saham-saham pada Bursa Efek Indonesia periode 2005-2012. Hasil yang didapat adalah strategi momentum dimana membeli saham winner dan menjual saham losser hanya dapat dilakukan pada pendekatan menggunakan tingkat return industri.

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This research aims to analyze the use of momentum strategies using 52-weeks high price method and other methods to assess the performance of stocks that can be grouped into winner stocks (stocks with good performance) or losser stocks (stocks with poor performance). Methods to assess the performance of stocks used in this study is to use the level of stock return, industry return, the ratio of 52-weeks high price with recent prrice and the timing of 52-weeks high price. The combination also conducted over the timing of 52-weeks high price with 3 other methods. This research used a sample of the stocks on the Indonesia Stock Exchange period 2005-2012. The result is momentum strategy where buying winner stocks and selling losser stocks can be done using industry return method."

"Pada penelitian ini, diperkenalkan sebuah distribusi yang disebut distribusi Pareto Positive Stable. Distribusi tersebut merupakan distribusi yang dibangun dengan menggunakan transformasi Laplace dari shape parameter pada distribusi Pareto. Selain itu, distribusi Pareto Positive Stable juga didapat dari tranformasi terhadap distrbusi Weibull. Transformasi yang digunakan adalah transformasi exponentiation serta transformasi multiplication by constant. Distribusi Pareto Positve Stable memiliki kelebihan yaitu bentuk fungsi kepadatan peluang berbentuk monoton turun maupun berbentuk unimodal. Selain itu, distribusi Pareto Positive Stable dapat memodelkan data severitas klaim dengan karakteristik data heavy tailed. Berdasarkan penaksiran paramater dengan menggunakan penaksiran maximum likelihood pada data klaim asuransi kendaraan bermotor, kemudian dilakukan perbandingan menggunakan distribusi Lognormal dengan menggunakan AIC dan BIC, didapat bahwa distribusi Pareto Positive Stable lebih baik dalam memodelkan severitas klaim asuransi kendaraan bermotor.

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In this study, it introduced a distribution called the Pareto Positive Stable distribution. The distribution is a distribution that is built using the Laplace transform of the shape parameter in the Pareto distribution. In addition, the Pareto Positive Stable distribution is also obtained from the transformation of the Weibull distribution. The transformations used are exponential transformation and multiplication by constant transformation. The Pareto Positive Stable distribution has the advantage of having the form of a probability density function in the form of a decreasing monotone or a unimodal form. In addition, the Pareto Positive Stable distribution can model claim severity data with heavy tail data characteristics. Based on the parameter estimation using maximum likelihood estimation for motor vehicle insurance claims data, then doing comparison using the distribution with the Lognormal distribution using AIC and BIC, it is found that the Pareto Positive Stable distribution is better in modeling the severity of motor vehicle insurance claims."

"This thesis wants to explore the effectiveness of momentum or contrarian strategy in Indonesian Stock Exchange using different methods in measuring the performance. The point of momentum or contrarian strategy is selecting winner (stocks with highest gain) or loser stock (stocks with highest loss) and then buy or sell it depend on the research result. This research using three methods in measuring performance used to select winner and loser stock. The first method is using cross section relative return, the second method is using cross section relative return plus risk component (return divided by standard deviation), and the third method is using historical relative return instead of cross section. The result is that, all of those three methods prove that momentum strategy is effectively applicable for winner stock, so in the next period winner stock will continue to make profit, while for loser stock, it is more effective to use contrarian strategy because in the next period, loser stock will rebound and make profit after suffering from high loss."