Stock boundaries of Parapenaeus longirostris (Lucas, 1846) populations in the Italian seas: Development of genomic 2b-RAD markers and biological variation analysis.

This thesis is developed in the contest of Ritmare project WP1, which main objective is the development of a sustainable fishery through the identification of populations boundaries in commercially important species in Italian Seas. Three main objectives are discussed in order to help reach the main purpose of identification of stock boundaries in Parapenaeus longirostris: 1 -Development of a representative sampling design for Italian seas; 2 -Evaluation of 2b-RAD protocol; 3 -Investigation of populations through biological data analysis. First of all we defined and accomplished a sampling design which properly represents all Italian seas. Then we used information and data about nursery areas distribution, abundance of populations and importance of P. longirostris in local fishery, to develop an experimental design that prioritize the most important areas to maximize the results with actual project funds. We introduced for the first time the use of 2b-RAD on this species, a genotyping method based on sequencing the uniform fragments produced by type IIB restriction endonucleases. Thanks to this method we were able to move from genetics to the more complex genomics. In order to proceed with 2b-RAD we performed several tests to identify the best DNA extraction kit and protocol and finally we were able to extract 192 high quality DNA extracts ready to be processed. We tested 2b-RAD with five samples and after high-throughput sequencing of libraries we used the software “Stacks” to analyze the sequences. We obtained positive results identifying a great number of SNP markers among the five samples. To guarantee a multidisciplinary approach we used the biological data associated to the collected samples to investigate differences between geographical samples. Such approach assures continuity with other project, for instance STOCKMED, which utilize a combination of molecular and biological analysis as well.

Spatial and temporal variation in settlement, growth and condition of the rockfish species Sebastes caurinus and Sebastes carnatus in the Channel Islands region, Santa Barbara, CA

Survival during the early life stages of marine species, including nearshore temperate reef fishes, is typically very low, and small changes in mortality rates, due to physiological and environmental conditions, can have marked effects on survival of a cohort and, on a larger scale, on the success of a recruitment season. Moreover, trade offs between larval growth and accumulation of energetic resources prior to settlement are likely to influence growth and survival until this critical period and afterwards. Rockfish recruitment rates are notoriously variable between years and across geographic locations. Monitoring of rates of onshore delivery of pelagic juveniles (defined here as settlement) of two species of nearshore rockfishes, Sebastes caurinus and Sebastes carnatus, was done between 2003-2009 years using artificial collectors placed at San Miguel and Santa Cruz Island, off Southern California coast. I investigated spatiotemporal variation in settlement rate, lipid content, pelagic larval duration and larval growth of the newly settled fishes; I assessed relationships between birth date, larval growth, early life-history characteristics and lipid content at settlement, considering also interspecific differences; finally, I attempt to relate interannual patterns of settlement and of early life history traits to easily accessible, local and regional indices of ocean conditions including in situ ocean temperature and regional upwelling, sea surface temperature (SST) and Chlorophyll-a (Chl-a) concentration. Spatial variations appeared to be of low relevance, while significant interannual differences were detected in settlement rate, pelagic larval duration and larval growth. The amount of lipid content of the newly settled fishes was highly variable in space and time, but did not differ between the two species and did not show any relationships with early life history traits, indicating that no trade off involved these physiological processes or they were masked by high individual variability in different periods of larval life. Significant interspecific differences were found in the timing of parturition and settlement and in larval growth rates, with S. carnatus growing faster and breeding and settling later than S. caurinus. The two species exhibited also different patterns of correlations between larval growth rates and larval duration. S. carnatus larval duration was longer when the growth in the first two weeks post-hatch was faster, while S. caurinus had a shorter larval duration when grew fast in the middle and in the end of larval life, suggesting different larval strategies. Fishes with longer larval durations were longer in size at settlement and exhibited longer planktonic phase in periods of favourable environmental conditions. Ocean conditions had a low explanatory power for interannual variation in early life history traits, but a very high explanatory power for settlement fluctuations, with regional upwelling strength being the principal indicator. Nonetheless, interannual variability in larval duration and growth were related to great phenological changes in upwelling happened during the period of this study and that caused negative consequences at all trophic levels along the California coast. Despite the low explanatory power of the environmental variables used in this study on the variation of larval biological traits, environmental processes were differently related with early life history characteristics analyzed to species, indicating possible species-specific susceptibility to ocean conditions and local environmental adaptation, which should be further investigated. These results have implications for understanding the processes influencing larval and juvenile survival, and consequently recruitment variability, which may be dependent on biological characteristics and environmental conditions.

Spatio-temporal variation of macrofaunal assemblages in the deep Blanes submarine canyon

The spatio-temporal variations in diversity and abundance of deep-sea macrofaunal assemblages (excluding meiofaunal taxa, as Nematoda, Copepoda and Ostracoda) from the Blanes Canyon (BC) and adjacent open slope are described. The Catalan Sea basin is characterized by the presence of numerous submarine canyons, which are globally acknowledged as biodiversity hot-spots, due to their disturbance regime and incremented conveying of organic matter. This area is subjected to local deep-sea fisheries activities, and to recurrent cold water cascading events from the shelf. The upper canyon (~900 m), middle slope (~1200 m) and lower slope (~1500 m) habitats were investigated during three different months (October 2008, May 2009 and September 2009). A total of 624 specimens belonging to 16 different taxa were found into 67 analyzed samples, which had been collected from the two study areas. Of these, Polychaeta, Mollusca and Crustacea were always the most abundant groups. As expected, the patterns of species diversity and evenness were different in time and space. Both in BC and open slope, taxa diversity and abundance are higher in the shallowest depth and lowest at -1500 m depth. This is probably due to different trophic regimes at these depths. The abundance of filter-feeders is higher inside BC than in the adjacent open slope, which is also related with an increment of predator polychaetes. Surface deposit-feeders are more abundant in the open slope than in BC, along with a decrement of filter-feeders and their predators. Probably these differences are due to higher quantities of suspended organic matter reaching the canyon. The multivariate analyses conducted on major taxa point out major differences effective taxa richness between depths and stations. In September 2009 the analyzed communities double their abundances, with a corresponding increase in richness of taxa. This could be related to a mobilizing event, like the release of accumulated food-supply in a nepheloid layer associated to the arrival of autumn. The highest abundance in BC is detected in the shallowest depth and in late summer (September), probably due to higher food availability caused by stronger flood events coming from Tordera River. The effects of such events seemed to involve adjacent open slope too. The nMDS conducted on major taxa abundance shows a slight temporal difference between the three campaigns samples, with a clear clustering between samples of Sept 09. All depth and all months were dominated by Polychaeta, which have been identified to family level and submitted to further analysis. Family richness have clearly minimum at the -1200 m depth of BC, highlighting the presence of a general impact affecting the populations in the middle slope. Three different matrices have been created, each with a different taxonomic level (All Taxa “AT”, Phylum Level “PL” and Polychaeta Families “PF”). Multivariate analysis (MDS, SIMPER) conducted on PL matrix showed a clear spatial differences between stations (BC and open slope) and depths. MDSs conducted on other two matrices (AT and PF) showed similar patterns, but different from PL analysis. A 2 nd stage analysis have been conducted to understand differences between different taxonomic levels, and PL level has been chosen as the most representative of variation. The faunal differences observed were explained by depth, station and season. All work has been accomplished in the Centre d’estudis avançats de Blanes (CEAB-CSIC), within the framework of Spanish PROMETEO project "Estudio Integrado de Cañones y Taludes PROfundos del MEdiTErráneo Occidental: un hábitat esencial", Ref. CTM2007-66316-C02- 01/MAR.

Query rewriting in information retrieval: automatic context extraction from local user documents to improve query results

The central objective of research in Information Retrieval (IR) is to discover new techniques to retrieve relevant information in order to satisfy an Information Need. The Information Need is satisfied when relevant information can be provided to the user. In IR, relevance is a fundamental concept which has changed over time, from popular to personal, i.e., what was considered relevant before was information for the whole population, but what is considered relevant now is specific information for each user. Hence, there is a need to connect the behavior of the system to the condition of a particular person and his social context; thereby an interdisciplinary sector called Human-Centered Computing was born. For the modern search engine, the information extracted for the individual user is crucial. According to the Personalized Search (PS), two different techniques are necessary to personalize a search: contextualization (interconnected conditions that occur in an activity), and individualization (characteristics that distinguish an individual). This movement of focus to the individual's need undermines the rigid linearity of the classical model overtaken the ``berry picking'' model which explains that the terms change thanks to the informational feedback received from the search activity introducing the concept of evolution of search terms. The development of Information Foraging theory, which observed the correlations between animal foraging and human information foraging, also contributed to this transformation through attempts to optimize the cost-benefit ratio. This thesis arose from the need to satisfy human individuality when searching for information, and it develops a synergistic collaboration between the frontiers of technological innovation and the recent advances in IR. The search method developed exploits what is relevant for the user by changing radically the way in which an Information Need is expressed, because now it is expressed through the generation of the query and its own context. As a matter of fact the method was born under the pretense to improve the quality of search by rewriting the query based on the contexts automatically generated from a local knowledge base. Furthermore, the idea of optimizing each IR system has led to develop it as a middleware of interaction between the user and the IR system. Thereby the system has just two possible actions: rewriting the query, and reordering the result. Equivalent actions to the approach was described from the PS that generally exploits information derived from analysis of user behavior, while the proposed approach exploits knowledge provided by the user. The thesis went further to generate a novel method for an assessment procedure, according to the "Cranfield paradigm", in order to evaluate this type of IR systems. The results achieved are interesting considering both the effectiveness achieved and the innovative approach undertaken together with the several applications inspired using a local knowledge base.

A Phase Space Box-counting based Method for Arrhythmia Prediction from Electrocardiogram Time Series

Arrhythmia is one kind of cardiovascular diseases that give rise to the number of deaths and potentially yields immedicable danger. Arrhythmia is a life threatening condition originating from disorganized propagation of electrical signals in heart resulting in desynchronization among different chambers of the heart. Fundamentally, the synchronization process means that the phase relationship of electrical activities between the chambers remains coherent, maintaining a constant phase difference over time. If desynchronization occurs due to arrhythmia, the coherent phase relationship breaks down resulting in chaotic rhythm affecting the regular pumping mechanism of heart. This phenomenon was explored by using the phase space reconstruction technique which is a standard analysis technique of time series data generated from nonlinear dynamical system. In this project a novel index is presented for predicting the onset of ventricular arrhythmias. Analysis of continuously captured long-term ECG data recordings was conducted up to the onset of arrhythmia by the phase space reconstruction method, obtaining 2-dimensional images, analysed by the box counting method. The method was tested using the ECG data set of three different kinds including normal (NR), Ventricular Tachycardia (VT), Ventricular Fibrillation (VF), extracted from the Physionet ECG database. Statistical measures like mean (μ), standard deviation (σ) and coefficient of variation (σ/μ) for the box-counting in phase space diagrams are derived for a sliding window of 10 beats of ECG signal. From the results of these statistical analyses, a threshold was derived as an upper bound of Coefficient of Variation (CV) for box-counting of ECG phase portraits which is capable of reliably predicting the impeding arrhythmia long before its actual occurrence. As future work of research, it was planned to validate this prediction tool over a wider population of patients affected by different kind of arrhythmia, like atrial fibrillation, bundle and brunch block, and set different thresholds for them, in order to confirm its clinical applicability.

Genetic and morphological variation and differentiation of Raja clavata populations in the European seas: marker development and preliminary data

In this study the population structure and connectivity of the Mediterranean and Atlantic Raja clavata (L., 1758) were investigated by analyzing the genetic variation of six population samples (N = 144) at seven nuclear microsatellite loci. The genetic dataset was generated by selecting population samples available in the tissue databases of the GenoDREAM laboratory (University of Bologna) and of the Department of Life Sciences and Environment (University of Cagliari), all collected during past scientific surveys (MEDITS, GRUND) from different geographical locations in the Mediterranean basin and North-east Atlantic sea, as North Sea, Sardinian coasts, Tuscany coasts and Cyprus Island. This thesis deals with to estimate the genetic diversity and differentiation among 6 geographical samples, in particular, to assess the presence of any barrier (geographic, hydrogeological or biological) to gene flow evaluating both the genetic diversity (nucleotide diversity, observed and expected heterozygosity, Hardy- Weinberg equilibrium analysis) and population differentiation (Fst estimates, population structure analysis). In addition to molecular analysis, quantitative representation and statistical analysis of morphological individuals shape are performed using geometric morphometrics methods and statistical tests. Geometric coordinates call landmarks are fixed in 158 individuals belonging to two population samples of Raja clavata and in population samples of closely related species, Raja straeleni (cryptic sibling) and Raja asterias, to assess significant morphological differences at multiple taxonomic levels. The results obtained from the analysis of the microsatellite dataset suggested a geographic and genetic separation between populations from Central-Western and Eastern Mediterranean basins. Furthermore, the analysis also showed that there was no separation between geographic samples from North Atlantic Ocean and central-Western Mediterranean, grouping them to a panmictic population. The Landmark-based geometric morphometry method results showed significant differences of body shape able to discriminate taxa at tested levels (from species to populations).

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

The contribution of the Finite Volume Point Dilution Method to the determination of solute mass flux in an alluvial aquifer.

Groundwater represents one of the most important resources of the world and it is essential to prevent its pollution and to consider remediation intervention in case of contamination. According to the scientific community the characterization and the management of the contaminated sites have to be performed in terms of contaminant fluxes and considering their spatial and temporal evolution. One of the most suitable approach to determine the spatial distribution of pollutant and to quantify contaminant fluxes in groundwater is using control panels. The determination of contaminant mass flux, requires measurement of contaminant concentration in the moving phase (water) and velocity/flux of the groundwater. In this Master Thesis a new solute flux mass measurement approach, based on an integrated control panel type methodology combined with the Finite Volume Point Dilution Method (FVPDM), for the monitoring of transient groundwater fluxes, is proposed. Moreover a new adsorption passive sampler, which allow to capture the variation of solute concentration with time, is designed. The present work contributes to the development of this approach on three key points. First, the ability of the FVPDM to monitor transient groundwater fluxes was verified during a step drawdown test at the experimental site of Hermalle Sous Argentau (Belgium). The results showed that this method can be used, with optimal results, to follow transient groundwater fluxes. Moreover, it resulted that performing FVPDM, in several piezometers, during a pumping test allows to determine the different flow rates and flow regimes that can occurs in the various parts of an aquifer. The second field test aiming to determine the representativity of a control panel for measuring mass flus in groundwater underlined that wrong evaluations of Darcy fluxes and discharge surfaces can determine an incorrect estimation of mass fluxes and that this technique has to be used with precaution. Thus, a detailed geological and hydrogeological characterization must be conducted, before applying this technique. Finally, the third outcome of this work concerned laboratory experiments. The test conducted on several type of adsorption material (Oasis HLB cartridge, TDS-ORGANOSORB 10 and TDS-ORGANOSORB 10-AA), in order to determine the optimum medium to dimension the passive sampler, highlighted the necessity to find a material with a reversible adsorption tendency to completely satisfy the request of the new passive sampling technique.