All Outputs (2)

A compromise based fuzzy goal programming approach with satisfaction function for multi-objective portfolio optimisation (2015)
Conference Proceeding

In this paper we investigate a multi-objective portfolio selection model with three criteria: risk, return and liquidity for investors. Non-probabilistic uncertainty factors in the market, such as imprecision and vagueness of investors’ preference an... Read More about A compromise based fuzzy goal programming approach with satisfaction function for multi-objective portfolio optimisation.

A greedy heuristic for workforce scheduling and routing with time-dependent activities constraints (2015)
Conference Proceeding

We present a greedy heuristic (GHI) designed to tackle five time-dependent activities constraints (synchronisation, overlap, minimum difference, maximum difference and minimum-maximum difference) on workforce scheduling and routing problems. These ty... Read More about A greedy heuristic for workforce scheduling and routing with time-dependent activities constraints.