Vehicle routing problem and capacitated vehicle routing problem frameworks in fund allocation problem

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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.

Original languageEnglish
Title of host publication2016 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2016 Postgraduate Colloquium
PublisherAmerican Institute of Physics Inc.
Volume1784
ISBN (Electronic)9780735414464
DOIs
Publication statusPublished - 17 Nov 2016
Event2016 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2016 - Selangor, Malaysia
Duration: 13 Apr 201614 Apr 2016

Other

Other2016 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2016
CountryMalaysia
CitySelangor
Period13/4/1614/4/16

Fingerprint

vehicles
logistics

Keywords

  • capacitated vehicle routing problem
  • investment fund allocation
  • Vehicle routing problem

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Mamat, N. J. Z., Jaaman @ Sharman, S. H., & Ahmad, R. . R. (2016). Vehicle routing problem and capacitated vehicle routing problem frameworks in fund allocation problem. In 2016 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2016 Postgraduate Colloquium (Vol. 1784). [050001] American Institute of Physics Inc.. https://doi.org/10.1063/1.4966820

Vehicle routing problem and capacitated vehicle routing problem frameworks in fund allocation problem. / Mamat, Nur Jumaadzan Zaleha; Jaaman @ Sharman, Saiful Hafizah; Ahmad, Rokiah @ Rozita.

2016 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2016 Postgraduate Colloquium. Vol. 1784 American Institute of Physics Inc., 2016. 050001.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Mamat, NJZ, Jaaman @ Sharman, SH & Ahmad, RR 2016, Vehicle routing problem and capacitated vehicle routing problem frameworks in fund allocation problem. in 2016 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2016 Postgraduate Colloquium. vol. 1784, 050001, American Institute of Physics Inc., 2016 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2016, Selangor, Malaysia, 13/4/16. https://doi.org/10.1063/1.4966820
Mamat NJZ, Jaaman @ Sharman SH, Ahmad RR. Vehicle routing problem and capacitated vehicle routing problem frameworks in fund allocation problem. In 2016 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2016 Postgraduate Colloquium. Vol. 1784. American Institute of Physics Inc. 2016. 050001 https://doi.org/10.1063/1.4966820
Mamat, Nur Jumaadzan Zaleha ; Jaaman @ Sharman, Saiful Hafizah ; Ahmad, Rokiah @ Rozita. / Vehicle routing problem and capacitated vehicle routing problem frameworks in fund allocation problem. 2016 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2016 Postgraduate Colloquium. Vol. 1784 American Institute of Physics Inc., 2016.
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