Vehicle Routing Problem and Capacitated Vehicle Routing Problem Frameworks in Fund Allocation Problem

被引:0
作者
Mamat, Nur Jumaadzan Zaleha [1 ]
Jaaman, Saiful Hafizah [1 ]
Ahmad, Rokiah Rozita [1 ]
机构
[1] Univ Kebangsaan Malaysia, Fac Sci & Technol, Sch Math Sci, Ukm Bangi 43600, Selangor, Malaysia
来源
2016 UKM FST POSTGRADUATE COLLOQUIUM | 2016年 / 1784卷
关键词
Vehicle routing problem; capacitated vehicle routing problem; investment fund allocation;
D O I
10.1063/1.4966820
中图分类号
O59 [应用物理学];
学科分类号
摘要
Two new methods adopted from methods commonly used in the field of transportation and logistics are proposed to solve a specific issue of investment allocation problem. Vehicle routing problem and capacitated vehicle routing methods are applied to optimize the fund allocation of a portfolio of investment assets. This is done by determining the sequence of the assets. As a result, total investment risk is minimized by this sequence.
引用
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页数:7
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