IDENTIFICATION OF GENES CONTROLLING BIOLOGICAL PROCESSES AND PATHWAYS THROUGH STATISTICAL ANALYSIS AND NETWORK RECONSTRUCTION

The developmental processes and functions of an organism are controlled by the genes and the proteins that are derived from these genes. The identification of key genes and the reconstruction of gene networks can provide a model to help us understand the regulatory mechanisms for the initiation and progression of biological processes or functional abnormalities (e.g. diseases) in living organisms. In this dissertation, I have developed statistical methods to identify the genes and transcription factors (TFs) involved in biological processes, constructed their regulatory networks, and also evaluated some existing association methods to find robust methods for coexpression analyses. Two kinds of data sets were used for this work: genotype data and gene expression microarray data. On the basis of these data sets, this dissertation has two major parts, together forming six chapters. The first part deals with developing association methods for rare variants using genotype data (chapter 4 and 5). The second part deals with developing and/or evaluating statistical methods to identify genes and TFs involved in biological processes, and construction of their regulatory networks using gene expression data (chapter 2, 3, and 6). For the first part, I have developed two methods to find the groupwise association of rare variants with given diseases or traits. The first method is based on kernel machine learning and can be applied to both quantitative as well as qualitative traits. Simulation results showed that the proposed method has improved power over the existing weighted sum method (WS) in most settings. The second method uses multiple phenotypes to select a few top significant genes. It then finds the association of each gene with each phenotype while controlling the population stratification by adjusting the data for ancestry using principal components. This method was applied to GAW 17 data and was able to find several disease risk genes. For the second part, I have worked on three problems. First problem involved evaluation of eight gene association methods. A very comprehensive comparison of these methods with further analysis clearly demonstrates the distinct and common performance of these eight gene association methods. For the second problem, an algorithm named the bottom-up graphical Gaussian model was developed to identify the TFs that regulate pathway genes and reconstruct their hierarchical regulatory networks. This algorithm has produced very significant results and it is the first report to produce such hierarchical networks for these pathways. The third problem dealt with developing another algorithm called the top-down graphical Gaussian model that identifies the network governed by a specific TF. The network produced by the algorithm is proven to be of very high accuracy.

Volcanic processes and human exposure as elements to build a risk model for Volcan de Fuego, Guatemala

The activity of Fuego volcano during the 1999 - 2013 eruptive episode is studied through field, remote sensing and observatory records. Mapping of the deposits allows quantifying the erupted volumes and areas affected by the largest eruptions during this period. A wide range of volcanic processes results in a diversity of products and associated deposits, including minor airfall tephra, rockfall avalanches, lava flows, and pyroclastic flows. The activity can be characterized by long term, low level background activity, and sporadic larger explosive eruptions. Although the background activity erupts lava and ash at a low rate (~ 0.1 m3/s), the persistence of such activity over time results in a significant contribution (~ 30%) to the eruption budget during the studied period. Larger eruptions produced the majority of the volume of products during the studied period, mainly during three large events (May 21, 1999, June 29, 2003, and September 13, 2012), mostly in the form of pyroclastic flows. A total volume of ~ 1.4 x 108 m3 was estimated from the mapped deposits and the estimated background eruption rate. Posterior remobilization of pyroclastic flow material by stream erosion in the highly confined Barranca channels leads to lahar generation, either by normal rainfall, or by extreme rainfall events. A reassessment of the types of products and volumes erupted during the decade of 1970's allows comparing the activity happening since 1999 with the older activity, and suggests that many of the eruptive phenomena at Fuego may have similar mechanisms, despite the differences in scale between. The deposits of large pyroclastic flows erupted during the 1970's are remarkably similar in appearance to the deposit of pyroclastic flows from the 1999 - 2013 period, despite their much larger volume; this is also the case for prehistoric eruptions. Radiocarbon dating of pyroclastic flow deposits suggests that Fuego has produced large eruptions many times during the last ~ 2 ka, including larger eruptions during the last 500 years, which has important hazard implications. A survey was conducted among the local residents living near to the volcano, about their expectations of possible future crises. The results show that people are aware of the risk they could face in case of a large eruption, and therefore they are willing to evacuate in such case. However, their decision to evacuate may also be influenced by the conditions in which the evacuation could take place. If the evacuation represents a potential loss of their livelihood or property they will be more hesitant to leave their villages during a large eruption. The prospect of facing hardship conditions during the evacuation and in the shelters may further cause reluctance to evacuate. A short discussion on some of the issues regarding risk assessment and management through an early warning system is presented in the last chapter.

Price risk management in the copper market using commodity derivatives and options strategies

Metals price risk management is a key issue related to financial risk in metal markets because of uncertainty of commodity price fluctuation, exchange rate, interest rate changes and huge price risk either to metals’ producers or consumers. Thus, it has been taken into account by all participants in metal markets including metals’ producers, consumers, merchants, banks, investment funds, speculators, traders and so on. Managing price risk provides stable income for both metals’ producers and consumers, so it increases the chance that a firm will invest in attractive projects. The purpose of this research is to evaluate risk management strategies in the copper market. The main tools and strategies of price risk management are hedging and other derivatives such as futures contracts, swaps and options contracts. Hedging is a transaction designed to reduce or eliminate price risk. Derivatives are financial instruments, whose returns are derived from other financial instruments and they are commonly used for managing financial risks. Although derivatives have been around in some form for centuries, their growth has accelerated rapidly during the last 20 years. Nowadays, they are widely used by financial institutions, corporations, professional investors, and individuals. This project is focused on the over-the-counter (OTC) market and its products such as exotic options, particularly Asian options. The first part of the project is a description of basic derivatives and risk management strategies. In addition, this part discusses basic concepts of spot and futures (forward) markets, benefits and costs of risk management and risks and rewards of positions in the derivative markets. The second part considers valuations of commodity derivatives. In this part, the options pricing model DerivaGem is applied to Asian call and put options on London Metal Exchange (LME) copper because it is important to understand how Asian options are valued and to compare theoretical values of the options with their market observed values. Predicting future trends of copper prices is important and would be essential to manage market price risk successfully. Therefore, the third part is a discussion about econometric commodity models. Based on this literature review, the fourth part of the project reports the construction and testing of an econometric model designed to forecast the monthly average price of copper on the LME. More specifically, this part aims at showing how LME copper prices can be explained by means of a simultaneous equation structural model (two-stage least squares regression) connecting supply and demand variables. A simultaneous econometric model for the copper industry is built: {█(Q_t^D=e^((-5.0485))∙P_((t-1))^((-0.1868) )∙〖GDP〗_t^((1.7151) )∙e^((0.0158)∙〖IP〗_t ) @Q_t^S=e^((-3.0785))∙P_((t-1))^((0.5960))∙T_t^((0.1408))∙P_(OIL(t))^((-0.1559))∙〖USDI〗_t^((1.2432))∙〖LIBOR〗_((t-6))^((-0.0561))@Q_t^D=Q_t^S )┤ P_((t-1))^CU=e^((-2.5165))∙〖GDP〗_t^((2.1910))∙e^((0.0202)∙〖IP〗_t )∙T_t^((-0.1799))∙P_(OIL(t))^((0.1991))∙〖USDI〗_t^((-1.5881))∙〖LIBOR〗_((t-6))^((0.0717) Where, Q_t^D and Q_t^Sare world demand for and supply of copper at time t respectively. P(t-1) is the lagged price of copper, which is the focus of the analysis in this part. GDPt is world gross domestic product at time t, which represents aggregate economic activity. In addition, industrial production should be considered here, so the global industrial production growth that is noted as IPt is included in the model. Tt is the time variable, which is a useful proxy for technological change. A proxy variable for the cost of energy in producing copper is the price of oil at time t, which is noted as POIL(t ) . USDIt is the U.S. dollar index variable at time t, which is an important variable for explaining the copper supply and copper prices. At last, LIBOR(t-6) is the 6-month lagged 1-year London Inter bank offering rate of interest. Although, the model can be applicable for different base metals' industries, the omitted exogenous variables such as the price of substitute or a combined variable related to the price of substitutes have not been considered in this study. Based on this econometric model and using a Monte-Carlo simulation analysis, the probabilities that the monthly average copper prices in 2006 and 2007 will be greater than specific strike price of an option are defined. The final part evaluates risk management strategies including options strategies, metal swaps and simple options in relation to the simulation results. The basic options strategies such as bull spreads, bear spreads and butterfly spreads, which are created by using both call and put options in 2006 and 2007 are evaluated. Consequently, each risk management strategy in 2006 and 2007 is analyzed based on the day of data and the price prediction model. As a result, applications stemming from this project include valuing Asian options, developing a copper price prediction model, forecasting and planning, and decision making for price risk management in the copper market.

Assessing Decision Making Strategies In Construction Management By Using A Schedule-Based Simulation Framework

During the project, managers encounter numerous contingencies and are faced with the challenging task of making decisions that will effectively keep the project on track. This task is very challenging because construction projects are non-prototypical and the processes are irreversible. Therefore, it is critical to apply a methodological approach to develop a few alternative management decision strategies during the planning phase, which can be deployed to manage alternative scenarios resulting from expected and unexpected disruptions in the as-planned schedule. Such a methodology should have the following features but are missing in the existing research: (1) looking at the effects of local decisions on the global project outcomes, (2) studying how a schedule responds to decisions and disruptive events because the risk in a schedule is a function of the decisions made, (3) establishing a method to assess and improve the management decision strategies, and (4) developing project specific decision strategies because each construction project is unique and the lessons from a particular project cannot be easily applied to projects that have different contexts. The objective of this dissertation is to develop a schedule-based simulation framework to design, assess, and improve sequences of decisions for the execution stage. The contribution of this research is the introduction of applying decision strategies to manage a project and the establishment of iterative methodology to continuously assess and improve decision strategies and schedules. The project managers or schedulers can implement the methodology to develop and identify schedules accompanied by suitable decision strategies to manage a project at the planning stage. The developed methodology also lays the foundation for an algorithm towards continuously automatically generating satisfactory schedule and strategies through the construction life of a project. Different from studying isolated daily decisions, the proposed framework introduces the notion of {em decision strategies} to manage construction process. A decision strategy is a sequence of interdependent decisions determined by resource allocation policies such as labor, material, equipment, and space policies. The schedule-based simulation framework consists of two parts, experiment design and result assessment. The core of the experiment design is the establishment of an iterative method to test and improve decision strategies and schedules, which is based on the introduction of decision strategies and the development of a schedule-based simulation testbed. The simulation testbed used is Interactive Construction Decision Making Aid (ICDMA). ICDMA has an emulator to duplicate the construction process that has been previously developed and a random event generator that allows the decision-maker to respond to disruptions in the emulation. It is used to study how the schedule responds to these disruptions and the corresponding decisions made over the duration of the project while accounting for cascading impacts and dependencies between activities. The dissertation is organized into two parts. The first part presents the existing research, identifies the departure points of this work, and develops a schedule-based simulation framework to design, assess, and improve decision strategies. In the second part, the proposed schedule-based simulation framework is applied to investigate specific research problems.

GENETIC VARIATION, LOCAL ADAPTATION AND POPULATION STRUCTURE IN NORTH AMERICAN RED OAK SPECIES, QUERCUS RUBRA L. AND Q. ELLIPSOIDALIS E. J. HILL

Forest trees, like oaks, rely on high levels of genetic variation to adapt to varying environmental conditions. Thus, genetic variation and its distribution are important for the long-term survival and adaptability of oak populations. Climate change is projected to lead to increased drought and fire events as well as a northward migration of tree species, including oaks. Additionally, decline in oak regeneration has become increasingly concerning since it may lead to decreased gene flow and increased inbreeding levels. This will in turn lead to lowered levels of genetic diversity, negatively affecting the growth and survival of populations. At the same time, populations at the species’ distribution edge, like those in this study, could possess important stores of genetic diversity and adaptive potential, while also being vulnerable to climatic or anthropogenic changes. A survey of the level and distribution of genetic variation and identification of potentially adaptive genes is needed since adaptive genetic variation is essential for their long-term survival. Oaks possess a remarkable characteristic in that they maintain their species identity and specific environmental adaptations despite their propensity to hybridize. Thus, in the face of interspecific gene flow, some areas of the genome remain differentiated due to selection. This characteristic allows the study of local environmental adaptation through genetic variation analyses. Furthermore, using genic markers with known putative functions makes it possible to link those differentiated markers to potential adaptive traits (e.g., flowering time, drought stress tolerance). Demographic processes like gene flow and genetic drift also play an important role in how genes (including adaptive genes) are maintained or spread. These processes are influenced by disturbances, both natural and anthropogenic. An examination of how genetic variation is geographically distributed can display how these genetic processes and geographical disturbances influence genetic variation patterns. For example, the spatial clustering of closely related trees could promote inbreeding with associated negative effects (inbreeding depression), if gene flow is limited. In turn this can have negative consequences for a species’ ability to adapt to changing environmental conditions. In contrast, interspecific hybridization may also allow the transfer of genes between species that increase their adaptive potential in a changing environment. I have studied the ecologically divergent, interfertile red oaks, Quercus rubra and Q. ellipsoidalis, to identify genes with potential roles in adaptation to abiotic stress through traits such as drought tolerance and flowering time, and to assess the level and distribution of genetic variation. I found evidence for moderate gene flow between the two species and low interspecific genetic differences at most genetic markers (Lind and Gailing 2013). However, the screening of genic markers with potential roles in phenology and drought tolerance led to the identification of a CONSTANS-like (COL) gene, a candidate gene for flowering time and growth. This marker, located in the coding region of the gene, was highly differentiated between the two species in multiple geographical areas, despite interspecific gene flow, and may play a role in reproductive isolation and adaptive divergence between the two species (Lind-Riehl et al. 2014). Since climate change could result in a northward migration of trees species like oaks, this gene could be important in maintaining species identity despite increased contact zones between species (e.g., increased gene flow). Finally I examined differences in spatial genetic structure (SGS) and genetic variation between species and populations subjected to different management strategies and natural disturbances. Diverse management activities combined with various natural disturbances as well as species specific life history traits influenced SGS patterns and inbreeding levels (Lind-Riehl and Gailing submitted).