Modeling ecological and evolutionary processes in spatially structured populations

Many species inhabit fragmented landscapes, resulting either from anthropogenic or from natural processes. The ecological and evolutionary dynamics of spatially structured populations are affected by a complex interplay between endogenous and exogenous factors. The metapopulation approach, simplifying the landscape to a discrete set of patches of breeding habitat surrounded by unsuitable matrix, has become a widely applied paradigm for the study of species inhabiting highly fragmented landscapes. In this thesis, I focus on the construction of biologically realistic models and their parameterization with empirical data, with the general objective of understanding how the interactions between individuals and their spatially structured environment affect ecological and evolutionary processes in fragmented landscapes. I study two hierarchically structured model systems, which are the Glanville fritillary butterfly in the Åland Islands, and a system of two interacting aphid species in the Tvärminne archipelago, both being located in South-Western Finland. The interesting and challenging feature of both study systems is that the population dynamics occur over multiple spatial scales that are linked by various processes. My main emphasis is in the development of mathematical and statistical methodologies. For the Glanville fritillary case study, I first build a Bayesian framework for the estimation of death rates and capture probabilities from mark-recapture data, with the novelty of accounting for variation among individuals in capture probabilities and survival. I then characterize the dispersal phase of the butterflies by deriving a mathematical approximation of a diffusion-based movement model applied to a network of patches. I use the movement model as a building block to construct an individual-based evolutionary model for the Glanville fritillary butterfly metapopulation. I parameterize the evolutionary model using a pattern-oriented approach, and use it to study how the landscape structure affects the evolution of dispersal. For the aphid case study, I develop a Bayesian model of hierarchical multi-scale metapopulation dynamics, where the observed extinction and colonization rates are decomposed into intrinsic rates operating specifically at each spatial scale. In summary, I show how analytical approaches, hierarchical Bayesian methods and individual-based simulations can be used individually or in combination to tackle complex problems from many different viewpoints. In particular, hierarchical Bayesian methods provide a useful tool for decomposing ecological complexity into more tractable components.

Association between molecular variation in the phosphoglucose isomerase (Pgi) locus and migration propensity in the Glanville fritillary butterfly

Habitat fragmentation produces patches of suitable habitat surrounded by unfavourable matrix habitat. A species may persist in such a fragmented landscape in an equilibrium between the extinctions and recolonizations of local populations, thus forming a metapopulation. Migration between local populations is necessary for the long-term persistence of a metapopulation. The Glanville fritillary butterfly (Melitaea cinxia) forms a metapopulation in the Åland islands in Finland. There is migration between the populations, the extent of which is affected by several environmental factors and variation in the phenotype of individual butterflies. Different allelic forms of the glycolytic enzyme phosphoglucose isomerase (Pgi) has been identified as a possible genetic factor influencing flight performance and migration rate in this species. The frequency of a certain Pgi allele, Pgi-f, follows the same pattern in relation to population age and connectivity as migration propensity. Furthermore, variation in flight metabolic performance, which is likely to affect migration propensity, has been linked to genetic variation in Pgi or a closely linked locus. The aim of this study was to investigate the association between Pgi genotype and the migration propensity in the Glanville fritillary both at the individual and population levels using a statistical modelling approach. A mark-release-recapture (MRR) study was conducted in a habitat patch network of M. cinxia in Åland to collect data on the movements of individual butterflies. Larval samples from the study area were also collected for population level examinations. Each butterfly and larva was genotyped at the Pgi locus. The MRR data was parameterised with two mathematical models of migration: the Virtual Migration Model (VM) and the spatially explicit diffusion model. VM model predicted and observed numbers of emigrants from populations with high and low frequencies of Pgi-f were compared. Posterior predictive data sets were simulated based on the parameters of the diffusion model. Lack-of-fit of observed values to the model predicted values of several descriptors of movements were detected, and the effect of Pgi genotype on the deviations was assessed by randomizations including the genotype information. This study revealed a possible difference in the effect of Pgi genotype on migration propensity between the two sexes in the Glanville fritillary. The females with and males without the Pgi-f allele moved more between habitat patches, which is probably related to differences in the function of flight in the two sexes. Females may use their high flight capacity to migrate between habitat patches to find suitable oviposition sites, whereas males may use it to acquire mates by keeping a territory and fighting off other intruding males, possibly causing them to emigrate. The results were consistent across different movement descriptors and at the individual and population levels. The effect of Pgi is likely to be dependent on the structure of the landscape and the prevailing environmental conditions.

Digital elevation model error in terrain analysis

Digital elevation models (DEMs) have been an important topic in geography and surveying sciences for decades due to their geomorphological importance as the reference surface for gravita-tion-driven material flow, as well as the wide range of uses and applications. When DEM is used in terrain analysis, for example in automatic drainage basin delineation, errors of the model collect in the analysis results. Investigation of this phenomenon is known as error propagation analysis, which has a direct influence on the decision-making process based on interpretations and applications of terrain analysis. Additionally, it may have an indirect influence on data acquisition and the DEM generation. The focus of the thesis was on the fine toposcale DEMs, which are typically represented in a 5-50m grid and used in the application scale 1:10 000-1:50 000. The thesis presents a three-step framework for investigating error propagation in DEM-based terrain analysis. The framework includes methods for visualising the morphological gross errors of DEMs, exploring the statistical and spatial characteristics of the DEM error, making analytical and simulation-based error propagation analysis and interpreting the error propagation analysis results. The DEM error model was built using geostatistical methods. The results show that appropriate and exhaustive reporting of various aspects of fine toposcale DEM error is a complex task. This is due to the high number of outliers in the error distribution and morphological gross errors, which are detectable with presented visualisation methods. In ad-dition, the use of global characterisation of DEM error is a gross generalisation of reality due to the small extent of the areas in which the decision of stationarity is not violated. This was shown using exhaustive high-quality reference DEM based on airborne laser scanning and local semivariogram analysis. The error propagation analysis revealed that, as expected, an increase in the DEM vertical error will increase the error in surface derivatives. However, contrary to expectations, the spatial au-tocorrelation of the model appears to have varying effects on the error propagation analysis depend-ing on the application. The use of a spatially uncorrelated DEM error model has been considered as a 'worst-case scenario', but this opinion is now challenged because none of the DEM derivatives investigated in the study had maximum variation with spatially uncorrelated random error. Sig-nificant performance improvement was achieved in simulation-based error propagation analysis by applying process convolution in generating realisations of the DEM error model. In addition, typology of uncertainty in drainage basin delineations is presented.

Habitat use and population dynamics of brown bears (Ursus arctos) in Scandinavia

Large carnivore populations are currently recovering from past extirpation efforts and expanding back into their original habitats. At the same time human activities have resulted in very few wilderness areas left with suitable habitats and size large enough to maintain populations of large carnivores without human contact. Consequently the long-term future of large carnivores depends on their successful integration into landscapes where humans live. Thus, understanding their behaviour and interaction with surrounding habitats is of utmost importance in the development of management strategies for large carnivores. This applies also to brown bears (Ursus arctos) that were almost exterminated from Scandinavia and Finland at the turn of the century, but are now expanding their range with the current population estimates being approximately 2600 bears in Scandinavia and 840 in Finland. This thesis focuses on the large-scale habitat use and population dynamics of brown bears in Scandinavia with the objective to develop modelling approaches that support the management of bear populations. Habitat analysis shows that bear home ranges occur mainly in forested areas with a low level of human influence relative to surrounding areas. Habitat modelling based on these findings allows identification and quantification of the potentially suitable areas for bears in Scandinavia. Additionally, this thesis presents novel improvements to home range estimation that enable realistic estimates of the effective area required for the bears to establish a home range. This is achieved through fitting to the radio-tracking data to establish the amount of temporal autocorrelation and the proportion of time spent in different habitat types. Together these form a basis for the landscape-level management of the expanding population. Successful management of bears requires also assessment of the consequences of harvest on the population viability. An individual-based simulation model, accounting for the sexually selected infanticide, was used to investigate the possibility of increasing the harvest using different hunting strategies, such as trophy harvest of males. The results indicated that the population can sustain twice the current harvest rate. However, harvest should be changed gradually while carefully monitoring the population growth as some effects of increased harvest may manifest themselves only after a time-delay. The results and methodological improvements in this thesis can be applied to the Finnish bear population and to other large carnivores. They provide grounds for the further development of spatially-realistic management-oriented models of brow bear dynamics that can make projections of the future distribution of bears while accounting for the development of human activities.

Dynamics of Finnish starlings in 1951-2005 : from monitoring to population modelling

Farmland bird species have been declining in Europe. Many declines have coincided with general intensification of farming practices. In Finland, replacement of mixed farming, including rotational pastures, with specialized cultivation has been one of the most drastic changes from the 1960s to the 1990s. This kind of habitat deterioration limits the persistence of populations, as has been previously indicated from local populations. Integrated population monitoring, which gathers species-specific information of population size and demography, can be used to assess the response of a population to environment changes also at a large spatial scale. I targeted my analysis at the Finnish starling (Sturnus vulgaris). Starlings are common breeders in farmland habitats, but severe declines of local populations have been reported from Finland in the 1970s and 1980s and later from other parts of Europe. Habitat deterioration (replacement of pasture and grassland habitats with specialized cultivation areas) limits reproductive success of the species. I analysed regional population data in order to exemplify the importance of agricultural change to bird population dynamics. I used nestling ringing and nest-card data from 1951 to 2005 in order to quantify population trends and per capita reproductive success within several geographical regions (south/north and west/east aspects). I used matrix modelling, acknowledging age-specific survival and fecundity parameters and density-dependence, to model population dynamics. Finnish starlings declined by 80% from the end of the 1960s up to the end of the 1980s. The observed patterns and the model indicated that the population decline was due to the decline of the carrying capacity of farmland habitats. The decline was most severe in north Finland where populations largely become extinct. However, habitat deterioration was most severe in the southern breeding areas. The deteriorations in habitat quality decreased reproduction, which finally caused the decline. I suggest that poorly-productive northern populations have been partly maintained by immigration from the highly-productive southern populations. As the southern populations declined, ceasing emigration caused the population extinction in north. This phenomenon was explained with source sink population dynamics, which I structured and verified on the basis of a spatially explicit simulation model. I found that southern Finnish starling population exhibits ten-year cyclic regularity, a phenomenon that can be explained with delayed density-dependence in reproduction.

From Iron Horse to Rauta-airot - a Semiotic View on the Domestication of Metaphors in Literary Translation

The thesis concentrates on two questions: the translation of metaphors in literary texts, and the use of semiotic models and tools in translation studies. The aim of the thesis is to present a semiotic, text based model designed to ease the translation of metaphors and to analyze translated metaphors. In the translation of metaphors I will concentrate on the central problem of metaphor translations: in addition to its denotation and connotation, a single metaphor may contain numerous culture or genre specific meanings. How can a translator ensure the translation of all meanings relevant to the text as a whole? I will approach the question from two directions. Umberto Eco's holistic text analysis model provides an opportunity to concentrate on the problematic nature of metaphor translation from the level of a text as a specific entity, while George Lakoff's and Mark Johnson's metaphor research makes it possible to approach the question from the level of individual metaphors. On the semiotic side, the model utilizes Eero Tarasti's existential semiotics supported by Algirdas Greimas' actant model and Yuri Lotman's theory of cultural semiotics. In the model introduced in the thesis, individual texts are deconstructed through Eco's model into elements. The textual roles and features of these elements are distilled further through Tarasti's model into their coexistent meaning levels. The priorization and analysis of these meaning levels provide an opportunity to consider the contents and significance of specific metaphors in relation to the needs of the text as a whole. As example texts, I will use Motörhead's hard rock classic Iron Horse/Born to Lose and its translation into Rauta-airot by Viikate. I will use the introduced model to analyze the metaphors in the source and target texts, and to consider the transfer of culture specific elements between the languages and cultural borders. In addition, I will use the analysis process to examine the validity of the model introduced in the thesis.

Spatial ecology of food webs : herbivore-parasitoid communities on the pedunculate oak

Herbivorous insects, their host plants and natural enemies form the largest and most species-rich communities on earth. But what forces structure such communities? Do they represent random collections of species, or are they assembled by given rules? To address these questions, food webs offer excellent tools. As a result of their versatile information content, such webs have become the focus of intensive research over the last few decades. In this thesis, I study herbivore-parasitoid food webs from a new perspective: I construct multiple, quantitative food webs in a spatially explicit setting, at two different scales. Focusing on food webs consisting of specialist herbivores and their natural enemies on the pedunculate oak, Quercus robur, I examine consistency in food web structure across space and time, and how landscape context affects this structure. As an important methodological development, I use DNA barcoding to resolve potential cryptic species in the food webs, and to examine their effect on food web structure. I find that DNA barcoding changes our perception of species identity for as many as a third of the individuals, by reducing misidentifications and by resolving several cryptic species. In terms of the variation detected in food web structure, I find surprising consistency in both space and time. From a spatial perspective, landscape context leaves no detectable imprint on food web structure, while species richness declines significantly with decreasing connectivity. From a temporal perspective, food web structure remains predictable from year to year, despite considerable species turnover in local communities. The rate of such turnover varies between guilds and species within guilds. The factors best explaining these observations are abundant and common species, which have a quantitatively dominant imprint on overall structure, and suffer the lowest turnover. By contrast, rare species with little impact on food web structure exhibit the highest turnover rates. These patterns reveal important limitations of modern metrics of quantitative food web structure. While they accurately describe the overall topology of the web and its most significant interactions, they are disproportionately affected by species with given traits, and insensitive to the specific identity of species. As rare species have been shown to be important for food web stability, metrics depicting quantitative food web structure should then not be used as the sole descriptors of communities in a changing world. To detect and resolve the versatile imprint of global environmental change, one should rather use these metrics as one tool among several.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Mechanism of RNA Translocation by a Viral Packaging Motor

Molecular motors are proteins that convert chemical energy into mechanical work. The viral packaging ATPase P4 is a hexameric molecular motor that translocates RNA into preformed viral capsids. P4 belongs to the ubiquitous class of hexameric helicases. Although its structure is known, the mechanism of RNA translocation remains elusive. Here we present a detailed kinetic study of nucleotide binding, hydrolysis, and product release by P4. We propose a stochastic-sequential cooperative model to describe the coordination of ATP hydrolysis within the hexamer. In this model the apparent cooperativity is a result of hydrolysis stimulation by ATP and RNA binding to neighboring subunits rather than cooperative nucleotide binding. Simultaneous interaction of neighboring subunits with RNA makes the otherwise random hydrolysis sequential and processive. Further, we use hydrogen/deuterium exchange detected by high resolution mass spectrometry to visualize P4 conformational dynamics during the catalytic cycle. Concerted changes of exchange kinetics reveal a cooperative unit that dynamically links ATP binding sites and the central RNA binding channel. The cooperative unit is compatible with the structure-based model in which translocation is effected by conformational changes of a limited protein region. Deuterium labeling also discloses the transition state associated with RNA loading which proceeds via opening of the hexameric ring. Hydrogen/deuterium exchange is further used to delineate the interactions of the P4 hexamer with the viral procapsid. P4 associates with the procapsid via its C-terminal face. The interactions stabilize subunit interfaces within the hexamer. The conformation of the virus-bound hexamer is more stable than the hexamer in solution, which is prone to spontaneous ring openings. We propose that the stabilization within the viral capsid increases the packaging processivity and confers selectivity during RNA loading. Finally, we use single molecule techniques to characterize P4 translocation along RNA. While the P4 hexamer encloses RNA topologically within the central channel, it diffuses randomly along the RNA. In the presence of ATP, unidirectional net movement is discernible in addition to the stochastic motion. The diffusion is hindered by activation energy barriers that depend on the nucleotide binding state. The results suggest that P4 employs an electrostatic clutch instead of cycling through stable, discrete, RNA binding states during translocation. Conformational changes coupled to ATP hydrolysis modify the electrostatic potential inside the central channel, which in turn biases RNA motion in one direction. Implications of the P4 model for other hexameric molecular motors are discussed.

Generalised regression estimation for domain class frequencies

This study examines the properties of Generalised Regression (GREG) estimators for domain class frequencies and proportions. The family of GREG estimators forms the class of design-based model-assisted estimators. All GREG estimators utilise auxiliary information via modelling. The classic GREG estimator with a linear fixed effects assisting model (GREG-lin) is one example. But when estimating class frequencies, the study variable is binary or polytomous. Therefore logistic-type assisting models (e.g. logistic or probit model) should be preferred over the linear one. However, other GREG estimators than GREG-lin are rarely used, and knowledge about their properties is limited. This study examines the properties of L-GREG estimators, which are GREG estimators with fixed-effects logistic-type models. Three research questions are addressed. First, I study whether and when L-GREG estimators are more accurate than GREG-lin. Theoretical results and Monte Carlo experiments which cover both equal and unequal probability sampling designs and a wide variety of model formulations show that in standard situations, the difference between L-GREG and GREG-lin is small. But in the case of a strong assisting model, two interesting situations arise: if the domain sample size is reasonably large, L-GREG is more accurate than GREG-lin, and if the domain sample size is very small, estimation of assisting model parameters may be inaccurate, resulting in bias for L-GREG. Second, I study variance estimation for the L-GREG estimators. The standard variance estimator (S) for all GREG estimators resembles the Sen-Yates-Grundy variance estimator, but it is a double sum of prediction errors, not of the observed values of the study variable. Monte Carlo experiments show that S underestimates the variance of L-GREG especially if the domain sample size is minor, or if the assisting model is strong. Third, since the standard variance estimator S often fails for the L-GREG estimators, I propose a new augmented variance estimator (A). The difference between S and the new estimator A is that the latter takes into account the difference between the sample fit model and the census fit model. In Monte Carlo experiments, the new estimator A outperformed the standard estimator S in terms of bias, root mean square error and coverage rate. Thus the new estimator provides a good alternative to the standard estimator.

Detecting Earnings Management Using Neural Networks

Detecting Earnings Management Using Neural Networks. Trying to balance between relevant and reliable accounting data, generally accepted accounting principles (GAAP) allow, to some extent, the company management to use their judgment and to make subjective assessments when preparing financial statements. The opportunistic use of the discretion in financial reporting is called earnings management. There have been a considerable number of suggestions of methods for detecting accrual based earnings management. A majority of these methods are based on linear regression. The problem with using linear regression is that a linear relationship between the dependent variable and the independent variables must be assumed. However, previous research has shown that the relationship between accruals and some of the explanatory variables, such as company performance, is non-linear. An alternative to linear regression, which can handle non-linear relationships, is neural networks. The type of neural network used in this study is the feed-forward back-propagation neural network. Three neural network-based models are compared with four commonly used linear regression-based earnings management detection models. All seven models are based on the earnings management detection model presented by Jones (1991). The performance of the models is assessed in three steps. First, a random data set of companies is used. Second, the discretionary accruals from the random data set are ranked according to six different variables. The discretionary accruals in the highest and lowest quartiles for these six variables are then compared. Third, a data set containing simulated earnings management is used. Both expense and revenue manipulation ranging between -5% and 5% of lagged total assets is simulated. Furthermore, two neural network-based models and two linear regression-based models are used with a data set containing financial statement data from 110 failed companies. Overall, the results show that the linear regression-based models, except for the model using a piecewise linear approach, produce biased estimates of discretionary accruals. The neural network-based model with the original Jones model variables and the neural network-based model augmented with ROA as an independent variable, however, perform well in all three steps. Especially in the second step, where the highest and lowest quartiles of ranked discretionary accruals are examined, the neural network-based model augmented with ROA as an independent variable outperforms the other models.