Graduate Theses & Dissertations

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Application of One-factor Models for Prices of Crops and Option Pricing Process
This thesis is intended to support dependent-on-crops farmers to hedge the price risks of their crops. Firstly, we applied one-factor model, which incorporated a deterministic function and a stochastic process, to predict the future prices of crops (soybean). A discrete form was employed for one-month-ahead prediction. For general prediction, de-trending and de-cyclicality were used to remove the deterministic function. Three candidate stochastic differential equations (SDEs) were chosen to simulate the stochastic process; they are mean-reverting Ornstein-Uhlenbeck (OU) process, OU process with zero mean, and Brownian motion with a drift. Least squares methods and maximum likelihood were used to estimate the parameters. Results indicated that one-factor model worked well for soybean prices. Meanwhile, we provided a two-factor model as an alternative model and it also performed well in this case. In the second main part, a zero-cost option package was introduced and we theoretically analyzed the process of hedging. In the last part, option premiums obtained based on one-factor model could be compared to those obtained from Black-Scholes model, thus we could see the differences and similarities which suggested that the deterministic function especially the cyclicality played an essential role for the soybean price, thus the one-factor model in this case was more suitable than Black-Scholes model for the underlying asset. Author Keywords: Brownian motion, Least Squares Method, Maximum Likelihood Method, One-factor Model, Option Pricing, Ornstein-Uhlenbeck Process
Representations of Aboriginal Health in the Media
The goal of the present study was to explore the overall discourse within media articles regarding Aboriginal health issues. The present research aimed to answer the following questions: What Aboriginal health issues are being discussed in the media? How are Aboriginal health issues being discussed in the media? And, does the media propagate power imbalances between Aboriginal and non-Aboriginal Canadians? A thematic analysis was conducted, coopting aspects of Critical Discourse Analysis (CDA) to assess media content. Four CDA devices were used: overlexicalisation, structural oppositions, nominalizations and functional nominations, and concessions and hedging. Results suggest that while there are disparities in health outcomes between Aboriginal and non-Aboriginal Canadians, it is not widely reported in the media. The thematic analysis of 208 articles revealed patterns of stereotypical ideologies and negative framing appearing in media articles, the creation of an us versus them narrative, and themes of out of sight, out of mind, criminalizing Aboriginal Canadians, politicizing health, and access to health services. Author Keywords: Aboriginal Health, Communication, Health, Media, Psychology, Thematic Analysis
Practicing and Rewarding Task-Relevant Motor Variability to Optimize Motor Performance
It is universally accepted that human motor performance is variable in both its timing and spatial qualities. However, it is unclear to what extent motor variability impedes performance when learning a new skill and to what extent it enables our ability to learn. The first experiment examined whether performance during a test task depended on whether participants practiced to constrain or vary the task-relevant parameter. Participants used their right hand to make simple point-to-point movements. Results demonstrated the importance of paying attention to test task demands to evaluate which form of practice is most beneficial. The second experiment examined whether levels of variability could be manipulated using a reward-based paradigm to enhance learning when adapting to a perturbation of a simple visually-guided reaching movement. A reward-based feedback task was designed to encourage exploration along the task-relevant dimension, specifically movement direction variability. Overall, I did not find any significant results. Author Keywords: Adaptation, Motor Control, Motor Learning, Reaching
Long-Term Population Dynamics of an Unexploited Lacustrine Brook Trout (Salvelinus fontinalis) Population
Long-term studies of demographic processes such as survival and abundance conducted in unexploited systems provide unique insight into the natural population ecology of fish, but are rarely available. I used historical tagging records of a sanctuary population of brook trout (Salvelinus fontinalis) in Algonquin Park, Ontario to investigate long-term population dynamics in an unexploited population. Adult brook trout in Mykiss Lake (23.5ha) were surveyed and tagged biannually (May and October) between 1990 and 2004. Open-population capture-mark-recapture models were used to test the importance of time, size, sex and season on estimates of apparent survival and abundance. Seasonal population growth and recruitment were estimated and compared with large-scale climate indices. Time-dependent survival and abundance estimates fluctuated, with distinct periods of increase. Population growth and recruitment were positively correlated with summer NAO and ENSO values, whereas survival was negatively correlated. Seasonally, larger individuals experienced higher apparent survival during winter and decreased survival during summer. These findings provide valuable insights into the natural demography of unexploited brook trout populations, and should help inform sustainable management of inland fisheries. Author Keywords: capture-mark-recapture, long-term, population dynamics, Salvelinus fontinalis, seasonal variation, survival
In situ measurements of trace metal species in the Athabasca and Mackenzie Rivers using diffusive gradient in thin films (DGT) devices
This study assesses the bioavailable metal (Cu, Ni, Zn, Pb) species in the Athabasca-Mackenzie watersheds using diffusive gradient in thin films (DGT) devices. Metal toxicity is not only based on the concentration of metal in natural waters, but also on the nature of metal species. Four main forms in aquatic systems are: free ion, inorganic species, DOM bound (humic) species and metal colloidal species. The free ion and inorganic species and very small humic species are known as DGT-labile species and, are considered to be more bioavailable to micro-organisms due to the size and thus may be toxic to microorganisms. In this study, DGT devices were applied to (1) monitor the DGT-labile metal species in the lower Athabasca River and the Mackenzie River watershed and (2) assess the DGT-labile metal concentrations on temporal and spatial scales. In the lower Athabasca River, comparison between the DGT results and the Windermere Humic Acid Model (WHAM) calculation indicated good agreements for all metals when the precipitated iron(III) hydroxide was assumed as an active binding surface. No significant variations in labile species were found over 2003-2012 (RAMP database) despite the development of oil sands. In the Mackenzie River, no significant difference in DGT-labile metal concentrations and DOC concentrations was found in yearly basis 2012-2014. Only DOC was lower in August (6.98 and 3.85 ppm, respectively; p< 0.05) due to dilution from heavy rain events. Spatially, DGT-labile Cu and Ni in the downstream Mackenzie River were higher than upstream (1.79 and 0.58 ppb for Cu, 1.68 and 0.77 ppb for Ni, 4.06 and 6.91 ppm for DOC; p < 0.05). Overall the in situ measurements of metals constitute a benchmark for future studies in water quality and be helpful in environmental management in Alberta and the Northwest Territories in Canada. Author Keywords: Athabasca River, DGT, Mackenzie River, Speciation, Trace Metal, WHAM
Bioremoval of copper and nickel on living and non-living Eugelna gracilis
This study assesses the ability of a unicellular protist, Euglena gracilis, to remove Cu and Ni from solution in mono- and bi-metallic systems. Living Euglena cells and non-living Euglena biomass were examined for their capacity to sorb metal ions. Adsorption isotherms were used in batch systems to describe the kinetic and equilibrium characteristics of metal removal. In living systems results indicate that the sorption reaction occurs quickly (<30 min) in both Cu (II) and Ni (II) mono-metallic systems and adsorption follows a pseudo-second order kinetics model for both metals. Sorption capacity and intensity was greater for Cu than Ni (p < 0.05) and were described by the Freundlich model. In bi-metallic systems sorption of both metals appears equivalent. In non-living systems sorption occurred quickly (10-30 min) and both Cu and Ni equilibrium uptake increased with a concurrent increase of initial metal concentrations. The pseudo-first-order model was applied to the kinetic data and the Langmuir and Freundlich models effectively described single-metal systems. The biosorption capacity of Cu (II) and) was 3x times greater than that of Ni (II). Sorption of one metal in the presence of relatively high concentrations of the other metal was supressed. Generally, it was found that living Euglena remove Cu and Ni more efficiently than non-living Euglena biomass in both mono- and bi-metallic systems. It is anticipated that this work should contribute to the identification of baseline uptake parameters and capacities for Cu and Ni by Euglena as well as to the increasing amount of research investigating sustainable bioremediation. Author Keywords: accumulation, biosorption, Cu, Euglena gracilis, kinetics, Ni
Relationships between Dissolved Organic Matter and Vanadium Speciation in the Churchill River, MB and the Mackenzie River Basin, NWT using diffusive gradients in thin films (DGT)
This study examines the influence of dissolved organic matter (DOM) on dissolved vanadium (V) speciation in the Churchill River and Great Slave Lake using diffusive gradients in thin film (DGT). Vanadium is commonly found in natural environments such as rivers, lakes and oceans. It regulates normal cell growth, but in excessive amounts, it can have toxic effects on human and aquatic organisms. The use of in situ, time integrated DGT devices allows to better (1) monitor the most bioavailable fraction of V, the DGT-labile V, in Arctic Rivers and (2) assess the influence of DOM on dissolved V speciation. Higher DGT-labile V was found in the the central regions of the Mackenzie River (MR), with an average of 7.7 ± 2.3 nM, likely due to sediment leaching and permafrost thawing. The Churchill River and Great Slave Lake (GSL) showed lower DGT-labile V levels (2.2 ± 1.6 nM and 3.6 ± 2.7 nM, respectively), compared to central regions in MR. The CR DGT-labile V concentrations was positively correlated to protein-like DOM concentration and abundance (r = 0.3, p < 0.05). The data collected from this study will help in developing new strategies regarding environmental health and impact assessments of environmentally hazardous waste that consist of potentially high levels of toxic vanadium species. Developments in the use of DGT devices as a sampling method will also aid in future studies involved in analyzing environmental health and specifically dissolved V species in natural waters. Author Keywords: diffusive gradients in thin-films, dissolved organic matter, fluorescence, mass spectrometry, UV-Vis, vanadium
Conservation genetics of Redside Dace (Clinostomus elongatus)
Recent range reductions of endangered species have been linked to urban development, increased agricultural activities, and introduction of non-native species. I used Redside Dace (Clinostomus elongatus) as a focal species to examine the utility of novel monitoring approaches, and to understand historical and contemporary processes that have influenced their present distribution. I tested the efficacy of environmental DNA (eDNA) to detect Redside Dace, and showed that eDNA was more sensitive for detecting species presence than traditional electrofishing. Parameters such as season, number of replicates, and spatial versus temporal sampling need to be accounted for when designing an eDNA monitoring program, as they influence detection effectiveness and power. I also assessed the species’ phylogeographic structure using both mitochondrial and microsatellite DNA analysis. The data from the microsatellite markers indicate that Redside Dace populations are genetically structured, with the exception of several populations from the Allegheny River basin. Combined sequence data from three mitochondrial genes (cytochrome b, ATPase 6 and ATPase 8) indicated that Redside Dace persisted within three Mississippian refugia during the last glaciation. Secondary contact between two lineages was indicated by both mitochondrial and microsatellite data. The combined results from the eDNA and conservation genetics studies can be used to inform Redside Dace recovery efforts, and provide a template for similar efforts for other aquatic endangered species. Author Keywords: eDNA, endangered, genetics, phylogeography
Modeling drought derivatives in arid regions
We propose a stochastic weather model based on temperature, precipitation, humidity and wind speed for Qatar, as a representative arid region, in order to obtain simulated values for a drought index. As a drought index, the Reconnaissance Drought Index (RDI) is commonly accepted in agriculture and is used to measure drought severity. It can be used to price weather derivatives to help farmers reduce nancial losses from drought. RDI, which is the ratio of precipitation to evapotranspiration, is calculated by considering crop growth stages. The use of dierent crop coecient value depending on the growth stage to calculate evapotranspiration can provide improved values for RDI. Additionally, six calculation methods for evapotranspiration using weather data are investigated to obtain accurate values for RDI. Author Keywords: Evapotranspiration, Markov chains, Mean reversion processes, Reconnaissance Drought Index, Stochastic dierential equations, Stochastic weather models
Social thermoregulation and potential for heterothermy
Northern and southern flying squirrels (Glaucomys sabrinus and G. volans, respectively) are experiencing a climate change induced increase in range overlap, resulting in recent hybridization. We investigated the occurrence of heterospecific communal nesting, a potential facilitator of hybridization, and aimed to confirm the presence of torpor, a potential barrier to hybridization, in flying squirrels. In wild-caught captive squirrels, we conducted a paired nest choice experiment and found that heterospecific nesting did occur, but in a lower frequency than conspecific nesting. Ambient temperature did not affect the frequency of grouped nesting. We attempted to induce torpor in flying squirrels in a laboratory through cold exposure while measuring metabolic rate and body temperature. Strong evidence of torpor was not observed, and metabolic rate remained unchanged with season. We conclude that torpor is not a barrier to hybridization in flying squirrels, but resistance to heterospecific nesting may indicate the existence of one. Author Keywords: heterospecific group, hybridization, northern flying squirrel, social thermoregulation, southern flying squirrel, torpor
Characterisation of the Giardia Tata-Binding Protein - Preparation for an in vivo approach
The aim of this work was to identify the DNA sequences recognized by the Giardia TBP (gTBP) in vivo by using a chromatin immunoprecipitation assay (ChIP). Since a specific antibody for the protein of interest is required for this assay, a company was contracted to produce and purify a custom polyclonal antibody from the immunization of rabbits. Recombinant GST-gTBP was produced at a suitable yield and purity and used as the immunogen. The antibody was then tested for reactivity to the native protein in our laboratory. By Western blot analysis, it was possible to observe the enrichment of the gTBP within the nuclear fraction compared to a cytoplasmic fraction extracted from Giardia cells. However, the antibody could not be successfully used in an immunoprecipitation assay - suggesting that the antibody is unable to bind to the native structure of gTBP. Therefore, the focus of this work was changed to analyse gTBP via multiple sequence alignments, homology modelling and BLAST to identify any unique regions that may contribute to its unusual binding characteristics. These techniques were also used to identify specific regions of gTBP that may be used to generate synthetic peptides as immunogens for future antibody production. Author Keywords: ChIP, Giardia intestinalis, Homology modelling, Immunoprecipitation, TATA-binding protein, Western Blotting
Phosphorus deposition in forested watersheds
Phosphorus (P) is an essential macronutrient. In south-central Ontario, foliar P concentrations are low and studies have suggested that P may be limiting forest productivity. Current catchment mass balance estimates however, indicate that P is being retained suggesting that P should not be limiting to tree growth. Phosphorus deposition is measured using bulk deposition collectors, which are continuously open and therefore are subject to contamination by pollen and other biotic material with high P and potassium (K) concentrations and may therefore overestimate net P inputs to forested catchments. Average annual TP and K deposition at three long-term (1984 – 2013) monitoring sites near Dorset, Ontario ranged from 15 to 20 mg·m-2y-1 and 63 to 85 mg·m-2y-1, respectively, and was higher at Paint Lake compared with Plastic Lake and Heney Lake. Phosphorus and K in bulk precipitation were strongly positively correlated, but deposition patterns varied spatially and temporally among the three sites. Total phosphorus and K deposition increased significantly at Plastic Lake and decreased significantly at Paint Lake, but there was no significant trend in TP or K deposition at Heney Lake over the 30 year period. All sites, but especially Paint Lake, exhibited considerable inter-annual variation in TP and K deposition. To quantify the contribution of pollen, which represents an internal source of atmospheric P deposition, Durham pollen collectors during the spring and summer of 2014 were used. The three sites, Paint Lake, Heney Lake, and Plastic Lake had pollen deposition amounts of 5202 grains·cm-2, 7415 grains·cm-2, and 12 250 grains·cm-2, respectively in 2014. Approximately 83% of pollen deposition can be attributed to white pine and red pine that has a concentration of 3 mg·g-1 of P. It was estimated that pollen alone could account for up to one-third of annual bulk P deposition. Extrapolating winter P deposition values to exclude all potential biotic influences (insects, bird feces, leaves), indicates that bulk deposition estimates may double actual net P to forests, which has implications for long-term P availability, especially in harvested sites. Author Keywords: Atmospheric Deposition, Phosphorus, Pine, Pollen, Potassium, South-Central Ontario

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Graduate student theses produced at Trent University. You may also browse theses and dissertations by year, program, or author.

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