Behavioural queueing : cellular automata and a laboratory experiment

Dans cette thèse, nous étudions les aspects comportementaux d'agents qui interagissent dans des systèmes de files d'attente à l'aide de modèles de simulation et de méthodologies expérimentales. Chaque période les clients doivent choisir un prestataire de servivce. L'objectif est d'analyser l'impact des décisions des clients et des prestataires sur la formation des files d'attente. Dans un premier cas nous considérons des clients ayant un certain degré d'aversion au risque. Sur la base de leur perception de l'attente moyenne et de la variabilité de cette attente, ils forment une estimation de la limite supérieure de l'attente chez chacun des prestataires. Chaque période, ils choisissent le prestataire pour lequel cette estimation est la plus basse. Nos résultats indiquent qu'il n'y a pas de relation monotone entre le degré d'aversion au risque et la performance globale. En effet, une population de clients ayant un degré d'aversion au risque intermédiaire encoure généralement une attente moyenne plus élevée qu'une population d'agents indifférents au risque ou très averses au risque. Ensuite, nous incorporons les décisions des prestataires en leur permettant d'ajuster leur capacité de service sur la base de leur perception de la fréquence moyenne d'arrivées. Les résultats montrent que le comportement des clients et les décisions des prestataires présentent une forte "dépendance au sentier". En outre, nous montrons que les décisions des prestataires font converger l'attente moyenne pondérée vers l'attente de référence du marché. Finalement, une expérience de laboratoire dans laquelle des sujets jouent le rôle de prestataire de service nous a permis de conclure que les délais d'installation et de démantèlement de capacité affectent de manière significative la performance et les décisions des sujets. En particulier, les décisions du prestataire, sont influencées par ses commandes en carnet, sa capacité de service actuellement disponible et les décisions d'ajustement de capacité qu'il a prises, mais pas encore implémentées. - Queuing is a fact of life that we witness daily. We all have had the experience of waiting in line for some reason and we also know that it is an annoying situation. As the adage says "time is money"; this is perhaps the best way of stating what queuing problems mean for customers. Human beings are not very tolerant, but they are even less so when having to wait in line for service. Banks, roads, post offices and restaurants are just some examples where people must wait for service. Studies of queuing phenomena have typically addressed the optimisation of performance measures (e.g. average waiting time, queue length and server utilisation rates) and the analysis of equilibrium solutions. The individual behaviour of the agents involved in queueing systems and their decision making process have received little attention. Although this work has been useful to improve the efficiency of many queueing systems, or to design new processes in social and physical systems, it has only provided us with a limited ability to explain the behaviour observed in many real queues. In this dissertation we differ from this traditional research by analysing how the agents involved in the system make decisions instead of focusing on optimising performance measures or analysing an equilibrium solution. This dissertation builds on and extends the framework proposed by van Ackere and Larsen (2004) and van Ackere et al. (2010). We focus on studying behavioural aspects in queueing systems and incorporate this still underdeveloped framework into the operations management field. In the first chapter of this thesis we provide a general introduction to the area, as well as an overview of the results. In Chapters 2 and 3, we use Cellular Automata (CA) to model service systems where captive interacting customers must decide each period which facility to join for service. They base this decision on their expectations of sojourn times. Each period, customers use new information (their most recent experience and that of their best performing neighbour) to form expectations of sojourn time at the different facilities. Customers update their expectations using an adaptive expectations process to combine their memory and their new information. We label "conservative" those customers who give more weight to their memory than to the xiv Summary new information. In contrast, when they give more weight to new information, we call them "reactive". In Chapter 2, we consider customers with different degree of risk-aversion who take into account uncertainty. They choose which facility to join based on an estimated upper-bound of the sojourn time which they compute using their perceptions of the average sojourn time and the level of uncertainty. We assume the same exogenous service capacity for all facilities, which remains constant throughout. We first analyse the collective behaviour generated by the customers' decisions. We show that the system achieves low weighted average sojourn times when the collective behaviour results in neighbourhoods of customers loyal to a facility and the customers are approximately equally split among all facilities. The lowest weighted average sojourn time is achieved when exactly the same number of customers patronises each facility, implying that they do not wish to switch facility. In this case, the system has achieved the Nash equilibrium. We show that there is a non-monotonic relationship between the degree of risk-aversion and system performance. Customers with an intermediate degree of riskaversion typically achieve higher sojourn times; in particular they rarely achieve the Nash equilibrium. Risk-neutral customers have the highest probability of achieving the Nash Equilibrium. Chapter 3 considers a service system similar to the previous one but with risk-neutral customers, and relaxes the assumption of exogenous service rates. In this sense, we model a queueing system with endogenous service rates by enabling managers to adjust the service capacity of the facilities. We assume that managers do so based on their perceptions of the arrival rates and use the same principle of adaptive expectations to model these perceptions. We consider service systems in which the managers' decisions take time to be implemented. Managers are characterised by a profile which is determined by the speed at which they update their perceptions, the speed at which they take decisions, and how coherent they are when accounting for their previous decisions still to be implemented when taking their next decision. We find that the managers' decisions exhibit a strong path-dependence: owing to the initial conditions of the model, the facilities of managers with identical profiles can evolve completely differently. In some cases the system becomes "locked-in" into a monopoly or duopoly situation. The competition between managers causes the weighted average sojourn time of the system to converge to the exogenous benchmark value which they use to estimate their desired capacity. Concerning the managers' profile, we found that the more conservative Summary xv a manager is regarding new information, the larger the market share his facility achieves. Additionally, the faster he takes decisions, the higher the probability that he achieves a monopoly position. In Chapter 4 we consider a one-server queueing system with non-captive customers. We carry out an experiment aimed at analysing the way human subjects, taking on the role of the manager, take decisions in a laboratory regarding the capacity of a service facility. We adapt the model proposed by van Ackere et al (2010). This model relaxes the assumption of a captive market and allows current customers to decide whether or not to use the facility. Additionally the facility also has potential customers who currently do not patronise it, but might consider doing so in the future. We identify three groups of subjects whose decisions cause similar behavioural patterns. These groups are labelled: gradual investors, lumpy investors, and random investor. Using an autocorrelation analysis of the subjects' decisions, we illustrate that these decisions are positively correlated to the decisions taken one period early. Subsequently we formulate a heuristic to model the decision rule considered by subjects in the laboratory. We found that this decision rule fits very well for those subjects who gradually adjust capacity, but it does not capture the behaviour of the subjects of the other two groups. In Chapter 5 we summarise the results and provide suggestions for further work. Our main contribution is the use of simulation and experimental methodologies to explain the collective behaviour generated by customers' and managers' decisions in queueing systems as well as the analysis of the individual behaviour of these agents. In this way, we differ from the typical literature related to queueing systems which focuses on optimising performance measures and the analysis of equilibrium solutions. Our work can be seen as a first step towards understanding the interaction between customer behaviour and the capacity adjustment process in queueing systems. This framework is still in its early stages and accordingly there is a large potential for further work that spans several research topics. Interesting extensions to this work include incorporating other characteristics of queueing systems which affect the customers' experience (e.g. balking, reneging and jockeying); providing customers and managers with additional information to take their decisions (e.g. service price, quality, customers' profile); analysing different decision rules and studying other characteristics which determine the profile of customers and managers.

Diversity and genetic structure of the wood ant Formica lugubris in unmanaged forests

Wood ant species show differences in their social structure, especially in the level of polygyny (number of laying queens per nest) and polydomy (number of nest per colony), both within and between species. We demonstrate here for the first time that Formica lugubris displays two different social forms in close proximity in alpine unmanaged forests of the Swiss National Park. The genetic data (7 microsatellite loci) and field data indicate that one population is mostly monogynous to weakly polygynous (r = 0.438) and monodomous, the second one being polygynous (r = 0.113) and polydomous. Within this latter population new nests are founded by budding, leading to the observed high density of nests. These two different social structures, possibly being two expressions of a same continuum, could be explained by several ecological or environmental factors (e.g. habitat saturation, resource competition) and also historical effects.

Evolutionary implications of polygyny in the Argentine ant, Iridomyrmex humilis (Mayr) (Hymenoptera: Formicidae): an experimental study

A comparison of several physiological parameters of queens of Iridomyrmex humilis in experimental monogynous and polygynous colonies showed that queens in monogynous colonies became heavier, had more developed ovaries and laid about twice as many eggs. Workers in monogynous colonies were more attracted to queens, which therefore probably received more food. This may partially explain the higher weight and fecundity of queens in monogynous colonies of Iridomyrmex humilis and possibly other ant species. In polygynous colonies, queens differed greatly in their fecundity. These differences did not appear to be the result of a dominance hierarchy. These results are discussed from an evolutionary point of view. Two hypotheses of mutualism and colony level selection are proposed as an alternative to kin selection which is unlikely to be the exclusive selective influence in the evolution of polygyny either in I. humilis or in most other ant species.

Variable queen number in ant colonies: no impact on queen turnover, inbreeding, and population genetic differentiation in the ant Formica selysi.

Variation in queen number alters the genetic structure of social insect colonies, which in turn affects patterns of kin-selected conflict and cooperation. Theory suggests that shifts from single- to multiple-queen colonies are often associated with other changes in the breeding system, such as higher queen turnover, more local mating, and restricted dispersal. These changes may restrict gene flow between the two types of colonies and it has been suggested that this might ultimately lead to sympatric speciation. We performed a detailed microsatellite analysis of a large population of the ant Formica selysi, which revealed extensive variation in social structure, with 71 colonies headed by a single queen and 41 by multiple queens. This polymorphism in social structure appeared stable over time, since little change in the number of queens per colony was detected over a five-year period. Apart from queen number, single- and multiple-queen colonies had very similar breeding systems. Queen turnover was absent or very low in both types of colonies. Single- and multiple-queen colonies exhibited very small but significant levels of inbreeding, which indicates a slight deviation from random mating at a local scale and suggests that a small proportion of queens mate with related males. For both types of colonies, there was very little genetic structuring above the level of the nest, with no sign of isolation by distance. These similarities in the breeding systems were associated with a complete lack of genetic differentiation between single- and multiple-queen colonies, which provides no support for the hypothesis that change in queen number leads to restricted gene flow between social forms. Overall, this study suggests that the higher rates of queen turnover, local mating, and population structuring that are often associated with multiple-queen colonies do not appear when single- and multiple-queen colonies still coexist within the same population, but build up over time in populations consisting mostly of multiple-queen colonies.

Population genetic structure in the native and introduced range of the Argentine ant/

SUMMARY : The evolution of animal societies, where some individuals forego their own reproductive opportunities to help others to reproduce, poses an evolutionary paradox that can be traced back to Darwin. Altruism may evolve through kin selection when the donor and recipient of altruistic acts are related to each other. In social insects, workers are generally highly related to the brood they rear when colonies are headed by a single queen. Yet some ants have an extraordinary social organization, called unicoloniality, whereby individuals from separate nests mix freely to form large supercolonies, which in some cases extend over hundreds of km. These supercolonies are characterised by a high number of queens (polygyny) and an absence of clear colony boundaries. This type of social organization represents an evolutionary paradox because relatedness between nestmates is effectively zero. In such conditions, kin selection cannot account for the evolution of reproductive altruism. Moreover, unicoloniality is thought to be unstable over time, because workers that can no longer aid close relatives may evolve more selfish strategies. The Argentine ant (Linepithema humile) is a highly invasive species listed among the hundred world's worst invaders by the UICN. Native from South America, L. humile has been accidentally introduced throughout the world. Native populations have been described as noninvasive with a family-based organization. In contrast, within its introduction range, they form unicolonial supercolonies that contain numerous nests without intraspecific aggression. The development of such unicolonial populations has been explained as a direct consequence of the ant's introduction into a new habitat, favouring a transition from family-based to open colonies. To determine if the social structure of the Argentine ant is fundamentally different between the native and the introduced range, we studied genetically and behaviourally native and introduced populations of L. humile over different geographic scales. Our results clearly indicated that there are no fundamental differences in the social organisation of the Argentine ant between the two ranges. Our investigations revealed that, contrary to previous claims, native populations have a unicolonial social organisation very similar to that observed in the introduced range. Consequently, the unicolonial social structure of the Argentine ant does not stem from a shift in social organization associated with introduction into new habitats but evolved in the native range and is likely a stable, evolutionarily ancient adaptation to the local environment. Our study on native populations of L. humile also gave important insight in the comprehension of the evolution of unicoloniality in the Argentine ant. Native supercolonies are relatively small compared to introduced ones and may co-habit in a same population. These supercolonies are genetically highly differentiated leading to a significant relatedness among nestmate workers when the different supercolonies of a population are taken as a reference population. This provides the necessary conditions for loin selection to operate. Furthermore, we examined a native population over time, which revealed a high supercolony extinction rate. If more competitive supercolonies are more likely to survive or replace other supercolonies, a subtle dynamical process between the spread of selfish traits within supercolony and the selective elimination of supercolonies with such traits may allow a stable equilibrium and the persistence of unicoloniality over time. Finally, a worldwide study of the Argentine ant showed that the introduced supercolonies originate from numerous independent introduction events. In conclusion, the success of the Argentine ant does not stem from a shift in social organization associated with its introduction into new habitats, but is most probably explained by the intrinsic characteristics developed in its native range. RESUME : L'altruisme de reproduction où certains individus renoncent à leur propre reproduction pour aider d'autres individus à se reproduire constitue l'un des plus grand paradoxe de l'évolution. En effet, comment expliquer l'évolution de comportements qui tendent à augmenter les chances de survie et le succès reproductif d'autres individus, alors que ces actes diminuent l'aptitude de leurs auteurs ? La théorie de la sélection de parentèle permet de résoudre ce problème. Cette théorie stipule qu'en aidant de proches parents à se reproduire, les individus peuvent promouvoir indirectement la transmission de copies de leurs propres gènes à la génération suivante. Chez les insectes sociaux, l'altruisme des ouvrières s'explique par la théorie de sélection de parentèle lorsque les colonies sont monogynes (constituées d'une seule reine) puisque les ouvrières sont fortement apparentées aux couvains dont elles s'occupent. Par contre, les espèces dites unicoloniales, dont les colonies forment des réseaux de nids appelés supercolonies, représentent toujours un paradoxe pour les théories de l'évolution puisque l'apparentement entre les différents individus d'un nid est nulle. De plus, l'unicolonialité ne devrait pas être stable sur le long terme parce que les ouvrières qui ne s'occupent plus de leur apparentés devraient développer des stratégies plus égoïstes au cours du temps. La fourmi d'Argentine (Linepithema humile) est une espèce invasive ayant un impact considérable sur son environnement. Originaire d'Amérique du Sud, elle a été introduite dans pratiquement toutes les régions du monde dont le climat est de type méditerranéen. Son incroyable succès invasif s'explique par sa structure sociale unicoloniale observée dans chacun des pays où elle a été introduite. Par contre, les rares études effectuées en Argentine ont suggéré que la fourmi d'Argentine n'était pas unicoloniale dans son aire native. L'unicolonialité chez la fourmi d'Argentine était donc considéré comme une conséquence de son introduction dans de nouveaux environnements. Durant cette thèse, nous avons vérifié si la structure sociale de cette espèce différait fondamentalement entre l'aire native et introduite. Pour cela, nous avons étudié, à différentes échelles géographiques, des populations introduites et argentines avec une approche génétique et comportementale. L'ensemble de nos résultats montrent que les différences entre les deux structure sociales ne sont pas aussi importantes que ce que l'on imaginait. Les populations natives sont aussi constituées de réseaux de nids coopérants. La taille de ses supercolonies est toutefois bien moins importante en Argentine et il n'est pas rare de trouver plusieurs supercolonies cohabitantes dans une même population. Nous avons démontré que ces réseaux de nids étaient constitués d'individus qui sont plus apparentés entre eux qu'ils ne le sont avec les individus d'autres supercolonies, ainsi l'unicolonialité dans son aire d'origine ne représente pas un réel paradoxe pour les théories de l'évolution. Finalement nous avons étudié la même population en Argentine à six ans d'intervalle et avons constaté que les supercolonies avaient un taux de survie très faible ce qui pourrait expliquer la stabilité de l'unicolonialité au cours du temps. Si les supercolonies les plus compétitives survivent mieux que les supercolonies dans lesquelles apparaissent des traits égoïstes, on devrait alors observer une dynamique entre l'apparition de traits égoïstes et l'élimination des supercolonies dans lesquelles ces traits égoïstes évolueraient. Finalement, une étude mondiale nous a montré que les supercolonies étaient originaires de nombreux événements d'introductions indépendants. En conclusion, le succès invasif de la fourmi d'Argentine n'est donc pas dû à un changement de comportement associé à son introduction mais est lié aux caractéristiques qu'elle a développées en Argentine.

Venom alkaloid and cuticular hydrocarbon profiles are associated with social organization, queen fertility status, and queen genotype in the fire ant Solenopsis invicta.

Queens in social insect colonies advertise their presence in the colony to: a) attract workers' attention and care; b) gain acceptance by workers as replacement or supplemental reproductives; c) prevent reproductive development in nestmates. We analyzed the chemical content of whole body surface extracts of adult queens of different developmental and reproductive stages, and of adult workers from monogyne (single colony queen) and polygyne (multiple colony queens) forms of the fire ant Solenopsis invicta. We found that the composition of the most abundant components, venom alkaloids, differed between queens and workers, as well as between reproductive and non-reproductive queens. Additionally, workers of the two forms could be distinguished by alkaloid composition. Finally, sexually mature, non-reproductive queens from polygyne colonies differed in their proportions of cis-piperidine alkaloids, depending on their Gp-9 genotype, although the difference disappeared once they became functional reproductives. Among the unsaturated cuticular hydrocarbons characteristic of queens, there were differences in amounts of alkenes/alkadienes between non-reproductive polygyne queens of different Gp-9 genotypes, between non-reproductive and reproductive queens, and between polygyne and monogyne reproductive queens, with the amounts increasing at a relatively higher rate through reproductive ontogeny in queens bearing the Gp-9 b allele. Given that the genotype-specific piperidine differences reflect differences in rates of reproductive maturation between queens, we speculate that these abundant and unique compounds have been co-opted to serve in fertility signaling, while the cuticular hydrocarbons now play a complementary role in regulation of social organization by signaling queen Gp-9 genotype.

Genetic components to caste allocation in a multiple-queen ant species.

Reproductive division of labor and the coexistence of distinct castes are hallmarks of insect societies. In social insect species with multiple queens per colony, the fitness of nestmate queens directly depends on the process of caste allocation (i.e., the relative investment in queen, sterile worker and male production). The aim of this study is to investigate the genetic components to the process of caste allocation in a multiple-queen ant species. We conducted controlled crosses in the Argentine ant Linepithema humile and established single-queen colonies to identify maternal and paternal family effects on the relative production of new queens, workers, and males. There were significant effects of parental genetic backgrounds on various aspects of caste allocation: the paternal lineage affected the proportion of queens and workers produced whereas the proportions of queens and males, and females and males were influenced by the interaction between parental lineages. In addition to revealing nonadditive genetic effects on female caste determination in a multiple-queen ant species, this study reveals strong genetic compatibility effects between parental genomes on caste allocation components.

Size and fat content of gynes in relation to the mode of colony founding in ants (Hymenoptera; Formicidae)

In ants, there are two main processes of colony founding, the independent and the dependent modes. In the first case young queens start colony founding without the help of workers, whereas in the second case they are accompanied by workers. To determine the relation between the mode of colony founding and the physiology of queens, we collected mature gynes of 24 ant species. Mature gynes of species utilizing independent colony founding had a far higher relative fat content than gynes of species employing dependent colony founding. These fat reserves are stored during the period of maturation, i.e. between the time of emergence and mating, and serve as fuel during the time of colony founding to nurture the queen and the brood. Gynes of species founding independently but non claustrally were found to have a relative fat content intermediate between the values found for gynes founding independently and those founding dependently. This suggests that such gynes rely partially on their fat reserves and partially on the energy provided by prey they collect to nurture themselves and the first brood during the time of colony founding. Study of the fat content of mature gynes of all species has shown that it gives a good indication of the mode of colony founding.

Sex ratio and Wolbachia infection in the ant Formica exsecta.

Sex allocation data in social Hymenoptera provide some of the best tests of kin selection, parent-offspring conflict and sex ratio theories. However, these studies critically depend on controlling for confounding ecological factors and on identifying all parties that potentially manipulate colony sex ratio. It has been suggested that maternally inherited parasites may influence sex allocation in social Hymenoptera. If the parasites can influence sex allocation, infected colonies are predicted to invest more resources in females than non-infected colonies, because the parasites are transmitted through females but not males. Prime candidates for such sex ratio manipulation are Wolbachia, because these cytoplasmically transmitted bacteria have been shown to affect the sex ratio of host arthropods by cytoplasmic incompatibility, parthenogenesis, male-killing and feminization. In this study, we tested whether Wolbachia infection is associated with colony sex ratio in two populations of the ant Formica exsecta that have been the subject of extensive sex ratio studies. In these populations colonies specialize in the production of one sex or the other. We found that almost all F. exsecta colonies in both populations are infected with Wolbachia. However, in neither population did we find a significant association in the predicted direction between the prevalence of Wolbachia and colony sex ratio. In particular, colonies with a higher proportion of infected workers did not produce more females. Hence, we conclude that Wolbachia does not seem to alter the sex ratio of its hosts as a means to increase transmission rate in these two populations of ants.

Nestmate recognition and levels of aggression are not altered by changes in genetic diversity in a socially polymorphic ant

The ability to distinguish nestmates from foreign individuals is central to the functioning of insect societies. In ants, workers from multiple-queen colonies are often less aggressive than workers from single-queen ones. In line with this observation, it has been hypothesized that workers from multiple-queen colonies have less precise recognition abilities than workers from single-queen ones because their colonies contain genetically more diverse individuals, which results in a broader template of recognition cues. Here, we assessed the impact of social structure ( queen number) variation on nestmate recognition and aggression in a large population of the socially polymorphic ant Formica selysi. We staged unilateral aggression tests on the nest surface. Workers from single-and multiple-queen colonies had good nestmate recognition ability and did not differ significantly in their level of aggression towards foreign, immobilized workers ( cue-bearers). In particular, workers from multiple-queen colonies efficiently recognized non-nestmates despite the higher genetic diversity in their colony. Cue-bearers from single- and multiple-queen colonies elicited similar reactions. However, the level of aggression was higher between than within social forms, suggesting that workers detect a signal that is specific to the colony social structure. Finally, the level of aggression was not correlated with the genetic distance between colonies. Overall, we found no evidence for the hypothesis that the presence of multiple breeders in the same colony decreases recognition abilities and found no simple relationship between genetic diversity and aggression level. (c) 2007 The Association for the Study of Animal Behaviou

Railway Wagon Market Analysis and New Multi-Purpose Wagon Solution for Freight Transports - Finnish Manufacturing Perspective

Rautateillä käytettävät tavaravaunut ovat vanhenemassa hyvin nopeasti; tämä koskee niin Venäjää, Suomea, Ruotsia kuin laajemminkin Eurooppaa. Venäjällä ja Euroopassa on käytössä runsaasti vaunuja, jotka ovat jo ylittäneet niille suositeltavan käyttöiän. Silti niitä käytetään kuljetuksissa, kun näitä korvaavia uusia vaunuja ei ole tarpeeksi saatavilla. Uusimmat vaunut ovat yleensä vaunuja vuokraavien yritysten tai uusien rautatieoperaattorien hankkimia - tämä koskee erityisesti Venäjää, jossa vaunuvuokraus on noussut erittäin suosituksi vaihtoehdoksi. Ennusteissa kerrotaan vaunupulan kasvavan ainakin vuoteen 2010 saakka. Jos rautateiden suosio rahtikuljetusmuotona kasvaa, niin voimistuva vaunukysyntä jatkuu huomattavan paljon pidemmän aikaa. Euroopan ja Venäjän vaunukannan tilanne näkyy myös sitä palvelevan konepajateollisuuden ongelmina - yleisesti ottaen alan eurooppalaiset yritykset ovat heikosti kannattavia ja niiden liikevaihto ei juuri kasva, venäläiset ja ukrainalaiset yritykset ovat olleet samassa tilanteessa, joskin aivan viime vuosina tilanne on osassa kääntynyt paremmaksi. Kun näiden maanosien yritysten liikevaihtoa, voittoa ja omistaja-arvoa verrataan yhdysvaltalaisiin kilpailijoihin, huomataan että jälkimmäisten suoriutuminen on huomattavan paljon parempaa, ja näillä yrityksillä on myös kyky maksaa osinkoja omistajilleen. Tutkimuksen tarkoituksena oli kehittää uuden tyyppinen kuljetusvaunu Suomen, Venäjän sekä mahdollisesti myös Kiinan väliseen liikenteeseen. Vaunutyypin tarkoituksena olisi kyetä toimimaan monikäyttöisenä, niin raaka-aineiden kuin konttienkin kuljetuksessa, tasapainottaen kuljetusmuotojen aiheuttamaa kuljetuspaino-ongelmaa. Kehitystyön pohjana käytimme yli 1000 venäläisen vaunutyypin tietokantaa, josta valitsimme Data Envelopment Analysis -menetelmällä soveliaimmat vaunut kontinkuljetukseen (lähemmin tarkastelimme n. 40 vaunutyyppiä), jättäen mahdollisimman vähän tyhjää tilaa junaan, mutta silti kyeten kantamaan valitun konttilastin. Kun kantokykyongelmia venäläisissä vaunuissa ei useinkaan ole, on vertailu tehtävissä tavarajunan pituuden ja kokonaispainon perusteella. Simuloituamme yhdistettyihin kuljetuksiin soveliasta vaunutyyppiä käytännössä löytyvässä kuljetusverkostossa (esim. raakapuuta Suomeen tai Kiinaan ja kontteja takaisin Venäjän suuntaan), huomasimme lyhemmän vaunupituuden sisältävän kustannusetua, erityisesti raakaainekuljetuksissa, mutta myös rajanylityspaikkojen mahdollisesti vähentyessä. Lyhempi vaunutyyppi on myös joustavampi erilaisten konttipituuksien suhteen (40 jalan kontin käyttö on yleistynyt viime vuosina). Työn lopuksi ehdotamme uuden vaunutyypin tuotantotavaksi verkostomaista lähestymistapaa, jossa osa vaunusta tehtäisiin Suomessa ja osa Venäjällä ja/tai Ukrainassa. Vaunutyypin tulisi olla rekisteröity Venäjälle, sillä silloin sitä voi käyttää Suomen ja Venäjän, kuten myös soveltuvin osin Venäjän ja Kiinan välisessä liikenteessä.

The Spatial Distribution of Human Capital: Can It Really Be Explained by Regional Differences in Market Access?

This paper tests the robustness of estimates of market access impact on regional variability in human capital, as previously derived in the NEG literature. Our hypothesis is that these estimates of the coefficient of market access, in fact, capture the effects of regional differences in the industrial mix and the spatial dependence in the distribution of human capital. Results for the Spanish provinces indicate that the estimated impact of market access vanishes and becomes non-significant once these two elements are included in the empirical analysis.

Colony-colony interactions between highly invasive ants

Among invasive species, ants are a particularly prominent group with enormous impacts on native biodiversity and ecosystem functioning. Globalization and on-going climate change are likely to increase the rate of ant invasions in the future, leading to simultaneous introductions of several highly invasive species within the same area, Here, we investigate pairwise interactions among four highly invasive species, Linepithema humile,Lashis neglectus, Pheidole megacephala and Wasmannia auropunctata, at the whole colony level, using a laboratory set-up. :Each colony consisted of 300 workers and one queen. The number of surviving workers in the competing colonies was recorded daily over 7 weeks. We modelled the survival of each colony during pairwise colony interactions, using a nonlinear model characterizing the survival dynamics of each colony individually. The least dominant species was P. megacephala, which always went extinct. Interactions among the three other species showed more complex dynamics, rendering the outcome of the interactions less predictable. Overall, W auropunctata and L neglectus were the most dominant species. This study shows the importance of scaling up to the colony level in order to gain realism in predicting the outcome of multiple invasions.

Optimization of short term power trading between Russia, Finland and Baltic countries

Russian and Baltic electricity markets are in the process of reformation and development on the way for competitive and transparent market. Nordic market also undergoes some changes on the way to market integration. Old structure and practices have been expired whereas new laws and rules come into force. The master thesis describes structure and functioning of wholesale electricity markets, cross-border connections between different countries. Additionally methods of cross-border trading using different methods of capacity allocation are disclosed. The main goal of present thesis is to study current situation at different electricity markets and observe changes coming into force as well as the capacity and electricity balances forecast in order to optimize short term power trading between countries and estimate the possible profit for the company.

Essays on pricing of risk and international linkage of Russian stock market

Last two decades have seen a rapid change in the global economic and financial situation; the economic conditions in many small and large underdeveloped countries started to improve and they became recognized as emerging markets. This led to growth in the amounts of global investments in these countries, partly spurred by expectations of higher returns, favorable risk-return opportunities, and better diversification alternatives to global investors. This process, however, has not been without problems and it has emphasized the need for more information on these markets. In particular, the liberalization of financial markets around the world, globalization of trade and companies, recent formation of economic and regional blocks, and the rapid development of underdeveloped countries during the last two decades have brought a major challenge to the financial world and researchers alike. This doctoral dissertation studies one of the largest emerging markets, namely Russia. The motivation why the Russian equity market is worth investigating includes, among other factors, its sheer size, rapid and robust economic growth since the turn of the millennium, future prospect for international investors, and a number of important major financial reforms implemented since the early 1990s. Another interesting feature of the Russian economy, which gives motivation to study Russian market, is Russia’s 1998 financial crisis, considered as one of the worst crisis in recent times, affecting both developed and developing economies. Therefore, special attention has been paid to Russia’s 1998 financial crisis throughout this dissertation. This thesis covers the period from the birth of the modern Russian financial markets to the present day, Special attention is given to the international linkage and the 1998 financial crisis. This study first identifies the risks associated with Russian market and then deals with their pricing issues. Finally some insights about portfolio construction within Russian market are presented. The first research paper of this dissertation considers the linkage of the Russian equity market to the world equity market by examining the international transmission of the Russia’s 1998 financial crisis utilizing the GARCH-BEKK model proposed by Engle and Kroner. Empirical results shows evidence of direct linkage between the Russian equity market and the world market both in regards of returns and volatility. However, the weakness of the linkage suggests that the Russian equity market was only partially integrated into the world market, even though the contagion can be clearly seen during the time of the crisis period. The second and the third paper, co-authored with Mika Vaihekoski, investigate whether global, local and currency risks are priced in the Russian stock market from a US investors’ point of view. Furthermore, the dynamics of these sources of risk are studied, i.e., whether the prices of the global and local risk factors are constant or time-varying over time. We utilize the multivariate GARCH-M framework of De Santis and Gérard (1998). Similar to them we find price of global market risk to be time-varying. Currency risk also found to be priced and highly time varying in the Russian market. Moreover, our results suggest that the Russian market is partially segmented and local risk is also priced in the market. The model also implies that the biggest impact on the US market risk premium is coming from the world risk component whereas the Russian risk premium is on average caused mostly by the local and currency components. The purpose of the fourth paper is to look at the relationship between the stock and the bond market of Russia. The objective is to examine whether the correlations between two classes of assets are time varying by using multivariate conditional volatility models. The Constant Conditional Correlation model by Bollerslev (1990), the Dynamic Conditional Correlation model by Engle (2002), and an asymmetric version of the Dynamic Conditional Correlation model by Cappiello et al. (2006) are used in the analysis. The empirical results do not support the assumption of constant conditional correlation and there was clear evidence of time varying correlations between the Russian stocks and bond market and both asset markets exhibit positive asymmetries. The implications of the results in this dissertation are useful for both companies and international investors who are interested in investing in Russia. Our results give useful insights to those involved in minimising or managing financial risk exposures, such as, portfolio managers, international investors, risk analysts and financial researchers. When portfolio managers aim to optimize the risk-return relationship, the results indicate that at least in the case of Russia, one should account for the local market as well as currency risk when calculating the key inputs for the optimization. In addition, the pricing of exchange rate risk implies that exchange rate exposure is partly non-diversifiable and investors are compensated for bearing the risk. Likewise, international transmission of stock market volatility can profoundly influence corporate capital budgeting decisions, investors’ investment decisions, and other business cycle variables. Finally, the weak integration of the Russian market and low correlations between Russian stock and bond market offers good opportunities to the international investors to diversify their portfolios.