wanyu/IteraTeR_full_sent huggingface dataset:
Original:  On the other hand, a very closely related quantity, the survival probability, still shows a hyperbolic t^{-1/2} decay typical of a diffusion-like dynamics . Modifications of the Weibull and Student distributions are good candidates for a phenomenological description of first-passage time properties  .
Revised:  On the other hand, a very closely related quantity, the survival probability, still shows a hyperbolic t^{-1/2} decay typical of a diffusion-like dynamics . Modifications of the Weibull and Student distributions are good candidates for a phenomenological description of first-passage time properties under certain regimes .
Edit intent: clarity
Original:   We investigate the mechanism of peeling of the histone spool, and its complete detachment, from the dsDNA by a CRE  . Our two-state model of a CRE captures effectively two distinct chemical (or conformational) states in the mechano-chemical cycle of each ATP-dependent CRE.
Revised:  The helical path of histone-DNA contact on a nucleosome is also called "footprint". We investigate the mechanism of peeling of the histone spool, and its complete detachment, from the dsDNA by a CRE . Our two-state model of a CRE captures effectively two distinct chemical (or conformational) states in the mechano-chemical cycle of each ATP-dependent CRE.
Edit intent: meaning-changed
Original:   We investigate the mechanism of peeling of the histone spool, and its complete detachment, from the dsDNA by a CRE  . Our two-state model of a CRE captures effectively two distinct chemical (or conformational) states in the mechano-chemical cycle of each ATP-dependent CRE.
Revised:  We investigate the mechanism of footprint traversal by a CRE . Our two-state model of a CRE captures effectively two distinct chemical (or conformational) states in the mechano-chemical cycle of each ATP-dependent CRE.
Edit intent: meaning-changed
Original:   We investigate the mechanism of peeling of the histone spool, and its complete detachment, from the dsDNA by a CRE  . Our two-state model of a CRE captures effectively two distinct chemical (or conformational) states in the mechano-chemical cycle of each ATP-dependent CRE.
Revised:  We investigate the mechanism of peeling of the histone spool, and its complete detachment, from the dsDNA by a CRE that translocates along the dsDNA . Our two-state model of a CRE captures effectively two distinct chemical (or conformational) states in the mechano-chemical cycle of each ATP-dependent CRE.
Edit intent: meaning-changed
Original: Financial volatility risk  is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk dynamics.
Revised: Financial volatility risk and its relation to a business cycle-related intrinsic time is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk dynamics.
Edit intent: meaning-changed
Original:  Specifically, foritkovi\'c (2007), a local bmo hypothesis, a condition which is seen to always be trivially satisfied in the setting of Larsen and Zitkovi\'c (2007).
Revised:  Specifically, we require, in addition to the V-compactness hypothesis of Larsen and \v{Zitkovi\'c (2007), a local bmo hypothesis, a condition which is seen to always be trivially satisfied in the setting of Larsen and Zitkovi\'c (2007).
Edit intent: meaning-changed
Original:  For } markets of the form S = M + \int \lambda d<M>, we require a uniform bound on the norm of \lambda \cdot M in a suitable bmo space.
Revised:  For } markets of the form S = M + \int \lambda d<M>, these conditions are simultaneously implied by the existence of a uniform bound on the norm of \lambda \cdot M in a suitable bmo space.
Edit intent: meaning-changed
Original: We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the alternative results given by the variation of constants method, the linearization of the Matrix Riccati ODE's and the Runge-Kutta algorithm. The new formula turns out to be fast, accurate and very useful for applications when dealing with stochastic volatility and stochastic correlation modelling .
Revised: A study on the Laplace transform as originally derived by Bru .
Edit intent: clarity
Original: A study on the Laplace transform as originally derived by Bru .
Revised: We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the alternative results given by the variation of constants method, the linearization of the Matrix Riccati ODE's and the Runge-Kutta algorithm. The new formula turns out to be fast and accurate .
Edit intent: meaning-changed
Original: This paper resolves a question proposed in Kardaras and Robertson ( 2011): how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
Revised: This paper resolves a question proposed in Kardaras and Robertson ( arXiv:1005.3454) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
Edit intent: meaning-changed
Original: This paper resolves a question proposed in Kardaras and Robertson (  arXiv:1005.3454 ) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
Revised: This paper resolves a question proposed in Kardaras and Robertson ( 2012) arXiv:1005.3454 ) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
Edit intent: meaning-changed
Original: This paper resolves a question proposed in Kardaras and Robertson (  arXiv:1005.3454 ) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
Revised: This paper resolves a question proposed in Kardaras and Robertson ( arXiv:1005.3454 : how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
Edit intent: fluency
Original: This paper resolves a question proposed in Kardaras and Robertson (  arXiv:1005.3454 ) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying process is unavailable.
Revised: This paper resolves a question proposed in Kardaras and Robertson ( arXiv:1005.3454 ) how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying assets is unavailable.
Edit intent: clarity
Original:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of a principal half-eigenvalue of a Pucci extremal operator and its associated eigenfunction  .
Revised:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of the principal eigenvalue of a fully nonlinear elliptic operator and its associated eigenfunction .
Edit intent: meaning-changed
Original:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of a principal half-eigenvalue of a Pucci extremal operator and its associated eigenfunction  .
Revised:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of a principal half-eigenvalue of a Pucci extremal operator and its associated eigenfunction , by slightly restricting the collection of non-dominated probability measures .
Edit intent: meaning-changed
Original: This paper resolves a question proposed in Kardaras and Robertson  (2012) arXiv:1005.3454 ]: how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying assets is unavailable.
Revised: This paper resolves a question proposed in Kardaras and Robertson Ann. Appl. Probab. 22 (2012) arXiv:1005.3454 ]: how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying assets is unavailable.
Edit intent: meaning-changed
Original: This paper resolves a question proposed in Kardaras and Robertson  (2012) arXiv:1005.3454 ]: how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying assets is unavailable.
Revised: This paper resolves a question proposed in Kardaras and Robertson (2012) 1576-1610 ]: how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the underlying assets is unavailable.
Edit intent: meaning-changed
Original:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of the principal eigenvalue of a fully nonlinear elliptic operator and its associated eigenfunction, by slightly restricting the collection of non-dominated probability measures.
Revised:  Among an appropriate class of admissible covariance structures, we characterize the optimal trading strategy in terms of a generalized version of the principal eigenvalue of a fully nonlinear elliptic operator and its associated eigenfunction, by slightly restricting the collection of nondominated probability measures.
Edit intent: clarity
Original:  To annotate protein functions as sets of interaction states at atomic resolution, and thereby to better understand the relation between protein interactions and biological functions, we conducted exhaustive all-against-all atomic structure comparisons of all known interfaces for binding ligands including small molecules, proteins and nucleic acids, and identified recurring elementary motifs.
Revised:  To annotate protein functions as sets of interaction states at atomic resolution, and thereby to better understand the relation between protein interactions and biological functions, we conducted exhaustive all-against-all atomic structure comparisons of all known binding sites for ligands including small molecules, proteins and nucleic acids, and identified recurring elementary motifs.
Edit intent: clarity
Original: We study how quantization, occurring when a continuously varying process is approximated by or observed on a grid of discrete values, changes the properties of a Gaussian long-memory process. By computing the asymptotic behavior of the autocovariance and of the spectral density , we find that the quantized process has the same Hurst exponent of the original process.
Revised: We study how quantization, occurring when a continuously varying process is approximated by or observed on a grid of discrete values, changes the properties of a Gaussian long memory process. We show that the autocovariance and the spectral density , we find that the quantized process has the same Hurst exponent of the original process.
Edit intent: coherence
Original:  By computing the asymptotic behavior of the autocovariance and of the spectral density , we find that the quantized process has the same Hurst exponent of the original process.
Revised:  By computing the asymptotic behavior of the autocovariance and of the spectral density of the discretized process (i.e. the process with round-off error) are asymptotically rescaled by a factor smaller than one, and we compute exactly this scaling factor. Consequently, we find that the quantized process has the same Hurst exponent of the original process.
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Original:  We show that the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) are severely negatively biased estimators of the Hurst exponent for quantized processes .
Revised:  We consider the properties of two estimators of the Hurst exponent, namely the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) are severely negatively biased estimators of the Hurst exponent for quantized processes .
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Original:  We show that the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) are severely negatively biased estimators of the Hurst exponent for quantized processes .
Revised:  We show that the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) . By using numerical simulations and analytical considerations we show that the estimators of the Hurst exponent for quantized processes .
Edit intent: meaning-changed
Original:  We show that the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) are severely negatively biased estimators of the Hurst exponent for quantized processes .
Revised:  We show that the log-periodogram regression and the Detrended Fluctuation Analysis (DFA) are severely negatively biased estimators of the Hurst exponent of the discretized process are severely negatively biased .
Edit intent: clarity
Original:  We show that the autocovariance and the spectral density of the discretized process (i.e. the process with round-off error) are asymptotically rescaled by a factor smaller than one, and we compute exactly this scaling factor.
Revised:  We show that the autocovariance and the spectral density of the discretized process are asymptotically rescaled by a factor smaller than one, and we compute exactly this scaling factor.
Edit intent: coherence
Original:  By using numerical simulations and analytical considerations we show that the estimators of the Hurst exponent of the discretized process are severely negatively biased . We compute the asymptotic properties of the DFA for a generic  long memory process and we apply the result to discretized processes.
Revised:  By using numerical simulations and analytical considerations we show that the estimators of the Hurst exponent of the discretized process are severely negatively biased in finite samples. Under regularity conditions we prove that the LW estimator applied to discretized processes is consistent and asymptotically normal. Moreover, we compute the asymptotic properties of the DFA for a generic long memory process and we apply the result to discretized processes.
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Original:  Furthermore, we relate existing algorithms for the calculation of the scalar superhedging price to the set-valued algorithm by a recent duality theory for vector optimization problems  .
Revised:  Furthermore, we relate existing algorithms for the calculation of the scalar superhedging price to the set-valued algorithm by a recent duality theory for vector optimization problems . The main contribution of the paper is to establish the connection to linear vector optimization, which allows to solve numerically multi-asset superhedging problems under transaction costs .
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Original:   The discrete-time form of the model can result in two-step limit cycles, but as the distance covered by the cycle depends on the size of the damping, the proposed mechanism can lead to both highly unstable and relatively stable behaviour, as observed in real economies .
Revised:  We show how such a process can result from simple behavioural rules. The discrete-time form of the model can result in two-step limit cycles, but as the distance covered by the cycle depends on the size of the damping, the proposed mechanism can lead to both highly unstable and relatively stable behaviour, as observed in real economies .
Edit intent: meaning-changed
Original:   The discrete-time form of the model can result in two-step limit cycles, but as the distance covered by the cycle depends on the size of the damping, the proposed mechanism can lead to both highly unstable and relatively stable behaviour, as observed in real economies . We suggest an economic interpretation for the process .
Revised:  The discrete-time form of the model can result in two-step limit cycles, but as the distance covered by the cycle depends on the size of the damping, the proposed mechanism can lead to both highly unstable and relatively stable behaviour, as observed in real economies .
Edit intent: clarity
Original: This paper studies pricing of stock options for the case when the evolution of the risk-free assets or bond is stochastic . We show that, in the typical scenario, the martingale measure is not unique , that there are non-replicable claims , and that the martingale prices can vary significantly;
Revised: This paper studies stock options pricing in the presence of the stochastic deviations in bond prices. The martingale measure is not unique , that there are non-replicable claims , and that the martingale prices can vary significantly;
Edit intent: clarity
Original:  We show that, in the typical scenario, the martingale measure is not unique , that there are non-replicable claims , and that the martingale prices can vary significantly; for instance, for a European put option, any positive real number is a martingale price for some martingale measure. In addition, the second moment of the hedging error for a strategy calculated via a given martingale measure can take any arbitrary positive value under some equivalent measure.
Revised:  We show that, in the typical scenario, the martingale measure is not unique , that there are non-replicable claims . It is shown that arbitrarily small deviations cause significant changes in the market properties. In particular, the martingale prices and the second moment of the hedging error for a strategy calculated via a given martingale measure can take any arbitrary positive value under some equivalent measure.
Edit intent: meaning-changed
Original:  In addition, the second moment of the hedging error for a strategy calculated via a given martingale measure can take any arbitrary positive value under some equivalent measure. Some reasonable choices of martingale measures are suggested, including a measure that ensures local risk minimizing hedging strategy .
Revised:  In addition, the second moment of the hedging error can vary significantly and take extreme values, for some extreme choices of the martingale measures. The paper suggests ad discusses some choices of the martingale measures .
Edit intent: clarity
Original: This paper studies stock options pricing in the presence of the stochastic deviations in bond prices. The martingale measure is not unique for this market, and there are non-replicable claims.
Revised: This paper studies stock options pricing in the presence of the stochastic deviations in the evolution of the num\'eraire process causes significant changes in the market properties. In particular, an equivalent martingale measure is not unique for this market, and there are non-replicable claims.
Edit intent: meaning-changed
Original:  It is shown that arbitrarily small deviations cause significant changes in the market properties. In particular, the martingale prices and the second moment of the hedging error can vary significantly and take extreme values, for some extreme choices of the  martingale measures.
Revised:  The martingale prices and the second moment of the hedging error can vary significantly and take extreme values, for some extreme choices of the martingale measures.
Edit intent: coherence
Original: Equity order flow is persistent in the sense that buy orders tend to be followed by buy orders and sellorders tend to be followed by sell orders. For equity order flow this persistence is extremely long-ranged, with positive correlations spanning thousands of orders, over time intervals of up to several days.
Revised: Equity order flow is persistent in the sense that order signs (to buy or sell) are positively autocorrelated out to time lags of tens of thousands of orders, over time intervals of up to several days.
Edit intent: clarity
Original:  For equity order flow this persistence is extremely long-ranged, with positive correlations spanning thousands of orders, over time intervals of up to several days. Such persistence in supply and demand is economically important because it influences the market impact as a function of both time and size and because it indicates that the market is in a sense out of equilibrium. Persistence can be caused by two types of behavior : (1) Order splitting, in which a single investor repeatedly places an order of the same sign, or (2) herding, in which different investors place orders of the same sign. We develop a method to decompose the autocorrelation function into splitting and herding components and apply this to order flow data from the London Stock Exchange containing exchange membership identifiers.
Revised:  For equity order flow this persistence is extremely long-ranged, with positive correlations spanning thousands of orders, corresponding to many days. Two possible explanations are herding, corresponding to positive correlation in the behavior of different investors, or order splitting, corresponding to positive autocorrelation in the behavior of single investors. We investigate this using order flow data from the London Stock Exchange containing exchange membership identifiers.
Edit intent: clarity
Original:  Members typically act as brokers for other investors, so that it is not clear whether patterns we observe in brokerage data also reflect patterns in the behavior of single investors. To address this problem we develop models for the distortion caused by brokerageand demonstrate that persistence in order flow is overwhelmingly due to order splitting by single investors.
Revised:  By formulating models for herding and order splitting, as well as models for brokerage choice, we are able to overcome the distortion introduced by brokerage. On timescales of less than a few hours the persistence of order flow is overwhelmingly due to order splitting by single investors.
Edit intent: clarity
Original:  To address this problem we develop models for the distortion caused by brokerageand demonstrate that persistence in order flow is overwhelmingly due to order splitting by single investors. At longer time scales we observe that different investors' behavior is anti-correlated. We show that this is due to differences in the response to price-changing vs. non-price-changing market orders .
Revised:  To address this problem we develop models for the distortion caused by brokerageand demonstrate that persistence in order flow is overwhelmingly due to splitting rather than herding. We also study the properties of brokerage order flow and show that it is remarkably consistent both cross-sectionally and longitudinally .
Edit intent: meaning-changed
Original: The pricing and hedging of a general class of options (including American, Bermudan and European options) on multiple assets are studied in the context of currency markets where trading in all assets is subject to proportional transaction costs, and where the existence of a riskfree numeraire is not assumed.
Revised: The pricing and hedging of a general class of options (including American, Bermudan and European options) on multiple assets are studied in the context of currency markets where trading is subject to proportional transaction costs, and where the existence of a riskfree numeraire is not assumed.
Edit intent: clarity
Original: The pricing and hedging of a general class of options (including American, Bermudan and European options) on multiple assets are studied in the context of currency markets where trading in all assets is subject to proportional transaction costs, and where the existence of a riskfree numeraire is not assumed.
Revised: The pricing and hedging of a general class of options (including American, Bermudan and European options) on multiple assets are studied in the context of currency markets where trading in all assets is subject to proportional transaction costs, and where the existence of a risk-free num\'eraire is not assumed.
Edit intent: fluency