@article {RID:0909150650395-6,
	title = {Dynamic calibration of price-trend parameters for commodity futures trading},
	journal = {Journal of the Operational Research Society},
	volume = {45},
	number = {8},
	year = {1994},
	pages = {867-877},
	author = {Jos{\'e} Ant{\'o}nio Sarsfield Cabral and R. C. Guimaraes}
}
