Standard-Nutzungsbedingungen: Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden. Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen. Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Abstract: We adopt Schwartz and Smith's model (2000) to calculate risk measures of Brent oil futures contracts and light sweet crude oil (WTI) futures contracts and Mirantes, Poblacion and Serna's model (2012) to calculate risk measures of natural gas futures contracts, gasoil futures contracts, heating oil futures contracts, RBOB gasoline futures contracts, PJM western hub peak and off-peak electricity futures contracts. We show that the models present well goodness of fit and explain two stylized facts of the data: the Samuelson effect and the seasonality effect. Our backtesting results demonstrate that the models provide satisfactory risk measures for listed energy commodity futures contracts. A simple estimation method possessing quick convergence is developed. JEL classifications: C58; G13; G32

Summary. The issue of setting the values of various parameters of an evolutionary algorithm is crucial for good performance. In this paper we discuss how to do this, beginning with the issue of whether these values are best set in advance or are best changed during evolution. We provide a classification of different approaches based on a number of complementary features, and pay special attention to setting parameters on-the-fly. This has the potential of adjusting the algorithm to the problem while solving the problem. This paper is intended to present a survey rather than a set of prescriptive details for implementing an EA for a particular type of problem. For this reason we have chosen to interleave a number of examples throughout the text. Thus we hope to both clarify the points we wish to raise as we present them, and also to give the reader a feel for some of the many possibilities available for controlling different parameters.

The performance tradeoff between hardware complexity and clock speed is studied. First, a generic superscalar pipeline is defined. Then the specific areas of register renaming, instruction window wakeup and selection logic, and operand bypassing are analyzed. Each is modeled and Spice simulated for feature sizes of 0:8m, 0:35m, and 0:18m. Performance results and trends are expressed in terms of issue width and window size. Our analysis indicates that window wakeup and selection logic as well as operand bypass logic are likely to be the most critical in the future.A microarchitecture that simplifies wakeup and selection logic is proposed and discussed. This implementation puts chains of dependent instructions into queues, and issues instructions from multiple queues in parallel. Simulation shows little slowdown as compared with a completely flexible issue window when performance is measured in clock cycles. Furthermore, because only instructions at queue heads need to be awakened and selected, issue logic is simplified and the clock cycle is faster -consequently overall performance is improved. By grouping dependent instructions together, the proposed microarchitecture will help minimize performance degradation due to slow bypasses in future wide-issue machines.

BACKGROUND AND PURPOSE. Peer norms influence the adoption of behavior changes to reduce risk for HIV (human immunodeficiency virus) infection. By experimentally intervening at a community level to modify risk behavior norms, it may be possible to promote generalized reductions in HIV risk practices within a population. METHODS. We trained persons reliably identified as popular opinion leaders among gay men in a small city to serve as behavior change endorsers to their peers. The opinion leaders acquired social skills for making these endorsements and complied in talking frequently with friends and acquaintances. Before and after intervention, we conducted surveys of men patronizing gay clubs in the intervention city and in two matched comparison cities. RESULTS. In the intervention city, the proportion of men who engaged in any unprotected anal intercourse in a two-month period decreased from 36.9 percent to 27.5 percent (-25 percent from baseline), with a reduction from 27.1 percent to 19.0 percent (-30 percent from baseline) for unprotected receptive anal intercourse. Relative to baseline levels, there was a 16 percent increase in condom use during anal intercourse and an 18 percent decrease in the proportion of men with more than one sexual partner. Little or no change was observed among men in the comparison cities over the same period of time. CONCLUSIONS. Interventions that employ peer leaders to endorse change may produce or accelerate population behavior changes to lessen risk for HIV infection.