@misc{indiciae315151635817,
  title = {Nonlinear trading models through Sharpe Ratio maximization.},
  author = {M Choey and A S Weigend},
  year = {1997},
  doi = {10.1142/s0129065797000410},
  url = {https://pubmed.ncbi.nlm.nih.gov/9730018/},
  note = {Source identifier: 9730018}
}