wanyu/IteraTeR_full_sent huggingface dataset:
Original: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the  optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Revised: We consider the market of n financial agents who aim to increase their utilities by efficiently sharing their random incomes . Given the optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Edit intent: clarity
Original: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the  optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Revised: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random endowments . Given the optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Edit intent: clarity
Original: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the  optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Revised: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the endogenously derived optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Edit intent: meaning-changed
Original: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the  optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Revised: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the optimal sharing rules, we address the situation where agents do not reveal their true endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Edit intent: clarity
Original: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the  optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their expected utility when the sharing rules are applied.
Revised: We consider the market of n financial agents who aim to increase their expected utilities by sharing their random incomes . Given the optimal sharing rules, we address the situation where agents do not share their true random endowments, but instead they report as endowments the random quantities that maximize their utilities when the sharing rules are applied.
Edit intent: fluency
Original:  It is shown that this strategic behavior results in a Nash-equilibrium type of agreement among the agents, which implies an inefficient risk sharing. Under quadric utility functionals, we give closed form solutions for this Nash equilibrium and discuss the associated findings. The effect of a similar agents ' strategic behavioris studied in the oligopoly over-the- counter market of finite financial securities, whose equilibrium prices are determined by the equality of demand and supply. The resulting risk sharing inefficiency is even more intense if the agents' participation in the market becomes an endogenous problem.
Revised:  It is shown that each agent should share only a fraction of his true endowment and report that he is exposed to some endowment he does not possess. Furthermore, if all agents follow similar strategic behavior, the market equilibrates at a Nash-type equilibrium which benefits the speculators and results in risk sharing inefficiency is even more intense if the agents' participation in the market becomes an endogenous problem.
Edit intent: meaning-changed
Original:  The resulting risk sharing inefficiency is even more intense if the agents' participation in the market becomes an endogenous problem. Regarding this issue, we give conditions under which the participation of an extra agent is bene?ficial for all the existed ones. This discussion naturally leads to the problem of sub-group formation in the market, which is addressed for the ?first time in a financial risk sharing literature. A related example under quadratic utility functionals is extensively analyzed .
Revised:  The resulting risk sharing inefficiency . This agents' strategic behavior, when applied to oligopoly markets of exogenously given financial securities, changes the effective market portfolio and implies a price pressure on the traded securities in the CAPM .
Edit intent: clarity
Original:  Given the endogenously derived optimal sharing rules, we address the situation where agentsdo not reveal their true endowments, but instead they report as endowments the random quantities that maximize their utilities when the sharing rulesare applied. Under mean-variance preferences, it is shown that each agent should share only a fraction of his true endowment and report that he is exposed to some endowment he does not possess.
Revised:  The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all the participating agents. In the complete-market setting, each agent's set of strategic choices consists of the security payoffs and the pricing kernel that are consistent with the optimal-sharing rules; while in the incomplete setting, agents respond via demand functions on a vector of given tradeable securities. It is shown that each agent should share only a fraction of his true endowment and report that he is exposed to some endowment he does not possess.
Edit intent: clarity
Original:  Under mean-variance preferences, it is shown that each agent should share only a fraction of his true endowment and report that he is exposed to some endowment he does not possess. Furthermore, if all agents follow similar strategic behavior, the market equilibrates at a Nash-type equilibrium which benefits the speculators and results in risk sharing inefficiency. This agents ' strategic behavior, when applied to oligopoly markets of exogenously given financial securities, changes the effective market portfolio and implies a price pressure on the traded securities in the CAPM .
Revised:  Under mean-variance preferences, it is shown that at the (Nash) risk-sharing equilibrium, the sharing securities are suboptimal, since agents submit for sharing different risk exposures than their true endowments. On the other hand, the Nash equilibrium prices stay unaffected by the game only in the special case of agents with the same risk aversion. In addition, agents with sufficiently lower risk aversion act as predatory traders, since they absorb utility surplus from the high risk averse agents and reduce the efficiency of sharing. The main results of the paper also hold under the generalized models that allow the presence of noise traders and heterogeneity in agents' beliefs .
Edit intent: coherence
Original: We discuss finiteness (effectiveness), continuity (robustness) and optimality (efficiency) results for capital requirements , or risk measures, defined for financial positions belonging to an ordered topological vector space.
Revised: We discuss general capital requirements representing the minimum amount of capital that a financial institution needs to raise and invest in a pre-specified eligible, or reference, asset to ensure it is adequately capitalized. Financial positions are modeled as elements belonging to an ordered topological vector space.
Edit intent: meaning-changed
Original:  Given a set of acceptable financial positions and a pre-specified traded asset ( the eligible asset ), the associated capital requirement for a financial position represents to the amount of capital that needs to be raised and invested in the eligible asset to make the position acceptable.
Revised:  The payoff of the eligible asset ), the associated capital requirement for a financial position represents to the amount of capital that needs to be raised and invested in the eligible asset to make the position acceptable.
Edit intent: clarity
Original:  Given a set of acceptable financial positions and a pre-specified traded asset ( the eligible asset ), the associated capital requirement for a financial position represents to the amount of capital that needs to be raised and invested in the eligible asset to make the position acceptable. Our abstract approach allows to provide results that are applicable to a whole range of spaces of financial positions commonly used in the literature. Moreover, it allows to unveil the key properties of acceptance sets and of eligible assetsdriving the effectiveness and the robustness of the associated capital requirements.
Revised:  Given a set of acceptable financial positions and a pre-specified traded asset ( the eligible asset is assumed to be an arbitrary non-zero positive element, thus allowing for a wide range of choices. In the context of function spaces, these general capital requirements cannot be transformed into cash-additive capital requirements by a simple change of numeraire unless the payoff of the eligible asset is bounded away from zero. This excludes the possibility of choosing a defaultable security as the eligible asset which, given the potential unavailability of risk-free assets, constitutes an important gap in the existing theory of capital requirements. This paper fills this gap and provides a detailed analysis of the interplay between acceptance sets and of eligible assetsdriving the effectiveness and the robustness of the associated capital requirements.
Edit intent: meaning-changed
Original:  Moreover, it allows to unveil the key properties of acceptance sets and of eligible assetsdriving the effectiveness and the robustness of the associated capital requirements. In particular, if the underlying space is a Fr\'echet lattice, we provide new finiteness results for required capital, as well as a simplified proof of the Extended Namioka-Klee theorem for risk measures .
Revised:  Moreover, it allows to unveil the key properties of acceptance sets and eligible assets. We provide a variety of finiteness and continuity results when the eligible asset has a payoff with "interior-like" qualities, paying particular attention to the case where the underlying space of positions is a Fr\'{e .
Edit intent: meaning-changed
Original:  The payoff of the eligible asset is assumed to be an arbitrary non-zero positive element, thus allowing for a wide range of choices. In the context of function spaces, these general capital requirements cannot be transformed into cash-additive capital requirements by a simple change of numeraire unless the payoff of the eligible asset is bounded away from zero.
Revised:  The payoff of the eligible asset is a risk-free bond, on the grounds that the general case can be reduced to the cash-additive capital requirements by a simple change of numeraire unless the payoff of the eligible asset is bounded away from zero.
Edit intent: meaning-changed
Original:  In the context of function spaces, these general capital requirements cannot be transformed into cash-additive capital requirements by a simple change of numeraire unless the payoff of the eligible asset is bounded away from zero. This excludes the possibility of choosing a defaultable security as the eligible asset which, given the potential unavailability of risk-free assets, constitutes an important gap in the existing theory of capital requirements. This paper fills this gap and provides a detailed analysis of the interplay between acceptance sets and eligible assets.
Revised:  In the context of function spaces, these general capital requirements cannot be transformed into cash-additive capital requirements by a simple change of numeraire unless the payoff of the eligible asset is a general defaultable bond. In this paper we fill this gap allowing for general eligible assets.
Edit intent: clarity
Original:  We provide a variety of finiteness and continuity results when the eligible asset has a payoff with "interior-like" qualities, paying particular attention to the case where the underlying space of positions is a Fr\'{e .
Revised:  We provide a variety of finiteness and continuity results for general risk measures, as well as dual representations for the convex case. We apply our results to risk measures based on Value-at-Risk and Tail Value-at-Risk on L^p spaces, as well as to shortfall risk measures based on utility functions on Orlicz spaces. We pay special attention to the case where the underlying space of positions is a Fr\'{e .
Edit intent: meaning-changed
Original:  We provide a variety of finiteness and continuity results when the eligible asset has a payoff with "interior-like" qualities, paying particular attention to the case where the underlying space of positions is a Fr\'{e .
Revised:  We provide a variety of finiteness and continuity results when the eligible asset has a payoff with "interior-like" qualities, paying particular attention to the property of cash subadditivity, which has been recently proposed as an alternative to cash additivity to deal with defaultable bonds. In important cases, we provide characterizations of cash subadditivity for general risk measures and show that, when the eligible asset is a defaultable bond, cash subadditivity is the exception rather than the rule. Finally, we consider the situation where the eligible asset is not liquidly traded and the pricing rule is no longer linear. We establish when the resulting risk measures are quasi-convex and show that cash subadditivity is only compatible with continuous pricing rules .
Edit intent: meaning-changed
Original:  Most of the literature has focused on cash-additive risk measures, for which the eligible asset is a risk-free bond, on the grounds that the general case can be reduced to the cash-additive case by a change of num\'{e . However, discounting does not work in all financially relevant situations, for instance, if the eligible asset is a general defaultable bond.
Revised:  Most of the literature has focused on cash-additive risk measures, for which the eligible asset is a risk-free bond, on the grounds that the general case can be reduced to the cash-additive case by a change of numeraire . However, discounting does not work in all financially relevant situations, for instance, if the eligible asset is a general defaultable bond.
Edit intent: fluency
Original:  Most of the literature has focused on cash-additive risk measures, for which the eligible asset is a risk-free bond, on the grounds that the general case can be reduced to the cash-additive case by a change of num\'{e . However, discounting does not work in all financially relevant situations, for instance, if the eligible asset is a general defaultable bond.
Revised:  Most of the literature has focused on cash-additive risk measures, for which the eligible asset is a risk-free bond, on the grounds that the general case can be reduced to the cash-additive case by a change of num\'{e . However, discounting does not work in all financially relevant situations, typically when the eligible asset is a general defaultable bond.
Edit intent: clarity
Original:  Most of the literature has focused on cash-additive risk measures, for which the eligible asset is a risk-free bond, on the grounds that the general case can be reduced to the cash-additive case by a change of num\'{e . However, discounting does not work in all financially relevant situations, for instance, if the eligible asset is a general defaultable bond.
Revised:  Most of the literature has focused on cash-additive risk measures, for which the eligible asset is a risk-free bond, on the grounds that the general case can be reduced to the cash-additive case by a change of num\'{e . However, discounting does not work in all financially relevant situations, for instance, if the eligible asset is a defaultable bond.
Edit intent: coherence
Original:  We provide a variety of finiteness and continuity results for general risk measures , as well as dual representations for the convex case. We apply our results to risk measures based on Value-at-Risk and Tail Value-at-Risk on L^p spaces, as well as to shortfall risk measures based on utility functions on Orlicz spaces.
Revised:  We provide a variety of finiteness and continuity results for the corresponding risk measures and apply them to risk measures based on Value-at-Risk and Tail Value-at-Risk on L^p spaces, as well as to shortfall risk measures based on utility functions on Orlicz spaces.
Edit intent: clarity
Original:  We apply our results to risk measures based on Value-at-Risk and Tail Value-at-Risk on L^p spaces, as well as to shortfall risk measures based on utility functions on Orlicz spaces.
Revised:  We apply our results to risk measures based on Value-at-Risk and Tail Value-at-Risk on L^p spaces, as well as to shortfall risk measures on Orlicz spaces.
Edit intent: clarity
Original:  In important cases , we provide characterizations of cash subadditivity for general risk measures and show that, when the eligible asset is a defaultable bond, cash subadditivity is the exception rather than the rule.
Revised:  For important examples , we provide characterizations of cash subadditivity for general risk measures and show that, when the eligible asset is a defaultable bond, cash subadditivity is the exception rather than the rule.
Edit intent: clarity
Original:  It is demonstrated that the pitch angle of DNA is well below 45 deg. For A-DNA it is approximately 28 deg., and for B-DNA  approximately 38 deg., in accord with the principle of optimal packing of tubular double helices .
Revised:  It is demonstrated that the pitch angle of B-DNA must be smaller than the angle of zero-twist. At the zero-twist angle the double helix is maximally rotated and its strain-twist coupling vanishes. A numerical estimate of the pitch angle for B-DNA approximately 38 deg., in accord with the principle of optimal packing of tubular double helices .
Edit intent: meaning-changed
Original:  For A-DNA it is approximately 28 deg., and for B-DNA  approximately 38 deg., in accord with the principle of optimal packing of tubular double helices .
Revised:  For A-DNA it is approximately 28 deg., and for B-DNA based on differential geometry is compared with numbers obtained from existing empirical data. The crystallographic studies shows that the pitch angle is approximately 38 deg., in accord with the principle of optimal packing of tubular double helices .
Edit intent: meaning-changed
Original:  For A-DNA it is approximately 28 deg., and for B-DNA  approximately 38 deg., in accord with the principle of optimal packing of tubular double helices .
Revised:  For A-DNA it is approximately 28 deg., and for B-DNA approximately 38 deg., less than the corresponding zero-twist angle of 41.8 deg., which is consistent with the suggested principle for transcription .
Edit intent: meaning-changed
Original:   Based on this model, an algorithm evaluating negative temperatures was applied to  New York Stock Exchange quotations from May 2005 up to the present.
Revised:  This work is the first to introduce the concept of negative absolute temperature into stock market dynamics by establishing a rigorous formal analogy between physical and financial variables. Based on this model, an algorithm evaluating negative temperatures was applied to New York Stock Exchange quotations from May 2005 up to the present.
Edit intent: meaning-changed
Original:  Stylized patterns resembling known processes in phenomenological thermodynamics were found, namely, population inversion and the magnetocaloric effect.
Revised:  We found that the magnitude of negative temperature peaks correlates with subsequent index movement. Moreover, a certain autocorrelation function decays as temperature increases. An effort was directed to the search for patterns similar to known physical processes, since the model hypotheses pointed to the possibility of such a similarity. A number of cases resembling known processes in phenomenological thermodynamics were found, namely, population inversion and the magnetocaloric effect.
Edit intent: meaning-changed
Original: Experimental X-ray crystallography, NMR ( NuclearMagnetic Resonance) spectroscopy, dual polarization interferometry, etc are indeed very powerful tools to determine the 3-Dimensional structure of a protein (including the membrane protein);
Revised: Experimental X-ray crystallography, NMR ( Nuclear Magnetic Resonance) spectroscopy, dual polarization interferometry, etc are indeed very powerful tools to determine the 3-Dimensional structure of a protein (including the membrane protein);
Edit intent: fluency
Original:  This paper presents a theoretical computational method - an improved LBFGS Quasi-Newtonian mathematical optimization method - to produce 3D structures of prion AGAAAAGA amyloid fibrils (which are unstable, noncrystalline and insoluble), from the potential energy minimization point of view  .
Revised:  Optimization is always needed in the computer-aided drug design, structure-based drug design, molecular dynamics, and quantum and molecular mechanics. This paper introduces some optimization algorithms used in these research fields and presents a new theoretical computational method - an improved LBFGS Quasi-Newtonian mathematical optimization method - to produce 3D structures of prion AGAAAAGA amyloid fibrils (which are unstable, noncrystalline and insoluble), from the potential energy minimization point of view .
Edit intent: meaning-changed
Original:  This paper presents a theoretical computational method - an improved LBFGS Quasi-Newtonian mathematical optimization method - to produce 3D structures of prion AGAAAAGA amyloid fibrils (which are unstable, noncrystalline and insoluble), from the potential energy minimization point of view  .
Revised:  This paper presents a theoretical computational method - an improved LBFGS Quasi-Newtonian mathematical optimization method - to produce 3D structures of Prion AGAAAAGA amyloid fibrils (which are unstable, noncrystalline and insoluble), from the potential energy minimization point of view .
Edit intent: fluency