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- 저자 : Samineni, Vijay K. (검색결과 3 건)
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Fully implantable, battery-free wireless optoelectronic devices for spinal optogenetics :
Samineni, Vijay K.,Yoon, Jangyeol,Crawford, Kaitlyn E.,Jeong, Yu Ra,McKenzie, Kajanna C,Shin, Gunchul,Xie, Zhaoqian,Sundaram, Saranya S.,Li, Yuhang,Yang, Min Young,Kim, Jeonghyun,Wu, Di,Xue, Yeguang,F Ovid Technologies (Wolters Kluwer) - Lippincott Wi 2017 Pain Vol.158 No.11
<P>The advent of optogenetic tools has allowed unprecedented insights into the organization of neuronal networks. Although recently developed technologies have enabled implementation of optogenetics for studies of brain function in freely moving, untethered animals, wireless powering and device durability pose challenges in studies of spinal cord circuits where dynamic, multidimensional motions against hard and soft surrounding tissues can lead to device degradation. We demonstrate here a fully implantable optoelectronic device powered by near-field wireless communication technology, with a thin and flexible open architecture that provides excellent mechanical durability, robust sealing against biofluid penetration and fidelity in wireless activation, thereby allowing for long-term optical stimulation of the spinal cord without constraint on the natural behaviors of the animals. The system consists of a double-layer, rectangular-shaped magnetic coil antenna connected to a microscale inorganic light-emitting diode (m-ILED) on a thin, flexible probe that can be implanted just above the dura of the mouse spinal cord for effective stimulation of light-sensitive proteins expressed in neurons in the dorsal horn. Wireless optogenetic activation of TRPV1-ChR2 afferents with spinal m-ILEDs causes nocifensive behaviors and robust real-time place aversion with sustained operation in animals over periods of several weeks to months. The relatively low-cost electronics required for control of the systems, together with the biocompatibility and robust operation of these devices will allow broad application of optogenetics in future studies of spinal circuits, as well as various peripheral targets, in awake, freely moving and untethered animals, where existing approaches have limited utility.</P>
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Expiration-Day Effects on Index Futures: Evidence from Indian Market
Ravi Kumar SAMINENI,Raja Babu PUPPALA,Ramesh MUTHANGI,Syamsundar KULAPATHI 한국유통과학회 2020 The Journal of Asian Finance, Economics and Busine Vol.7 No.11
Nifty Bank Index has started trading in futures and options (F&O) segment from 13th June 2005 in National Stock Exchange. The purpose of the study is to enhance the literature by examining expiration effect on the price volatility and price reversal of Underlying Index in India. Historical data used for the current study primarily comprise of daily close prices of Nifty Bank which is the only equity sectoral index in India which is traded in derivatives market and its Future contract value is derived from the underlying CNX Bank Index during the period 1st January 2010 till 31st March 2020. To check stationarity of the data, Augmented Dicky Fuller test was used. The study employed ARMA- EGARCH model for analysing the data. The empirical results revealed that there is no effect on the mean returns of underlying Index and EGARCH (1,1) model furthermore shows there is existence of leverage effect in the Bank Index i.e., negative shocks causes more fluctuations in the Index than positive news of similar magnitude. The outcome of the study specifies that there is no effect on volatility on the underlying sectoral index due to expiration days and also observed no price reversal effect once the expiration days are over.
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A Study on Unfolding Asymmetric Volatility: A Case Study of National Stock Exchange in India
Ravi Kumar SAMINENI,Raja Babu PUPPALA,Syamsundar KULAPATHI,Shiva Kumar MADAPATHI 한국유통과학회 2021 The Journal of Asian Finance, Economics and Busine Vol.8 No.4
The study aims to find the asymmetric effect in National Stock Exchange in which the Nifty50 is considered as proxy for NSE. A return can be stated as the change in value of a security over a certain time period. Volatility is the rate of change in security value. It is an arithmetical assessment of the dispersion of yields of security prices. Stock prices are extremely unpredictable and make the investment in equities risky. Predicting volatility and modeling are the most profuse areas to explore. The current study describes the association between two variables, namely, stock yields and volatility in equity market in India. The volatility is measured by employing asymmetric GARCH technique, i.e., the EGARCH (1,1) tool, which was used in building the study. The closing prices of Nifty on day-to-day basis were used for analysis from the period 2011 to 2020 with 2,478 observations in the study. The model arrests the lopsided volatility during the mentioned period. The outcome of asymmetric GARCH model revealed the subsistence of leverage effect in the index and confirms the impact of conditional variance as well. Furthermore, the EGARCH technique was evidenced to be apt in seizure of unsymmetrical volatility.
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