Vehicle routing problem in investment fund allocation

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

5 Citations (Scopus)

Abstract

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.

Original languageEnglish
Title of host publicationAIP Conference Proceedings
Pages1366-1372
Number of pages7
Volume1522
DOIs
Publication statusPublished - 2013
Event20th National Symposium on Mathematical Sciences - Research in Mathematical Sciences: A Catalyst for Creativity and Innovation, SKSM 2012 - Putrajaya
Duration: 18 Dec 201220 Dec 2012

Other

Other20th National Symposium on Mathematical Sciences - Research in Mathematical Sciences: A Catalyst for Creativity and Innovation, SKSM 2012
CityPutrajaya
Period18/12/1220/12/12

Fingerprint

vehicles
programming
Malaysia
linear programming
logistics
integers
proposals
sectors
optimization

Keywords

  • Fund allocation
  • Optimization
  • Stock market

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Vehicle routing problem in investment fund allocation. / Mamat, Nur Jumaadzan Zaleha; Jaaman @ Sharman, Saiful Hafizah; Ahmad, Rokiah @ Rozita; Mohd, Ismail.

AIP Conference Proceedings. Vol. 1522 2013. p. 1366-1372.

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

Mamat, NJZ, Jaaman @ Sharman, SH, Ahmad, RR & Mohd, I 2013, Vehicle routing problem in investment fund allocation. in AIP Conference Proceedings. vol. 1522, pp. 1366-1372, 20th National Symposium on Mathematical Sciences - Research in Mathematical Sciences: A Catalyst for Creativity and Innovation, SKSM 2012, Putrajaya, 18/12/12. https://doi.org/10.1063/1.4801288
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