wanyu/IteraTeR_full_sent huggingface dataset:
Original:  As an application , we prove uniqueness of the Hansen and Scheinkman (2009) factorization of the Markovian pricing kernel under the assumption of recurrence, and, as a special case, we extend the Recovery Theorem of Ross (2013) from discrete time, finite state irreducible Markov chains to recurrent Borel right processes.
Revised:  As economic applications , we prove uniqueness of the Hansen and Scheinkman (2009) factorization of the Markovian pricing kernel under the assumption of recurrence, and, as a special case, we extend the Recovery Theorem of Ross (2013) from discrete time, finite state irreducible Markov chains to recurrent Borel right processes.
Edit intent: clarity
Original:  As an application , we prove uniqueness of the Hansen and Scheinkman (2009) factorization of the Markovian pricing kernel under the assumption of recurrence, and, as a special case, we extend the Recovery Theorem of Ross (2013) from discrete time, finite state irreducible Markov chains to recurrent Borel right processes.
Revised:  As an application , we prove uniqueness of the Hansen and Scheinkman (2009) factorization of the Markovian SDF corresponding to the recurrent eigenfunction, extend the Recovery Theorem of Ross (2013) from discrete time, finite state irreducible Markov chains to recurrent Borel right processes.
Edit intent: meaning-changed
Original:  As an application , we prove uniqueness of the Hansen and Scheinkman (2009) factorization of the Markovian pricing kernel under the assumption of recurrence, and, as a special case, we extend the Recovery Theorem of Ross (2013) from discrete time, finite state irreducible Markov chains to recurrent Borel right processes. When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Revised:  As an application , we prove uniqueness of the Hansen and Scheinkman (2009) factorization of the Markovian pricing kernel under the assumption of recurrence, and, as a special case, we extend the Recovery Theorem of Ross (2013) from discrete time, finite state irreducible Markov chains to recurrent BRPs, and obtain the long maturity asymptotics of the pricing operator. When an asset pricing model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Edit intent: meaning-changed
Original:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Revised:  When a model is specified by given risk-neutral probabilities together with a short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Edit intent: fluency
Original:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Revised:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian state , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Edit intent: fluency
Original:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Revised:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
Edit intent: clarity
Original:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery) for specific classes of Markovian models and provide explicit examples of recurrent eigenfunctions, recurrent Hansen-Scheikman factorizations, and Ross recoveries in a number of  models, including affine and quadratic diffusion models , some non-affine diffusion models, and an affine model with jumps.
Revised:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction and provide explicit examples of recurrent eigenfunctions, recurrent Hansen-Scheikman factorizations, and Ross recoveries in a number of models, including affine and quadratic diffusion models , some non-affine diffusion models, and an affine model with jumps.
Edit intent: clarity
Original:  for specific classes of Markovian models and provide explicit examples of recurrent eigenfunctions, recurrent Hansen-Scheikman factorizations, and Ross recoveries in a number of  models, including affine and quadratic diffusion models , some non-affine diffusion models, and an affine model with jumps.
Revised:  for specific classes of Markovian models and provide explicit examples in a number of models, including affine and quadratic diffusion models , some non-affine diffusion models, and an affine model with jumps.
Edit intent: clarity
Original:  for specific classes of Markovian models and provide explicit examples of recurrent eigenfunctions, recurrent Hansen-Scheikman factorizations, and Ross recoveries in a number of  models, including affine and quadratic diffusion models , some non-affine diffusion models, and an affine model with jumps.
Revised:  for specific classes of Markovian models and provide explicit examples of recurrent eigenfunctions, recurrent Hansen-Scheikman factorizations, and Ross recoveries in a number of important financial models, including affine and quadratic diffusion models , some non-affine diffusion models, and an affine model with jumps.
Edit intent: meaning-changed
Original:  for specific classes of Markovian models and provide explicit examples of recurrent eigenfunctions, recurrent Hansen-Scheikman factorizations, and Ross recoveries in a number of  models, including affine and quadratic diffusion models , some non-affine diffusion models, and an affine model with jumps.
Revised:  for specific classes of Markovian models and provide explicit examples of recurrent eigenfunctions, recurrent Hansen-Scheikman factorizations, and Ross recoveries in a number of models, including affine and quadratic diffusion models and an affine model with jumps.
Edit intent: clarity
Original:  These examples show that the recurrence assumption, in addition to fixing uniqueness, rules out unstable economic dynamics, such as the risk-free rate asymptotically going to infinity or to a zero lower bound trap  .
Revised:  These examples show that the recurrence assumption, in addition to fixing uniqueness, rules out unstable economic dynamics, such as the short rate asymptotically going to infinity or to a zero lower bound trap .
Edit intent: meaning-changed
Original:  These examples show that the recurrence assumption, in addition to fixing uniqueness, rules out unstable economic dynamics, such as the risk-free rate asymptotically going to infinity or to a zero lower bound trap  .
Revised:  These examples show that the recurrence assumption, in addition to fixing uniqueness, rules out unstable economic dynamics, such as the risk-free rate asymptotically going to infinity or to a zero lower bound trap without possibility of escaping .
Edit intent: clarity
Original:  The exposure value  outlined in the first exposure draft 2009  will be interpreted as a fair under amortized cost accounting and consequently provides a valid benchmark. Therefore the ED 2009 is used to quantify conservatism or hidden reserves in the actual implementation of the final standard and to separate operational side-effects from real risk impacts.
Revised:  The exposure value outlined in the first exposure draft 2009 will be interpreted as a fair under amortized cost accounting and provides the main methodological benchmark. Consequently, the ED 2009 is used to quantify conservatism or hidden reserves in the actual implementation of the final standard and to separate operational side-effects from real risk impacts.
Edit intent: clarity
Original:  On basis of the NPL Backtest, which is part of the Impact of Risk concept , specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in bucket 3.
Revised:  On basis of the NPL Backtest, which is part of the Impact of Risk framework , specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in bucket 3.
Edit intent: clarity
Original:  On basis of the NPL Backtest, which is part of the Impact of Risk concept , specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in bucket 3.
Revised:  On basis of the NPL Backtest, which is part of the Impact of Risk concept , specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in in NPL portfolio (bucket 3).
Edit intent: meaning-changed
Original: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock  price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Revised: The price of a stock will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Edit intent: clarity
Original: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock  price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Revised: Stock prices will rarely follow the assumed model t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Edit intent: coherence
Original: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock  price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Revised: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval and a curious investor or a Regulatory Authority may wish to obtain a probability model the prices support. A risk neutral probability (-ies) {\cal P}^* for the stock price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Edit intent: meaning-changed
Original: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock  price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Revised: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability {\cal P}^* for the stock price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Edit intent: clarity
Original: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock  price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Revised: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock 's price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Edit intent: fluency
Original: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock  price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
Revised: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock price at time T is determined in closed form from the prices before T without assuming a price model .
Edit intent: meaning-changed
Original:  The necessary and suficient condition used to obtain {\cal P}^* is related with the flow of information and concepts in Market Manipulation; it contributes in understanding the  relation between market  informational efficiency and the arbitrage-free option pricing methodology.
Revised:  The necessary and suficient condition used to obtain {\cal P}^* is the relation between market informational efficiency and the arbitrage-free option pricing methodology.
Edit intent: coherence
Original:   {\cal P}^*-price C for the stock's European call option expiring at T is also obtained. For "calm" stock prices, C coincides with the Black-Scholes-Merton price and confirms its universal validity without stock price modeling assumptions.
Revised:  {\cal P}^*-price C for the stock's European call option expiring at T is obtained. Among other results it is shown for "calm" stock prices, C coincides with the Black-Scholes-Merton price and confirms its universal validity without stock price modeling assumptions.
Edit intent: meaning-changed
Original:  For "calm" stock prices, C coincides with the Black-Scholes-Merton price and confirms its universal validity without stock price modeling assumptions. Additional results for calm stock : a) show that volatility's role is fundamental in the call's transaction, b) clarify the behaviors of the trader and the call's buyerand c) confirm quantitatively that the buyer 's price carries an exponentially increasing volatility  premium.
Revised:  For "calm" stock prices, C coincides with the Black-Scholes-Merton price thus confirming its validity for various stock prices, ii) the buyer 's price carries an exponentially increasing volatility premium.
Edit intent: clarity
Original:  Additional results for calm stock : a) show that volatility's role is fundamental in the call's transaction, b) clarify the behaviors of the trader and the call's buyerand c) confirm quantitatively that the buyer 's price carries an exponentially increasing volatility  premium.
Revised:  Additional results for calm stock : a) show that volatility's role is fundamental in the call's transaction, b) clarify the behaviors of the trader and the call's buyerand c) confirm quantitatively that the buyer 's price carries an exponentially increasing volatility premium and its difference with C provides a measure of the market risk premium.
Edit intent: meaning-changed
Original: Software-defined networking (SDN) enables network and data center (DC) providers with a flexible management of networking resources . SDN is also an appropriate solution for network virtualization since in this way each network component can be placed in a software container .
Revised: Network virtualization enables computing networks and data center (DC) providers with a flexible management of networking resources . SDN is also an appropriate solution for network virtualization since in this way each network component can be placed in a software container .
Edit intent: clarity
Original:  In this paper, we address some of the existing issues with the classic DC network topologies to be used in virtualized environment, and then investigate a group of DC network topologies with the capability of providing dynamic structures according to the service-level required depending on the active traffic in a virtual DC network.
Revised:  In this paper, we address the existing issues with the classic DC network topologies to be used in virtualized environment, and then investigate a group of DC network topologies with the capability of providing dynamic structures according to the service-level required depending on the active traffic in a virtual DC network.
Edit intent: coherence
Original:  In this paper, we address some of the existing issues with the classic DC network topologies to be used in virtualized environment, and then investigate a group of DC network topologies with the capability of providing dynamic structures according to the service-level required depending on the active traffic in a virtual DC network.
Revised:  In this paper, we address some of the existing issues with the classic DC network topologies in virtualized environment, and then investigate a group of DC network topologies with the capability of providing dynamic structures according to the service-level required depending on the active traffic in a virtual DC network.
Edit intent: clarity
Original:  In this paper, we address some of the existing issues with the classic DC network topologies to be used in virtualized environment, and then investigate a group of DC network topologies with the capability of providing dynamic structures according to the service-level required depending on the active traffic in a virtual DC network.
Revised:  In this paper, we address some of the existing issues with the classic DC network topologies to be used in virtualized environment, and investigate a set of DC network topologies with the capability of providing dynamic structures according to the service-level required depending on the active traffic in a virtual DC network.
Edit intent: clarity
Original:  In this paper, we address some of the existing issues with the classic DC network topologies to be used in virtualized environment, and then investigate a group of DC network topologies with the capability of providing dynamic structures according to the service-level required depending on the active traffic in a virtual DC network.
Revised:  In this paper, we address some of the existing issues with the classic DC network topologies to be used in virtualized environment, and then investigate a group of DC network topologies with the capability of providing dynamic structures according to the service-level required by the active traffic in a virtual DC network.
Edit intent: clarity
Original:  In particular, we propose three main approaches to modify the structure of a classic BCube topology used as a benchmark. The associated structural features and maximum achievable interconnected bandwidth of these modifications is studied for various routing scenarios.
Revised:  In particular, we propose three main approaches to modify the structure of a classic BCube topology as a topology benchmark, and investigate their associated structural features and maximum achievable interconnected bandwidth of these modifications is studied for various routing scenarios.
Edit intent: clarity
Original:  This mechanism may be relevant  for communities of bacteria, with strain-specific collapses caused e.g. by invading bacteriophages, or for other ecosystems where infectious diseases play an important role.
Revised:  This mechanism may be relevant e.g. for communities of bacteria, with strain-specific collapses caused e.g. by invading bacteriophages, or for other ecosystems where infectious diseases play an important role.
Edit intent: fluency
Original:  Population sizes in our system follow a bimodal distribution with the lower peak composed of the recently collapsed or the newly arrived species. In contrast to this, the upper peak of the distribution consists of the surviving species in the current diversity wave.
Revised:  Population sizes in our system follow a bimodal distribution with the lower peak composed of the recently collapsed or newly introduced species, while the upper peak of the distribution consists of the surviving species in the current diversity wave.
Edit intent: clarity
Original:  In contrast to this, the upper peak of the distribution consists of the surviving species in the current diversity wave. The populations of the most abundant species in the upper peak exhibit a scale-free  distribution with a nearly universal exponent of about 1.7.
Revised:  In contrast to this, the upper peak of the distribution consists of the surviving species in the current wave. In most waves both upper and lower peaks are composed of several smaller peaks. This URLanized hierarchical peak structure has a long-term memory transmitted across several waves. It gives rise to a scale-free distribution with a nearly universal exponent of about 1.7.
Edit intent: meaning-changed
Original: We study the optimisation and porting of the "Modal" code on Intel(R) Xeon(R) processors and /or Intel(R) Xeon Phi(TM) coprocessors using methods which should be applicable to more general compute bound codes.
Revised: We present a case study describing efforts to optimise and modernise "Modal" code on Intel(R) Xeon(R) processors and /or Intel(R) Xeon Phi(TM) coprocessors using methods which should be applicable to more general compute bound codes.
Edit intent: meaning-changed
Original: We study the optimisation and porting of the "Modal" code on Intel(R) Xeon(R) processors and /or Intel(R) Xeon Phi(TM) coprocessors using methods which should be applicable to more general compute bound codes. "Modal" is used by the Planck satellite experiment for constraining general non-Gaussian models of the early universe via the bispectrum  of the cosmic microwave background  .
Revised: We study the optimisation and porting of the "Modal" , the simulation and analysis pipeline used by the Planck satellite experiment for constraining general non-Gaussian models of the early universe via the bispectrum of the cosmic microwave background .
Edit intent: clarity
Original:  "Modal" is used by the Planck satellite experiment for constraining general non-Gaussian models of the early universe via the bispectrum  of the cosmic microwave background  .
Revised:  "Modal" is used by the Planck satellite experiment for constraining general non-Gaussian models of the early universe via the bispectrum (or three-point correlator) of the cosmic microwave background .
Edit intent: meaning-changed