wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The ] basic risky asset price model  we construct here is  drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Revised:  The 26] basic risky asset price model we construct here is drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Edit intent: meaning-changed
Original:  The ] basic risky asset price model  we construct here is  drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Revised:  The ], to construct the model of the risky asset price and bid-ask pricing for the European contingent claims under Knightian uncertain financial market. Firstly, we consider the basic risky asset price model we construct here is drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Edit intent: meaning-changed
Original:  The ] basic risky asset price model  we construct here is  drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Revised:  The ] basic risky asset price model on the uncertain financial market, which we construct here is drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Edit intent: meaning-changed
Original:  The ] basic risky asset price model  we construct here is  drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Revised:  The ] basic risky asset price model we construct here is the model with drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Edit intent: clarity
Original:  The ] basic risky asset price model  we construct here is  drift uncertain and volatility uncertain , we describe such model by using general G-Brownian motion and call it as G-asset price system.
Revised:  The ] basic risky asset price model we construct here is drift uncertain and volatility uncertain , we describe such model by using generalized G-Brownian motion and call it as G-asset price system.
Edit intent: fluency
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is %DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Edit intent: meaning-changed
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{ ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Edit intent: fluency
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu %DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Edit intent: fluency
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% uncertain and distributed with maximum distribution. We derive the closed form of bid and ask prices of the European contingent claim against risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Edit intent: meaning-changed
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid-ask price of the European contingent claim against risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Edit intent: fluency
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against the underlying risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Edit intent: meaning-changed
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against risky asset with G-asset price system as the discounted conditional G-expecation of the claim, and the bid and ask prices are the viscosity solution to nonlinear HJB .
Edit intent: meaning-changed
Original:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against  risky asset with G-asset price system , and give the bid and ask prices are the viscosity solution to nonlinear HJB .
Revised:  We present the uncertain risk premium which is distributed with Max distributionN(%DIFDELCMD < [%%% \underline{\mu ,%DIFDELCMD < \bar{\mu}]%%% ,\{0\ closed form of bid and ask prices of the European contingent claim against risky asset with G-asset price system , and give the bid and ask prices are the viscosity solutions to the nonlinear HJB equations .
Edit intent: clarity
Original:  We propose the G-conditional full support condition by using uncertain capacity, and the  price path satisfying the G-conditional full support condition could be approximated by its G-consistent asset price system, and we derived that the bid and ask prices of the European contingent claim against such risky asset  can be expressed by discounted of some conditional G-expectation of the claim.
Revised:  We propose the G-conditional full support condition by using uncertain capacity, and the risky asset price path satisfying the G-conditional full support condition could be approximated by its G-consistent asset price system, and we derived that the bid and ask prices of the European contingent claim against such risky asset can be expressed by discounted of some conditional G-expectation of the claim.
Edit intent: fluency
Original:  We propose the G-conditional full support condition by using uncertain capacity, and the  price path satisfying the G-conditional full support condition could be approximated by its G-consistent asset price system, and we derived that the bid and ask prices of the European contingent claim against such risky asset  can be expressed by discounted of some conditional G-expectation of the claim.
Revised:  We propose the G-conditional full support condition by using uncertain capacity, and the price path satisfying the G-conditional full support condition could be approximated by its G-consistent asset price systems. We derive that the bid and ask prices of the European contingent claim against such risky asset can be expressed by discounted of some conditional G-expectation of the claim.
Edit intent: fluency
Original:  We propose the G-conditional full support condition by using uncertain capacity, and the  price path satisfying the G-conditional full support condition could be approximated by its G-consistent asset price system, and we derived that the bid and ask prices of the European contingent claim against such risky asset  can be expressed by discounted of some conditional G-expectation of the claim.
Revised:  We propose the G-conditional full support condition by using uncertain capacity, and the price path satisfying the G-conditional full support condition could be approximated by its G-consistent asset price system, and we derived that the bid and ask prices of the European contingent claim against such risky asset under uncertain can be expressed by discounted of some conditional G-expectation of the claim.
Edit intent: clarity
Original: Gait velocity has been consistently shown to be an important indicator and predictor of health status, especially in elderly populations. Gait velocity is often assessed clinically, but clinical assessments occur infrequently and thus do not allow optimal detection of key health changes when they occur.
Revised: Gait velocity has been consistently shown to be an important indicator and predictor of health status, especially in older adults. It is often assessed clinically, but clinical assessments occur infrequently and thus do not allow optimal detection of key health changes when they occur.
Edit intent: clarity
Original:  In this paper, we propose using the time it takes a person to move between rooms in their home - referred to as 'transition times' - estimated from passive infrared motion sensors installed in a patients own home to predict gait velocity.
Revised:  In this paper, we show that the time gap between activations of a pair of Passive Infrared (PIR) motion sensors installed in a patients own home to predict gait velocity.
Edit intent: clarity
Original:  In this paper, we propose using the time it takes a person to move between rooms in their home - referred to as 'transition times' - estimated from passive infrared motion sensors installed in a patients own home to predict gait velocity.
Revised:  In this paper, we propose using the time it takes a person to move between rooms in their home - referred to as 'transition times' - estimated from passive infrared motion sensors installed in the consecutively visited room pair carry rich latent information about a person's gait velocity. We name this time gap transition time and show that despite a six second refractory period of the PIR sensors, transition time can be used to obtain an accurate representation of gait velocity.
Edit intent: meaning-changed
Original:  By using a support vector regression approach to model the relationship between transition times and observed gait velocities , we show that we can predict unobserved velocities accurately. In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting.
Revised:  By using a support vector regression approach to model the relationship between transition times and observed gait velocities , we show that gait velocity can be estimated with an average error of 4 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting.
Edit intent: clarity
Original:  In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting.
Revised:  In particular, we demonstrate that the proposed approach has an average error less than 2.5 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting.
Edit intent: meaning-changed
Original:  In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting.
Revised:  In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec . This is demonstrated with data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting.
Edit intent: coherence
Original:  In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting.
Revised:  In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec using data collected over a 5 year period from 74 older adults monitored in their own homes and within a clinical setting.
Edit intent: meaning-changed
Original:  In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes and within a clinical setting. The proposed method is simple and cost effective , and has advantages over competing approaches such as not requiring patients to wear a device or needing dedicated sensors to measure gait .
Revised:  In particular, we demonstrate that the proposed approach has an average error of 4 cm/sec using data collected over a 5 year period from 76 study participants monitored both in their own homes . This method is simple and cost effective , and has advantages over competing approaches such as not requiring patients to wear a device or needing dedicated sensors to measure gait .
Edit intent: clarity
Original:  The proposed method is simple and cost effective , and has advantages over competing approaches such as not requiring patients to wear a device or needing dedicated sensors to measure gait . Furthermore, this method provides substantially more frequent estimates of gait velocity than are provided by other approaches .
Revised:  The proposed method is simple and cost effective , and has advantages over competing approaches such as : obtaining 20 to 100x more gait velocity measurements per day and offering the fusion of location-specific information with time stamped gait estimates. These advantages allow stable estimates of gait velocity than are provided by other approaches .
Edit intent: meaning-changed
Original: In the aftermath of the interbank market collapse of 2007-08, the scope of systemic risk research has broadened to encompass a wide range of channels  , notably asset correlations, default contagion, illiquidity contagion, and asset firesales.
Revised: The scope of financial systemic risk research has broadened to encompass a wide range of channels , notably asset correlations, default contagion, illiquidity contagion, and asset firesales.
Edit intent: clarity
Original: In the aftermath of the interbank market collapse of 2007-08, the scope of systemic risk research has broadened to encompass a wide range of channels  , notably asset correlations, default contagion, illiquidity contagion, and asset firesales.
Revised: In the aftermath of the interbank market collapse of 2007-08, the scope of systemic risk research encompasses a wide range of channels , notably asset correlations, default contagion, illiquidity contagion, and asset firesales.
Edit intent: clarity
Original: In the aftermath of the interbank market collapse of 2007-08, the scope of systemic risk research has broadened to encompass a wide range of channels  , notably asset correlations, default contagion, illiquidity contagion, and asset firesales.
Revised: In the aftermath of the interbank market collapse of 2007-08, the scope of systemic risk research has broadened to encompass a wide range of channels and effects, including asset correlation shocks , notably asset correlations, default contagion, illiquidity contagion, and asset firesales.
Edit intent: meaning-changed
Original: In the aftermath of the interbank market collapse of 2007-08, the scope of systemic risk research has broadened to encompass a wide range of channels  , notably asset correlations, default contagion, illiquidity contagion, and asset firesales.
Revised: In the aftermath of the interbank market collapse of 2007-08, the scope of systemic risk research has broadened to encompass a wide range of channels , default contagion, illiquidity contagion, and asset firesales.
Edit intent: clarity
Original:  In current models of systemic risk, two facets of contagion, namely funding illiquidity and insolvency , are treated as two distinct and separate phenomena. The main goal of the double cascade model we introduce is to integrate these two facets. In a default cascade, insolvency of a given bank will create a shock to the asset side of the balance sheet of each of its creditor banks .
Revised:  For example, insolvency of a given bank will create a shock to the asset side of the balance sheet of each of its creditor banks .
Edit intent: coherence
Original:  In a default cascade, insolvency of a given bank will create a shock to the asset side of the balance sheet of each of its creditor banks . Under some circumstances, such "downstream" shocks can cause further insolvencies that may build up to create a global insolvency cascade.
Revised:  In a default cascade, insolvency of a given bank will create a shock to the asset side of the balance sheet of each of its creditor banks and under some circumstances, such "downstream" shocks can cause further insolvencies that may build up to create a global insolvency cascade.
Edit intent: coherence
Original:  Our paper introduces a deliberately simplified network model of insolvency and illiquidity that can quantify how illiquidity or default of one bank influences the  overall level of liquidity stress and default in the network.
Revised:  This paper introduces a deliberately simplified network model of insolvency and illiquidity that can quantify how illiquidity or default of one bank influences the overall level of liquidity stress and default in the network.
Edit intent: fluency
Original:  Our paper introduces a deliberately simplified network model of insolvency and illiquidity that can quantify how illiquidity or default of one bank influences the  overall level of liquidity stress and default in the network.
Revised:  Our paper introduces a deliberately simplified financial network model that combines the default and liquidity stress mechanisms into a "double cascade mapping". The progress and eventual result of the crisis is obtained by iterating this mapping to its fixed point. Unlike simpler models, this model can therefore quantify how illiquidity or default of one bank influences the overall level of liquidity stress and default in the network.
Edit intent: meaning-changed
Original:  Our paper introduces a deliberately simplified network model of insolvency and illiquidity that can quantify how illiquidity or default of one bank influences the  overall level of liquidity stress and default in the network.
Revised:  Our paper introduces a deliberately simplified network model of insolvency and illiquidity that can quantify how illiquidity or default of one bank influences the eventual overall level of liquidity stress and default in the network.
Edit intent: clarity
Original:  Our paper introduces a deliberately simplified network model of insolvency and illiquidity that can quantify how illiquidity or default of one bank influences the  overall level of liquidity stress and default in the network. Under an assumption we call "locally tree-like independence", we derive large-network asymptotic cascade formulas. Results of numerical experiments then demonstrate that these asymptotic formulas agree qualitatively with Monte Carlo results for large finite networks, and quantitatively except when the  system is placed in an exceptional "knife-edge" configuration.
Revised:  Our paper introduces a deliberately simplified network model of insolvency and illiquidity that can quantify how illiquidity or default of one bank influences the overall level of liquidity stress and default in the system. Large-network asymptotic cascade mapping formulas are derived that can be used for efficient network computations of the double cascade. Numerical experiments then demonstrate that these asymptotic formulas agree qualitatively with Monte Carlo results for large finite networks, and quantitatively except when the system is placed in an exceptional "knife-edge" configuration.
Edit intent: meaning-changed
Original:  Results of numerical experiments then demonstrate that these asymptotic formulas agree qualitatively with Monte Carlo results for large finite networks, and quantitatively except when the  system is placed in an exceptional "knife-edge" configuration.
Revised:  Results of numerical experiments then demonstrate that these asymptotic formulas agree qualitatively with Monte Carlo results for large finite networks, and quantitatively except when the initial system is placed in an exceptional "knife-edge" configuration.
Edit intent: clarity
Original:  These experiments illustrate clearly our main conclusion that in financial networks , the average default probability is inversely related to strength of banks'  stress response and therefore to the overall level of stress in the network.
Revised:  These experiments illustrate clearly our main conclusion that in financial networks , the average eventual level of defaults in a financial network is negatively related to the strength of banks' stress response and therefore to the overall level of stress in the network.
Edit intent: clarity
Original:  Even though careful biochemical experimentation has revealed the molecular mechanisms of transcriptional regulation for a number of different promoters in vitro, the question of how transcription is regulated in live cells is still poorly understood.
Revised:  Even though careful biochemical experimentation has revealed the molecular mechanisms of transcription initiation for a number of different promoters in vitro, the question of how transcription is regulated in live cells is still poorly understood.
Edit intent: clarity