Kumkum Garg
2008
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Kumkum Garg trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Kumkum Garg overall
Papers from Kumkum Garg's perspective
Ordered by how strongly the researchers Kumkum Garg trusts endorse each paper. Same corpus, a different order for every researcher.
- Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index
- Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
- Financial Forecasting Using Support Vector Machines (Neural computing & applications (Print))
- An overview of statistical learning theory
- Financial time series forecasting using support vector machines
- Application of Support Vector Machines in Financial Time Series Forecasting
- Application of support vector machines in !nancial time series forecasting
- Support vector machines for spam categorization
- Text Categorization with Support Vector Machines: Learning with Many Relevant Features
- Genetic Algorithms in Search Optimization and Machine Learning
Their papers
- A Hybrid Machine Learning System for Stock Market Forecasting (2008) — 190 citations