Vehicle Routing Problem in Investment Fund Allocation

被引：5

作者：

Mamat, Nur Jumaadzan Zaleha ^{[1
]}

Jaaman, Saiful Hafizah ^{[1
]}

Ahmad, Rokiah Rozita ^{[1
]}

Mohd, Ismail ^{[2
]}

机构：

[1] Univ Kebangsaan Malaysia, Fac Sci & Technol, Sch Math Sci, Ukm Bangi 43600, Selangor DE, Malaysia

[2] Univ Malaysia Terengganu, Fac Sci & Technol, Dept Math, Kuala Terengganu 21300, Terengganu, Malaysia

来源：

PROCEEDINGS OF THE 20TH NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM20): RESEARCH IN MATHEMATICAL SCIENCES: A CATALYST FOR CREATIVITY AND INNOVATION, PTS A AND B | 2013年 / 1522卷

关键词：

optimization; fund allocation; stock market; PORTFOLIO SELECTION; ASSET ALLOCATION; MODEL; ALGORITHM;

D O I：

10.1063/1.4801288

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Since its introduction by Dantzig and Ramser in 1959, vehicle routing problem keeps evolving in theories, applications and variability. The evolution in computing and technology are also important contributors to research in solving vehicle routing problem. The main sectors of interests among researchers and practitioners for vehicle routing problem are transportation, distribution and logistics. However, literature found that concept and benefits of vehicle routing problem are not taken advantages of by researchers in the field of investment. Other methods found used in investment include multi-objective programming, linear programming, goal programming and integer programming. Yet the application of vehicle routing problem is not fully explored. A proposal on a framework of the fund allocation optimization using vehicle routing problem is presented here. Preliminary results using FTSE Bursa Malaysia data testing the framework are also given.

引用

页码：1366 / 1372

页数：7

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