wanyu/IteraTeR_full_sent huggingface dataset:
Original:  By using the stochastic control approach initiated by Galichon, Henry-Labordere and Touzi, we recover the optimal hedging strategies and the corresponding prices given by Vallois ' embeddings to the SEP . Furthermore, we extend the analysis to the two-marginal case . We provide a construction of two-marginal embedding and some examples for which the robust superhedging problem is solved .
Revised:  By using the stochastic control approach initiated by Galichon, Henry-Labordere and Touzi, we recover the optimal hedging strategies and the corresponding prices given by Vallois ' embeddings to the SEP . Furthermore, we extend the analysis to the two-marginal case , where we provide candidates for the optimal hedging strategies, and, we construct a new solution to the two-marginal embedding and some examples for which the robust superhedging problem is solved .
Edit intent: meaning-changed
Original:  Finally, a special multi-marginal case is studied, where we construct a Markov martingale and compute its explicit generator .
Revised:  Finally, a special multi-marginal case is studied, where the stopping times given by Vallois are well-ordered. In the n-marginal case, we solve the robust hedging problem as it essentially reduces to the one-marginal case. In the full marginal setting, we construct a remarkable Markov martingale and compute its explicit generator .
Edit intent: meaning-changed
Original: In this paper, we focus on model-free pricing and robust hedging of options depending on the local time when one or more marginals of the underlying price process are known.
Revised: In this paper, we provide some results on Skorokhod embedding with local time and its applications to the robust hedging problem in finance. First we investigate the robust hedging of options depending on the local time when one or more marginals of the underlying price process are known.
Edit intent: meaning-changed
Original: In this paper, we focus on model-free pricing and robust hedging of options depending on the local time when one or more marginals of the underlying price process are known. By using the stochastic control approach initiated in Galichon, Henry-Labord\`ere and Touzi, we identify the optimal hedging strategies and the corresponding prices in the one-marginal case .
Revised: In this paper, we focus on model-free pricing and robust hedging of options depending on the local time by using the recently introduced stochastic control approach initiated in Galichon, Henry-Labord\`ere and Touzi, we identify the optimal hedging strategies and the corresponding prices in the one-marginal case .
Edit intent: clarity
Original:  By using the stochastic control approach initiated in Galichon, Henry-Labord\`ere and Touzi, we identify the optimal hedging strategies and the corresponding prices in the one-marginal case .
Revised:  By using the stochastic control approach initiated in Galichon, Henry-Labord\`ere and Touzi, we identify the optimal hedging strategies , as well as the market models that realize the extremal no-arbitrage prices .
Edit intent: meaning-changed
Original:  As a by-product, we recover the property that the Valloissolutions to the Skorokhod embedding problem (SEP) maximize and minimize the expectation of any convex function of the local time. Furthermore, we extend the analysis to the two-marginal case, where we provide candidates for the optimal hedging strategies, and, we construct a new solution to the two-marginal SEP as a generalization of the Vallois embedding .
Revised:  As a by-product, the optimality of Vallois' Skorokhod embeddings is recovered. In addition, under appropriate conditions, we derive a new solution to the two-marginal SEP as a generalization of the Vallois embedding .
Edit intent: clarity
Original:  Furthermore, we extend the analysis to the two-marginal case, where we provide candidates for the optimal hedging strategies, and, we construct a new solution to the two-marginal SEP as a generalization of the Vallois embedding .
Revised:  Furthermore, we extend the analysis to the two-marginal case, where we provide candidates for the optimal hedging strategies, and, we construct a new solution to the two-marginal Skorokhod embedding as a generalization of the Vallois embedding .
Edit intent: meaning-changed
Original:  Furthermore, we extend the analysis to the two-marginal case, where we provide candidates for the optimal hedging strategies, and, we construct a new solution to the two-marginal SEP as a generalization of the Vallois embedding .
Revised:  Furthermore, we extend the analysis to the two-marginal case, where we provide candidates for the optimal hedging strategies, and, we construct a new solution to the two-marginal SEP as a generalization of the Vallois solution. It turns out from our analysis that one needs to relax the monotonicity assumption on the embedding functions in order to embed a larger class of marginal distributions .
Edit intent: meaning-changed
Original:  Finally, a special multi-marginal case is studied, where the stopping times given by Vallois are well-ordered . In the n-marginal case, we solve the robust hedging problem as it essentially reduces to the one-marginal case. In the full marginal setting, we construct a remarkable Markov martingale and compute its generator explicitly.
Revised:  Finally, a special multi-marginal case is studied, where the stopping times given by Vallois are well-ordered , we construct a remarkable Markov martingale and compute its generator explicitly.
Edit intent: coherence
Original:  Traditionally quote-driven ( that is , dealer-driven) rather than order-driven, the market for corporate bonds is still mainly dominated by voice trading, but a lot of electronic platforms have emerged that make it possible for buy-side agents to simultaneously request several dealers for quotes, or even directly trade with other buy-siders.
Revised:  Traditionally quote-driven ( i.e. , dealer-driven) rather than order-driven, the market for corporate bonds is still mainly dominated by voice trading, but a lot of electronic platforms have emerged that make it possible for buy-side agents to simultaneously request several dealers for quotes, or even directly trade with other buy-siders.
Edit intent: coherence
Original:  Traditionally quote-driven ( that is , dealer-driven) rather than order-driven, the market for corporate bonds is still mainly dominated by voice trading, but a lot of electronic platforms have emerged that make it possible for buy-side agents to simultaneously request several dealers for quotes, or even directly trade with other buy-siders.
Revised:  Traditionally quote-driven ( that is , dealer-driven) rather than order-driven, the market for corporate bonds is still mainly dominated by voice trading, but a lot of electronic platforms have emerged . These electronic platforms make it possible for buy-side agents to simultaneously request several dealers for quotes, or even directly trade with other buy-siders.
Edit intent: clarity
Original:  The research presented in this article is based on a large proprietary database of requests for quotes (RFQ) sent, through the multi-dealer-to-client (MD2C) platforms operated by Bloomberg Fixed Income Trading and Tradeweb , to one of the major liquidity providers in European corporate bonds.
Revised:  The research presented in this article is based on a large proprietary database of requests for quotes (RFQ) sent, through the multi-dealer-to-client (MD2C) platform operated by Bloomberg Fixed Income Trading and Tradeweb , to one of the major liquidity providers in European corporate bonds.
Edit intent: fluency
Original:  The research presented in this article is based on a large proprietary database of requests for quotes (RFQ) sent, through the multi-dealer-to-client (MD2C) platforms operated by Bloomberg Fixed Income Trading and Tradeweb , to one of the major liquidity providers in European corporate bonds.
Revised:  The research presented in this article is based on a large proprietary database of requests for quotes (RFQ) sent, through the multi-dealer-to-client (MD2C) platforms operated by Bloomberg Fixed Income Trading , to one of the major liquidity providers in European corporate bonds.
Edit intent: clarity
Original:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers,  (ii) to use the RFQ database in order to implicit from our model the behavior of both dealers and clients on MD2C platforms , and (iii) to study the influence of several bond characteristics on the behavior of market participants .
Revised:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers, and (ii) to use the RFQ database in order to implicit from our model the behavior of both dealers and clients on MD2C platforms , and (iii) to study the influence of several bond characteristics on the behavior of market participants .
Edit intent: fluency
Original:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers,  (ii) to use the RFQ database in order to implicit from our model the behavior of both dealers and clients on MD2C platforms , and (iii) to study the influence of several bond characteristics on the behavior of market participants .
Revised:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers, (ii) to use our model in order to implicit from our model the behavior of both dealers and clients on MD2C platforms , and (iii) to study the influence of several bond characteristics on the behavior of market participants .
Edit intent: clarity
Original:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers,  (ii) to use the RFQ database in order to implicit from our model the behavior of both dealers and clients on MD2C platforms , and (iii) to study the influence of several bond characteristics on the behavior of market participants .
Revised:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers, (ii) to use the RFQ database in order to implicit from the RFQ database the behavior of both dealers and clients on MD2C platforms , and (iii) to study the influence of several bond characteristics on the behavior of market participants .
Edit intent: clarity
Original:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers,  (ii) to use the RFQ database in order to implicit from our model the behavior of both dealers and clients on MD2C platforms , and (iii) to study the influence of several bond characteristics on the behavior of market participants .
Revised:  Our goal is (i) to model the RFQ process on these platforms and the resulting competition between dealers, (ii) to use the RFQ database in order to implicit from our model the behavior of both dealers and clients on MD2C platforms .
Edit intent: coherence
Original: The properties of the interbank market have been discussed widely in the literature . However a proper model selection between URLanizations of the network in a small number of blocks, for example bipartite, core-periphery, and modular , has not been performed.
Revised: The properties of the interbank market have been discussed widely in the literature mainly because of their relevance for systemic risk. Here we propose to use the Stochastic Block Model to investigate and perform a model selection among several possible two URLanizations of the network in a small number of blocks, for example bipartite, core-periphery, and modular , has not been performed.
Edit intent: meaning-changed
Original:  However a proper model selection between URLanizations of the network in a small number of blocks, for example bipartite, core-periphery, and modular , has not been performed. In this paper, by inferring a Stochastic Block Model on the e-MID interbank market in the period 2010-2014 , we show that in normal conditions the network URLanized either as a bipartite structure or as a three community structure, where a group of intermediaries mediates between borrowers and lenders .
Revised:  However a proper model selection between URLanizations of the network in a small number of blocks, for example bipartite, core-periphery, and modular structures. We apply our method to the e-MID interbank market in the period 2010-2014 , we show that in normal conditions the network URLanized either as a bipartite structure or as a three community structure, where a group of intermediaries mediates between borrowers and lenders .
Edit intent: clarity
Original:  In this paper, by inferring a Stochastic Block Model on the e-MID interbank market in the period 2010-2014 , we show that in normal conditions the network URLanized either as a bipartite structure or as a three community structure, where a group of intermediaries mediates between borrowers and lenders .
Revised:  In this paper, by inferring a Stochastic Block Model on the e-MID interbank market in the period 2010-2014 and we show that in normal conditions the network URLanized either as a bipartite structure or as a three community structure, where a group of intermediaries mediates between borrowers and lenders .
Edit intent: coherence
Original:  In this paper, by inferring a Stochastic Block Model on the e-MID interbank market in the period 2010-2014 , we show that in normal conditions the network URLanized either as a bipartite structure or as a three community structure, where a group of intermediaries mediates between borrowers and lenders .
Revised:  In this paper, by inferring a Stochastic Block Model on the e-MID interbank market in the period 2010-2014 , we show that in normal conditions the most likely URLanization is a bipartite structure or as a three community structure, where a group of intermediaries mediates between borrowers and lenders .
Edit intent: clarity
Original:  In this paper, by inferring a Stochastic Block Model on the e-MID interbank market in the period 2010-2014 , we show that in normal conditions the network URLanized either as a bipartite structure or as a three community structure, where a group of intermediaries mediates between borrowers and lenders .
Revised:  In this paper, by inferring a Stochastic Block Model on the e-MID interbank market in the period 2010-2014 , we show that in normal conditions the network URLanized either as a bipartite structure .
Edit intent: clarity
Original:  In exceptional conditions, such as after LTRO, one of the most important unconventional measure by ECB at the beginning of 2012, the most likely structure becomes a random one and only in 2014 the e-MID market went back to a normal URLanization.
Revised:  In exceptional conditions, such as after LTRO, one of the most important unconventional measures by ECB at the beginning of 2012, the most likely structure becomes a random one and only in 2014 the e-MID market went back to a normal URLanization.
Edit intent: fluency
Original:  By investigating the strategy of individual banks,  we show that the disappearance of many lending banks and the strategy switch of a very small set of banks from borrower to lender is likely at the origin of this structural change.
Revised:  By investigating the strategy of individual banks, we explore possible explanations and we show that the disappearance of many lending banks and the strategy switch of a very small set of banks from borrower to lender is likely at the origin of this structural change.
Edit intent: meaning-changed
Original: For every adapted, c\`{agl\`{a}d }  process (strategy) G and typical c\'rdl\'rg price paths whose jumps are no greater than some c>0 we define integral G\cdot S as a limit of simple integrals.
Revised: For every adapted, gl\`{a}d } process (strategy) G and typical c\'rdl\'rg price paths whose jumps are no greater than some c>0 we define integral G\cdot S as a limit of simple integrals.
Edit intent: fluency
Original: For every adapted, c\`{agl\`{a}d }  process (strategy) G and typical c\'rdl\'rg price paths whose jumps are no greater than some c>0 we define integral G\cdot S as a limit of simple integrals.
Revised: For every adapted, c\`{agl\`{a}d } c\`agl\`ad process (strategy) G and typical c\'rdl\'rg price paths whose jumps are no greater than some c>0 we define integral G\cdot S as a limit of simple integrals.
Edit intent: meaning-changed
Original: For every adapted, c\`{agl\`{a}d }  process (strategy) G and typical c\'rdl\'rg price paths whose jumps are no greater than some c>0 we define integral G\cdot S as a limit of simple integrals.
Revised: For every adapted, c\`{agl\`{a}d } process (strategy) G and typical c\`adl\`ag price paths whose jumps are no greater than some c>0 we define integral G\cdot S as a limit of simple integrals.
Edit intent: meaning-changed
Original: For every adapted, c\`{agl\`{a}d }  process (strategy) G and typical c\'rdl\'rg price paths whose jumps are no greater than some c>0 we define integral G\cdot S as a limit of simple integrals.
Revised: For every adapted, c\`{agl\`{a}d } process (strategy) G and typical c\'rdl\'rg price paths whose jumps satisfy some mild growth condition we define integral G\cdot S as a limit of simple integrals.
Edit intent: meaning-changed
Original: BACKGROUND : The field of 3D chromatin interaction mapping is changing our point of view on the genome . Despite the increase in the number of studies, there are surprisingly few network analyses performed on these datasets and the network topology is rarely considered .
Revised: BACKGROUND : The field of 3D chromatin interaction mapping is changing our point of view on the genome , paving the way for new insights into URLanization. Network analysis is a natural and powerful way of modelling chromatin interactions .
Edit intent: meaning-changed
Original:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably,  we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Revised:  Based on the ChAs of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably, we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Edit intent: clarity
Original:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably,  we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Revised:  Looking at the ChAS of these epigenomic features calculated in 4 different interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably, we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Edit intent: meaning-changed
Original:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably,  we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Revised:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to play a prominent role . Remarkably, we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Edit intent: clarity
Original:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably,  we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Revised:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably, in promoter-centered networks, we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Edit intent: clarity
Original:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably,  we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Revised:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably, we observe higher ChAs of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Edit intent: fluency
Original:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably,  we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to the inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Revised:  Looking at the ChAS of these epigenomic features in the interaction networks, we find Polycomb Group proteins and associated histone marks to be the most assortative factors . Remarkably, we observe higher ChAS of the actively elongating form of RNA Polymerase 2 compared to inactive forms in interactions between promoters and other distal elements, suggesting an important role for active elongation in promoter-enhancer contacts.
Edit intent: fluency