wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The discretized market has a dominating measure, which enables us to calculate the quantile hedging price and the associated hedging strategy by using the generalized Neyman-Pearson Lemma.
Revised:  The discretized market has a dominating measure, which guarantees the existence of the optimal hedging strategy and enables numerical calculation of the quantile hedging price and the associated hedging strategy by using the generalized Neyman-Pearson Lemma.
Edit intent: meaning-changed
Original: With model uncertainty characterized by a convex, possibly non-dominated set of probability measures, the investor minimizes the cost of hedging a path dependent contingent claim with given expected success ratio, in a discrete-time, semi-static market of stocks and options.
Revised: With model uncertainty characterized by a convex, possibly non-dominated set of probability measures, the agent minimizes the cost of hedging a path dependent contingent claim with given expected success ratio, in a discrete-time, semi-static market of stocks and options.
Edit intent: clarity
Original:  The discretized market has a dominating measure, which guarantees the existence of the optimal hedging strategy and enables numerical calculation of the quantile hedging price by applying the generalized Neyman-Pearson Lemma.
Revised:  The discretized market has a dominating measure, which guarantees the existence of the optimal hedging strategy and helps numerical calculation of the quantile hedging price by applying the generalized Neyman-Pearson Lemma.
Edit intent: clarity
Original:  The discretized market has a dominating measure, which guarantees the existence of the optimal hedging strategy and enables numerical calculation of the quantile hedging price by applying the generalized Neyman-Pearson Lemma. Finally, the performance in the original market of the approximating hedging strategy and the convergence of the approximating quantile hedging price are analyzed .
Revised:  The discretized market has a dominating measure, which guarantees the existence of the optimal hedging strategy and enables numerical calculation of the quantile hedging price . As the discretization becomes finer, the approximate quantile hedging price converges and the hedging strategy is asymptotically optimal in the original market .
Edit intent: meaning-changed
Original:  Journal of Biological Chemistry 285(41) 31682-31693 (2010) and a helix-capping motif within this loop PLoS One 8 (5) e63047 (2013) .
Revised:  Journal of Biological Chemistry 285(41) 31682-31693 (2010) ) and a hydrophobic staple helix-capping motif within this loop PLoS One 8 (5) e63047 (2013) .
Edit intent: meaning-changed
Original:  Journal of Biological Chemistry 285(41) 31682-31693 (2010) and a helix-capping motif within this loop PLoS One 8 (5) e63047 (2013) .
Revised:  Journal of Biological Chemistry 285(41) 31682-31693 (2010) and a helix-capping motif (PNAS 107(46) 19808-19813 (2010); PLoS One 8 (5) e63047 (2013) .
Edit intent: meaning-changed
Original:  Journal of Biological Chemistry 285(41) 31682-31693 (2010) and a helix-capping motif within this loop PLoS One 8 (5) e63047 (2013) . The beta2-alpha2 loop has } } been a focus in prion  studies.
Revised:  Journal of Biological Chemistry 285(41) 31682-31693 (2010) and a helix-capping motif within this loop PLoS One 8 (5) e63047 (2013) ). The } } been a focus in prion studies.
Edit intent: coherence
Original:  For this loop we found a salt bridge linkage ASP177-ARG163 (O-N)  Journal of Theoretical Biology 342 (7 February 2014) 70-82 (2014)  .
Revised:  For this loop we found a salt bridge linkage ASP177-ARG163 (O-N) ( Journal of Theoretical Biology 342 (7 February 2014) 70-82 (2014) .
Edit intent: fluency
Original:  For this loop we found a salt bridge linkage ASP177-ARG163 (O-N)  Journal of Theoretical Biology 342 (7 February 2014) 70-82 (2014)  .
Revised:  For this loop we found a salt bridge linkage ASP177-ARG163 (O-N) Journal of Theoretical Biology 342 (7 February 2014) 70-82 (2014) ) .
Edit intent: fluency
Original:  Some scientists said on the 2FJ3.pdb NMR file of the rabbit prion protein, the distance of ASP177-ARG163 (O-N) gives the salt bridge of about 10 angstroms which is nearly null in terms of energy thus think our result is wrong.
Revised:  Some scientists said on the 2FJ3.pdb NMR file of the rabbit prion protein, the distance of ASP177-ARG163 (O-N) gives the salt bridge of about 10 \AA which is nearly null in terms of energy thus think our result is wrong.
Edit intent: clarity
Original:  Some scientists said on the 2FJ3.pdb NMR file of the rabbit prion protein, the distance of ASP177-ARG163 (O-N) gives the salt bridge of about 10 angstroms which is nearly null in terms of energy thus think our result is wrong. This opinion is clearly wrong simply due to the 3O79.pdb X-ray file of the rabbit prion protein has this salt bridge.
Revised:  Some scientists said on the 2FJ3.pdb NMR file of the rabbit prion protein, the distance of ASP177-ARG163 (O-N) gives the salt bridge of about 10 angstroms which is nearly null in terms of energy and such a salt bridge is not observed in their work. But, from the 3O79.pdb X-ray file of the rabbit prion protein has this salt bridge.
Edit intent: coherence
Original:  This article is to present very strong evidences (mainly at 300 K room temperature, and other temperatures such as 350 K, 450 K, 500 K) to support this salt bridge result and at the same time we emphasize that all our numerical experiments are completely reproducible .
Revised:  This article analyses the NMR and X-ray structures and gives an answer to the above question: the salt bridge presents at pH 6.5 in the X-ray structure is simply gone at pH 4.5 in the NMR structure is simply due to the different pH values that impact electrostatics at the salt bridge and hence also impact the structures. Moreover, some molecular dynamics simulation results of the X-ray structure are reported in this article to reveal the secrets of the structural stability of rabbit prion protein .
Edit intent: meaning-changed
Original:  the top-level is described by shared risk factors, the next level combines shared risk factors with information variables and bottom-up agent generated structurebased on the framework of arbitrage pricing theory, the lowest level is that of agents generating the prices of individual traded assets and a mechanism for emergence or innovation is considered . Concepts in the hierarchy of complexity are interrogated via five causation classes and the concept of actors, who serve as exemplars for types of causation, is reviewed .
Revised:  the lowest level is occupied by agents generating the prices of individual traded assets; the next level entails aggregation of stocks into markets; the third level combines shared risk factors with information variables and bottom-up agent generated structurebased on the framework of arbitrage pricing theory, the lowest level is that of agents generating the prices of individual traded assets and a mechanism for emergence or innovation is considered . Concepts in the hierarchy of complexity are interrogated via five causation classes and the concept of actors, who serve as exemplars for types of causation, is reviewed .
Edit intent: meaning-changed
Original:  the next level combines shared risk factors with information variables and bottom-up agent generated structurebased on the framework of arbitrage pricing theory, the lowest level is that of agents generating the prices of individual traded assets and a mechanism for emergence or innovation is considered . Concepts in the hierarchy of complexity are interrogated via five causation classes and the concept of actors, who serve as exemplars for types of causation, is reviewed .
Revised:  the next level combines shared risk factors with information variables and bottom-up , agent-generated structure, consistent with conditions for no-arbitrage pricing theory; the fourth level describes market factors which originate in the greater economy and the highest levels are described by regulated market structure and the customs and ethics which define the nature of acceptable transactions. A mechanism for emergence or innovation is considered . Concepts in the hierarchy of complexity are interrogated via five causation classes and the concept of actors, who serve as exemplars for types of causation, is reviewed .
Edit intent: meaning-changed
Original:  the next level combines shared risk factors with information variables and bottom-up agent generated structurebased on the framework of arbitrage pricing theory, the lowest level is that of agents generating the prices of individual traded assets and a mechanism for emergence or innovation is considered . Concepts in the hierarchy of complexity are interrogated via five causation classes and the concept of actors, who serve as exemplars for types of causation, is reviewed .
Revised:  the next level combines shared risk factors with information variables and bottom-up agent generated structurebased on the framework of arbitrage pricing theory, the lowest level is that of agents generating the prices of individual traded assets and a mechanism for emergence or innovation is considered and causal sources are discussed in terms of five causation classes and the concept of actors, who serve as exemplars for types of causation, is reviewed .
Edit intent: clarity
Original:  the next level combines shared risk factors with information variables and bottom-up agent generated structurebased on the framework of arbitrage pricing theory, the lowest level is that of agents generating the prices of individual traded assets and a mechanism for emergence or innovation is considered . Concepts in the hierarchy of complexity are interrogated via five causation classes and the concept of actors, who serve as exemplars for types of causation, is reviewed .
Revised:  the next level combines shared risk factors with information variables and bottom-up agent generated structurebased on the framework of arbitrage pricing theory, the lowest level is that of agents generating the prices of individual traded assets and a mechanism for emergence or innovation is considered . Concepts in the hierarchy of complexity are interrogated via five causation classes .
Edit intent: coherence
Original:  The second self-consistent test embodies the idea that, for the lead-lag path to be significant, synchronising the two time series using the time varying lead-lag path should lead to a statistically significant correlation.
Revised:  The second self-consistent test embodies the idea that, for the lead-lag path to be significant, synchronizing the two time series using the time varying lead-lag path should lead to a statistically significant correlation.
Edit intent: fluency
Original: Using a structural default model considered in Lipton and Sepp ( 2009 ) we propose a new approach to introducing correlated jumps into this framework. As the result we extend a set of the tractable Levy models which represent the jumps as a sum of the idiosyncratic and common parts.
Revised: Using a structural default model considered in Lipton and Sepp ( 2009 is generalized for a set of banks with mutual interbank liabilities whose assets are driven by correlated Levy processes with idiosyncratic and common parts.
Edit intent: meaning-changed
Original:  As the result we extend a set of the tractable Levy models which represent the jumps as a sum of the idiosyncratic and common parts. So far in the literature only the discrete and exponential jumps were considered using Marshall and Olkin (1967) method , and only in one and two-dimensional cases. We present realization of our approach in two and three dimensional cases, i. e. compute joint survival probabilities Q of two or three counterparties.
Revised:  As the result we extend a set of the tractable Levy models which represent the jumps as a sum of the idiosyncratic and common components. The multi-dimensional problem is made tractable via a novel computational method, which generalizes the one-dimensional fractional partial differential equation method of Itkin, 2014 to the two- and three-dimensional cases. This method is unconditionally stable and of the second order of approximation in space and time; in addition, for many popular Levy models it has linear complexity in each dimension. Marginal and joint survival probabilities Q of two or three counterparties.
Edit intent: meaning-changed
Original:  We present realization of our approach in two and three dimensional cases, i. e. compute joint survival probabilities Q of two or three counterparties. We also extend the model by taking into account mutual liabilities of the counterparties and demonstrate their influence on Q. The latter, however, requires a more detailed analysis which will be published elsewhere .
Revised:  We present realization of our approach in two and three dimensional cases, i. e. compute joint survival probabilities for two and three banks with mutual liabilities are computed. The effects of mutual liabilities are discussed, and numerical examples are given to illustrate these effects .
Edit intent: meaning-changed
Original: We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and  X-Whittle estimators  .
Revised: We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and X-Whittle estimators -- as generalizations of their univariate counterparts .
Edit intent: meaning-changed
Original:  As the spectrum-based estimators are dependent on the part of the spectrum taken into consideration during estimation, a simulation study showing the performance of the estimators under varying bandwidth parameter as well as correlation between processes and their specification is provided as well.
Revised:  As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration during estimation, a simulation study showing the performance of the estimators under varying bandwidth parameter as well as correlation between processes and their specification is provided as well.
Edit intent: fluency
Original:  As the spectrum-based estimators are dependent on the part of the spectrum taken into consideration during estimation, a simulation study showing the performance of the estimators under varying bandwidth parameter as well as correlation between processes and their specification is provided as well.
Revised:  As the spectrum-based estimators are dependent on the part of the spectrum taken into consideration during estimation, a simulation study showing performance of the estimators under varying bandwidth parameter as well as correlation between processes and their specification is provided as well.
Edit intent: fluency
Original: We develop the stochastic Perron's method  in the framework of stochastic target games  , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Revised: We develop the stochastic Perron's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Edit intent: meaning-changed
Original: We develop the stochastic Perron's method  in the framework of stochastic target games  , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Revised: We develop the stochastic Perron's method in the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Edit intent: meaning-changed
Original: We develop the stochastic Perron 's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Revised: We extend the stochastic Perron 's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Edit intent: clarity
Original: We develop the stochastic Perron 's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Revised: We develop the stochastic Perron method to analyze the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Edit intent: clarity
Original: We develop the stochastic Perron 's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Revised: We develop the stochastic Perron 's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Edit intent: coherence
Original: We develop the stochastic Perron 's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost-surely reaches a given target no matter which action is chosen by the other player.
Revised: We develop the stochastic Perron 's method (see e.g. arXiv: 1212.2170) in the framework of stochastic target games (arXiv: 1307.5606) , in which one player tries to find a strategy such that the state process almost surely reaches a given target no matter which action is chosen by the other player.
Edit intent: fluency
Original:  We model the firm's optimal procurement problem as a singular stochastic control problem in which a nondecreasing control policy represents the cumulative investment made by the firm in the spot market ( that is, a so-called stochastic "monotone follower problem").
Revised:  We model the firm's optimal procurement problem as a singular stochastic control problem in which controls are nondecreasing processes and represent the cumulative investment made by the firm in the spot market ( that is, a so-called stochastic "monotone follower problem").
Edit intent: clarity
Original:  We model the firm's optimal procurement problem as a singular stochastic control problem in which a nondecreasing control policy represents the cumulative investment made by the firm in the spot market ( that is, a so-called stochastic "monotone follower problem").
Revised:  We model the firm's optimal procurement problem as a singular stochastic control problem in which a nondecreasing control policy represents the cumulative investment made by the firm in the spot market ( a so-called stochastic "monotone follower problem").
Edit intent: coherence
Original:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
Revised:  The paper is completed by some computer drawings of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
Edit intent: clarity
Original:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
Revised:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory when spot prices are given by a geometric Brownian motion , an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
Edit intent: fluency
Original:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
Revised:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion and by an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
Edit intent: coherence
Original:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion , or an exponential Ornstein-Uhlenbeck process .
Revised:  The paper is completed by some computer drawings showing the behaviour of the optimal inventory for spot prices given by a geometric Brownian motion , an exponential jump-diffusion process. In the first case we also make a numerical comparison between the value function and the revenue associated to the classical static "newsvendor" strategy .
Edit intent: meaning-changed
Original: A model of contagion propagation in the Russian interbank market based on the real data is developed  .
Revised: A model of contagion propagation in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-tie structure reflecting functionality of the corresponding nodes (borrowers, lenders, borrowers and lenders simultaneously), degree distributions and disassortativity of the interbank network under consideration based on empirical data is developed .
Edit intent: meaning-changed
Original:  Finally, and most importantly, the focused analysis of the heat kernel provides us a way to yield insights on the fact that proteins have to satisfy specific structural design constraints that the other considered biochemical networks do not need to obey  .
Revised:  Finally, and most importantly, the focused analysis of the heat kernel provides a way to yield insights on the fact that proteins have to satisfy specific structural design constraints that the other considered biochemical networks do not need to obey .
Edit intent: coherence
Original:  Finally, and most importantly, the focused analysis of the heat kernel provides us a way to yield insights on the fact that proteins have to satisfy specific structural design constraints that the other considered biochemical networks do not need to obey  .
Revised:  Finally, and most importantly, the focused analysis of the heat kernel provides us a way to yield insights on the fact that proteins have to satisfy specific structural design constraints that the other considered biochemical networks do not need to obey . Notably, the heat trace decay of the protein ensemble denotes subdiffusion, a peculiar property of proteins .
Edit intent: meaning-changed