Publish in OALib Journal

ISSN: 2333-9721

APC: Only $99


Any time

2019 ( 2 )

2018 ( 7 )

2017 ( 7 )

2016 ( 20 )

Custom range...

Search Results: 1 - 10 of 500 matches for " Dilip Krishnarao Apturkar "
All listed articles are free for downloading (OA Articles)
Page 1 /500
Display every page Item
A rare case of lumbar hernia following iliac crest bone graft
Dilip Krishnarao Apturkar,Kundankumar Narayan Dandekar,Gokul Jaywant Jorwekar,Padmakar Kashinath Baviskar
International Journal of Biomedical and Advance Research , 2013, DOI: 10.7439/ijbar.v4i1.885
Abstract: Introduction: Harvesting bone graft from iliac crest is routine procedure in orthopaedics practice. Lumbar hernia following this procedure is rare. Lumbar hernia is classified as congenital, primary, post traumatic and incisional. Objective: Reporting herewith a case of right lumbar hernia in 58 years old female occurring 10 years following full thickness iliac crest bone graft. Conclusion: Iliac crest bone harvest needs to be performed meticulously to prevent postoperative hernia. If occurs, polypropylene mesh repair gives good results. Key Words: Lumbar hernia; iliac crest bone graft
Use of “One Minute Preceptor” in surgery OPD in Rural Medical College
Kundankumar Narayan Dandekar,Gokul Jaywant Jorwekar,Padmakar Kashinath Baviskar,Dilip Krishnarao Apturkar
International Journal of Biomedical and Advance Research , 2013, DOI: 10.7439/ijbar.v4i1.899
Abstract: Introduction- Post graduate students during OPD hours, sometimes find it difficult to reach the provisional diagnosis. There is rising tendency to send patients to investigations without utilizing history and clinical findings to reach the diagnosis. Ideal approach- Residents should take careful history, do thorough clinical examination and develop a thought process to utilize these findings to come to a provisional diagnosis. Aim - Use of “One Minute Preceptor” in surgery post graduate residents in surgery OPD. Objectives- The tendency to rush for investigations should change and they should utilize the investigative tools to reinforce their diagnosis rather than getting / seeking readymade diagnosis. Innovation- To achieve this goal, the use of ‘One Minute Preceptor’ was adapted which provides a different approach compared to the traditional teaching. Materials And Methods – 1.Preproject questionnaire 2.Implementation 3.Interval feedback 4. Assessment Results: The use of “One Minute Preceptor’ in Surgery residents in ambulatory setup of Surgery OPD has positively contributed in achieving objectives of developing thought process to reach provisional diagnosis by utilizing history and clinical examination.
Comparative Efficacy of Polyamine-Based Scavenger Resins  [PDF]
Krishnarao Sandhya, Bhagavathula Ravindranath
International Journal of Organic Chemistry (IJOC) , 2012, DOI: 10.4236/ijoc.2012.21012
Abstract: Polyamine-based scavenger resins containing 2, 3 and 4 nitrogen atoms have been prepared and their comparative efficacy to scavenge appropriate electrophilic chemicals (acids, acid chlorides, isocyanates and aldehydes) from solutions has been studied. As expected, the scavenging efficiency is directly proportional to the number of nucleophic nitrogens present on the resin. The results have been compared with the performance of the popular scavenger resin, namely, tris(2-aminoethyl)amine resin, to conclude that the low-cost polyamine resins now prepared can be conveniently used as effectively as the expensive commercial product.
Chips to hits
Krishnarao Appasani
Genome Biology , 2002, DOI: 10.1186/gb-2002-3-4-reports4012
Abstract: The 'Chips to hits' meeting gathered approximately 1,200 scientists and covered recent advances in the fields of gene expression, protein arrays and molecular diagnostics. There were also three pre-conference sessions on surface chemistry, bioinformatics and nano-biotechnology.In order to develop protein arrays, specialized coatings are needed for slides; there is currently rapid growth in the coating chemistry field. Several investigators, including Malcolm Pluskal (Proteome Systems, Acton, USA) and Karin Hughes (ProlinX, Bothell, USA) talked about their ongoing coating chemistry projects. Pluskal gave an overview of the basic properties of surfaces and how they have been modified to immobilize cDNAs, oligonucleotides, proteins and antibodies. He described the coatings used on metal surfaces, especially on noble metals such as gold, including long-chain alkyl thioester monomers and self-assembling monolayers. Glass surfaces can be treated with thin layers of silane reagents (aminopropyl-, mercaptopropyl-, methylpropyl-, and epoxy-silane), avidin and streptavidin, poly-L-lysine, glutaraldehyde, or polyacrylamide. These coating chemistries have been applied in the development of DNA chips, protein arrays and surface plasmon resonance sensors. Pluskal also discussed piezoelectric liquid dispensing technology, which has applications in peptide-mass fingerprinting, mapping sites of N-glycosylation, antigen discovery and immunodiagnostics. 'Chemical printing' by in situ tryptic digestion of membrane-bound proteins directly on the blot was highlighted as a very useful approach for quantitating proteins, because it needs only small amounts of reagents that can be delivered precisely, archiving of the results is possible and, most importantly, it can be automated for high-throughput quantitation purposes.Hughes presented information on her company's Versalinx? protein array technology platform, which uses glass slides coated with phenyl-(di)-boronic acid to bind reversibly
On Detecting Sudden Changes in the Unconditional Volatility of a Time Series  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2016, DOI: 10.4236/tel.2016.62028
Abstract: The present study highlights the drawback of using Sanso, Arago and Carrion’s (2004) AIT-ICSS algorithm in detecting sudden changes in the unconditional volatility when long memory is present in volatility. Simulation experiments show that the AIT-ICSS test is severely oversized and exhibits low power when long memory is present in volatility.
Weighted Bootstrap Approach for the Variance Ratio Tests: A Test of Market Efficiency  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2016, DOI: 10.4236/tel.2016.63048
Abstract: By means of Monte Carlo experiments using the weighted bootstrap, we evaluate the size and power properties in small samples of Chow and Denning’s [1] multiple variance ratio test and the automatic variance ratio test of Choi [2]. Our results indicate that the weighted bootstrap tests exhibit desirable size properties and substantially higher power than corresponding conventional tests.
On Volatility Transmission from Crude Oil to Agricultural Commodities  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2017, DOI: 10.4236/tel.2017.72009
Abstract: The paper examines volatility transmission from crude oil market to agricultural commodities like wheat, corn, cotton and soybeans. We find that the volatility transmission from crude oil to agricultural commodities exhibits sudden changes over a study period. We also examine whether the sudden changes in volatility influence the observed sudden changes in volatility transmission from crude oil to agricultural commodities. Our results indicate the observed sudden change in volatility transmission mechanism is not influenced by sudden changes in volatility series.
Factors Impacting the Interest Rate Derivatives Usage in Indian Commercial Banks  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2017, DOI: 10.4236/tel.2017.73045
Abstract: In this paper, we examine the impact of interest rate risk factors on the interest rate derivatives (IRD) usage by commercial banks in India. We focus our analysis during the period 2008-2010. We have taken this period to highlight that during and after global financial crisis, what were the main factors that influence the interest rate derivatives usage by Indian commercial banks. We have used simulation analysis and regression analysis to identify the interest rate risk factors. Using Tobit fixed effect analysis, we are able to provide empirical evidence that interest rate risk drives the derivatives usages by Indian commercial banks. Our results indicate that asset size, the impact of interest rate shock on equity capital are positively related to use of derivatives for hedging as well as trading and interest rate sensitivity factor is negatively related to the use of derivatives for hedging and trading. New generation private banks have relatively large exposure to derivatives for trading purpose.
Volatility Prediction: A Study with Structural Breaks  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2018, DOI: 10.4236/tel.2018.86080
Abstract: We incorporate the impact of structural breaks in the unbiased unconditional volatility as proposed by Kumar and Maheswaran with a conditional autoregressive range (CARR) model. The findings of the proposed framework are compared with the findings based on the volatility forecasts of the GARCH model with and without structural breaks in volatility. Our findings based on the analysis on S&P 500, FTSE 100, SZSE Composite and FBMKLCI indices indicate that the proposed framework effectively captures the dynamics of conditional volatility and provides better out-of-sample forecasts relative to GARCH models with and without structural breaks in volatility.
Market Efficiency in Indian Exchange Rates: Adaptive Market Hypothesis  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2018, DOI: 10.4236/tel.2018.89101
Abstract: This paper utilizes the automatic variance ratio test and Belaire-Franch and Contreras (2004) rank-based tests to examine the adaptive market hypothesis in Indian exchange rates relative to US dollar (USD), Great British pound (GBP), Euro and Japanese yen (Yen). We use overlapping and non-overlapping moving subsample approach to examine the sensitivity of the results to a particular sample period. Our findings provide evidence in support of violation of the martingale hypothesis of Indian exchange rates relative to the US dollar and Japanese yen for whole sample period. Our findings also provide evidence that the predictability of returns of Indian exchange rates occurs from time to time and depends on occurrence of major macroeconomic events. These findings are consistent with the validity of adaptive market hypothesis in Indian exchange rates.
Page 1 /500
Display every page Item

Copyright © 2008-2017 Open Access Library. All rights reserved.