wanyu/IteraTeR_full_sent huggingface dataset:
Original:  For positive c we define two related quantities - upward truncated variation UTV^c_{\mu[a,b]=\sup_n a \leq t_1 < s_1 < ...
Revised:  Truncated variation differs from regular variation by neglecting jumps smaller than some fixed c > 0. We prove that truncated variation is a random variable with finite moment-generating function for any complex argument. We also define two closely related quantities - upward truncated variation UTV^c_{\mu[a,b]=\sup_n a \leq t_1 < s_1 < ...
Edit intent: meaning-changed
Original:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{s_i and , analogously, downward truncated variation DTV^c_{\mu[a,b]=\sup_n a \leq t_1 < s_1 < ...
Revised:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% and , analogously, downward truncated variation DTV^c_{\mu[a,b]=\sup_n a \leq t_1 < s_1 < ...
Edit intent: clarity
Original:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{s_i and , analogously, downward truncated variation DTV^c_{\mu[a,b]=\sup_n a \leq t_1 < s_1 < ...
Revised:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{s_i and downward truncated variation DTV^c_{\mu[a,b]=\sup_n a \leq t_1 < s_1 < ...
Edit intent: meaning-changed
Original:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{s_i and , analogously, downward truncated variation DTV^c_{\mu[a,b]=\sup_n a \leq t_1 < s_1 < ...
Revised:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{s_i and , analogously, downward truncated variation [a,b]=\sup_n a \leq t_1 < s_1 < ...
Edit intent: meaning-changed
Original:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{t_i We prove that exponential moments of the above quantities are finite (in opposite to the regular variation, corresponding to TV^0, which is infinite almost surely).
Revised:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% We prove that exponential moments of the above quantities are finite (in opposite to the regular variation, corresponding to TV^0, which is infinite almost surely).
Edit intent: coherence
Original:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{t_i We prove that exponential moments of the above quantities are finite (in opposite to the regular variation, corresponding to TV^0, which is infinite almost surely). We present estimates of the expected value of \% UTV^c up to universal constants. As an application we give some estimates of the maximal possible gain from trading a financial asset in the presence of flat commission (proportional to the value of the transaction) when the dynamics of the prices of the asset follows a geometric Browniam motion process.
Revised:  < t_n < s_n \leq b i=1^{n} \max }%DIFDELCMD < {%%% W_{t_i . The defined quantities may have some interpretation in financial mathematics. Exponential moment of upward truncated variation may be interpreted as the maximal possible return from trading a financial asset in the presence of flat commission (proportional to the value of the transaction) when the dynamics of the prices of the asset follows a geometric Browniam motion process.
Edit intent: clarity
Original:  As an application we give some estimates of the maximal possible gain from trading a financial asset in the presence of flat commission (proportional to the value of the transaction) when the dynamics of the prices of the asset follows a geometric Browniam motion process.
Revised:  As an application we give some estimates of the maximal possible gain from trading a financial asset in the presence of flat commission when the dynamics of the prices of the asset follows a geometric Browniam motion process.
Edit intent: clarity
Original:  As an application we give some estimates of the maximal possible gain from trading a financial asset in the presence of flat commission (proportional to the value of the transaction) when the dynamics of the prices of the asset follows a geometric Browniam motion process.
Revised:  As an application we give some estimates of the maximal possible gain from trading a financial asset in the presence of flat commission (proportional to the value of the transaction) when the dynamics of the prices of the asset follows a geometric Brownian motion process.
Edit intent: fluency
Original:  In the presented estimates upward truncated variation appears naturally .
Revised:  We calculate the Laplace transform with respect to time parameter of the moment-generating functions of the upward and downward truncated variations. As an application of the obtained formula we give an exact formula for expected value of upward and downward truncated variations. We give also exact (up to universal constants) estimates of the expected values of the mentioned quantities .
Edit intent: meaning-changed
Original:  In this work electrode-immobilized glucose-6-phosphate dehydrogenase enzyme catalyzed a reaction which carries out the Boolean AND logic gate. We report the first experimental realization of a sigmoid shape response in one of the gate inputswhich is a desirable shape for biocomputing application as it allows reduction of the analog noise .
Revised:  In this work we survey filtering in general, in biochemical computing, and summarize the experimental realization of a sigmoid shape response in one of the gate inputswhich is a desirable shape for biocomputing application as it allows reduction of the analog noise .
Edit intent: meaning-changed
Original:  We report the first experimental realization of a sigmoid shape response in one of the gate inputswhich is a desirable shape for biocomputing application as it allows reduction of the analog noise .
Revised:  We report the first experimental realization of a sigmoid shape response in one of the inputs. The logic gate is realized with electrode-immobilized glucose-6-phosphate dehydrogenase enzyme that catalyzes a reaction corresponding to the Boolean AND functions .
Edit intent: meaning-changed
Original:  Using the client database of Swissquote Bank SA, we find that the transaction cost structure determines on average to a large extend the relationship between the mean turnoverper transaction of an investor and his mean wealth. A simple extension of CAPM that includes variable transaction costs is able to reproduce qualitatively the observed behaviors.
Revised:  Using the client database of Swissquote Bank SA, the largest on-line Swiss broker, we find empirical relationships between turnover, account values and the number of assets in which a trader is invested. A theory based on simple mean-variance portfolio optimization that crucially includes variable transaction costs is able to reproduce qualitatively the observed behaviors.
Edit intent: meaning-changed
Original:  We discuss how the increase of income inequality in USA in 1983-2007 results from dramatic increase of the income fraction going to the upper tail and exceeding 20\% of the total income.
Revised:  We discuss how the increase of income inequality in USA in 1983-2007 results from dramatic increase of the income fraction going to the upper tail , which now exceeds 20\% of the total income.
Edit intent: meaning-changed
Original: In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem by allowing for jumps in both the factor process and the asset prices as well as stochastic volatility and investment constraints.
Revised: This paper considers a portfolio optimization problem in which asset prices are represented by SDEs driven by Brownian motion and a Poisson random measure, with drifts that are functions of an auxiliary diffusion factor process. The criterion, following earlier work by Bielecki, Pliska, Nagai and others, is risk-sensitive asset management problem by allowing for jumps in both the factor process and the asset prices as well as stochastic volatility and investment constraints.
Edit intent: meaning-changed
Original: In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem by allowing for jumps in both the factor process and the asset prices as well as stochastic volatility and investment constraints. In this case, the HJB equation is a PIDE.
Revised: In this article we extend earlier work on the jump-diffusion risk-sensitive optimization (equivalent to maximizing the expected growth rate subject to a constraint on variance.) By using a PIDE.
Edit intent: meaning-changed
Original:  In this case, the HJB equation is a PIDE.By combining viscosity solutions with a change of notation, a policy improvement argument and classical results on parabolic PDEs we prove that the PIDE admits a unique smooth solution.
Revised:  In this case, the HJB equation is a change of notation, a policy improvement argument and classical results on parabolic PDEs we prove that the PIDE admits a unique smooth solution.
Edit intent: coherence
Original: By combining viscosity solutions with a change of notation, a policy improvement argument and classical results on parabolic PDEs we prove that the PIDE admits a unique smooth solution. A verification theorem concludes the resolutions of this problem .
Revised: By combining viscosity solutions with a change of measure technique introduced by Kuroda and Nagai we show that the problem reduces to solving a certain stochastic control problem in the factor process, which has no jumps. The main result of the paper is to show that the risk-sensitive jump diffusion problem can be fully characterized in terms of a parabolic Hamilton-Jacobi-Bellman PDE rather than a PIDE, and that this PDE admits a classical C^{1,2 .
Edit intent: meaning-changed
Original:  Performance of these kernels has been measured on various RapidMind backends (cuda, cell and x86) and compared to other - hardware-specific - implementations (using CUDA, Cell SDK and Intel MKL).
Revised:  Performance of these kernels has been measured on various RapidMind backends (cuda, cell and x86) and compared to other hardware-specific - implementations (using CUDA, Cell SDK and Intel MKL).
Edit intent: fluency
Original:  Performance of these kernels has been measured on various RapidMind backends (cuda, cell and x86) and compared to other - hardware-specific - implementations (using CUDA, Cell SDK and Intel MKL).
Revised:  Performance of these kernels has been measured on various RapidMind backends (cuda, cell and x86) and compared to other - hardware-specific implementations (using CUDA, Cell SDK and Intel MKL).
Edit intent: fluency
Original: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Revised: We investigate the stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Edit intent: coherence
Original: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Revised: The stability properties of two different classes of metabolic cycles using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Edit intent: clarity
Original: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Revised: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational methods . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Edit intent: fluency
Original: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Revised: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), we show that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Edit intent: coherence
Original: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of well-ordered metabolic networks can be studied using exclusively analytical techniques.
Revised: The stability properties of two different classes of metabolic cycles are investigated using a combination of analytical and computational techniques . Using principles from structural kinetic modeling (SKM), it is shown that the stability of metabolic networks with certain structural regularities can be studied using exclusively analytical techniques.
Edit intent: clarity
Original:  The guaranteed stability of a class of single input, single output metabolic cycles is established . Next, parameter regimes for the stability of a small autocatalytic cycle are determined. It is demonstrated that analytical methods can be used to understand the relationship between kinetic parameters and stability, and that results from these analytical methods can be confirmed with computational experiments.
Revised:  The guaranteed stability of a class of single input, single output metabolic cycles is established . Next, parameter regimes for the stability of a small autocatalytic cycle , and determine parameter regimes within which the cycle is very likely to be stable. We demonstrate that analytical methods can be used to understand the relationship between kinetic parameters and stability, and that results from these analytical methods can be confirmed with computational experiments.
Edit intent: meaning-changed
Original:  These conclusions support the hypothesis that certain types of metabolic cycles may have played a role in the development of primitive metabolism despite the absence of regulatory machinery.
Revised:  We discuss our results in light of the possibility that evolutionary forces may select for metabolic network topologies with a high intrinsic probability of being stable. Furthermore, our conclusions support the hypothesis that certain types of metabolic cycles may have played a role in the development of primitive metabolism despite the absence of regulatory machinery.
Edit intent: meaning-changed
Original:  These conclusions support the hypothesis that certain types of metabolic cycles may have played a role in the development of primitive metabolism despite the absence of regulatory machinery. Furthermore, the results suggest that the role of allosteric control mechanismsin biochemical networks may be greater than simply stabilizing the network .
Revised:  These conclusions support the hypothesis that certain types of metabolic cycles may have played a role in the development of primitive metabolism despite the absence of regulatory mechanisms .
Edit intent: clarity
Original:  We then apply these technique to a class of single input, single output metabolic cycles, and find that stability is guaranteed under a wide range of conditions . Next, we extend our analysis to a small autocatalytic cycle, and determine parameter regimes within which the cycle is very likely to be stable.
Revised:  We then apply these techniques to a class of single input, single output metabolic cycles, and find that stability is guaranteed under a wide range of conditions . Next, we extend our analysis to a small autocatalytic cycle, and determine parameter regimes within which the cycle is very likely to be stable.
Edit intent: fluency
Original:  We then apply these technique to a class of single input, single output metabolic cycles, and find that stability is guaranteed under a wide range of conditions . Next, we extend our analysis to a small autocatalytic cycle, and determine parameter regimes within which the cycle is very likely to be stable.
Revised:  We then apply these technique to a class of single input, single output metabolic cycles, and find that the cycles are stable under all conditions tested . Next, we extend our analysis to a small autocatalytic cycle, and determine parameter regimes within which the cycle is very likely to be stable.
Edit intent: clarity
Original: Consider a frictionless market trading a finite number of co-maturing European call and put options written on a risky asset plus an instrument with path-dependent payoff known as a weighted variance swap, e. g. a vanilla variance swap or a corridor variance swap.
Revised: We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co-maturing European call and put options written on a risky asset plus an instrument with path-dependent payoff known as a weighted variance swap, e. g. a vanilla variance swap or a corridor variance swap.
Edit intent: meaning-changed
Original: Consider a frictionless market trading a finite number of co-maturing European call and put options written on a risky asset plus an instrument with path-dependent payoff known as a weighted variance swap, e. g. a vanilla variance swap or a corridor variance swap. The question we ask is: Do the traded prices admit an arbitrage opportunity? We determine necessary and sufficient model-free conditions for the price of a continuously monitored weighted variance swap to be consistent with absence of arbitrage.
Revised: Consider a frictionless market trading a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted variance swap to be consistent with absence of arbitrage.
Edit intent: clarity
Original:  We determine necessary and sufficient model-free conditions for the price of a continuously monitored weighted variance swap to be consistent with absence of arbitrage. We discuss in detail the types of arbitrage that may arise when the determined conditions are not satisfied.
Revised:  We determine necessary and sufficient model-free conditions for the price of a continuously monitored weighted variance swap along with super- and sub- replicating strategies which enforce them. We find that market quotes for variance swaps are surprisingly close to the model-free lower bounds we determine. We solve the problem by transforming it into an analogous question for a European option with a convex payoff. The lower bound becomes a problem in semi-infinite linear programming which we solve in detail. The upper bound is explicit. We work in a model-independent and probability-free setup.
Edit intent: meaning-changed
Original:  In particular we find that prices of European call/puts are not enough for the upper bound price of the vanilla variance swap to be finite. We show that given an extra piece of information, namely the price of an additional asset, a finite bound can be explicitly determined .
Revised:  In particular we use and extend F\"ollmer's pathwise stochastic calculus. Appropriate notions of arbitrage and admissibility are introduced. This allows us to establish the usual hedging relation between the variance swap and the 'log contract' and similar connections for weighted variance swaps. Our results take form of a FTAP: we show that the absence of (weak) arbitrage is equivalent to the existence of a classical model which reproduces the observed prices via risk-neutral expectations of discounted payoffs .
Edit intent: meaning-changed
Original:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns) with good precision for the levels in the interval -0.1 < \alpha < 0.1 and -0.35 < \alpha < 0.35, respectively .
Revised:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns) with good precision for the levels in the interval -0.5 < \alpha < 0.1 and -0.35 < \alpha < 0.35, respectively .
Edit intent: meaning-changed
Original:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns) with good precision for the levels in the interval -0.1 < \alpha < 0.1 and -0.35 < \alpha < 0.35, respectively .
Revised:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns) with good precision for the levels in the interval -0.1 < \alpha < 0.5 .
Edit intent: meaning-changed
Original:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns ) with good precision for the levels in the interval -0.5 < \alpha < 0.5 .
Revised:  We show that by using the level crossing analysis one can estimate how the DAX and oil time series (normalized log-returns ) with good precision for the levels in the interval -0.5 < \alpha < 0.5 .
Edit intent: clarity
Original:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns ) with good precision for the levels in the interval -0.5 < \alpha < 0.5 .
Revised:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series will develop. We carry out same analysis for the increments of DAX and oil price log-returns ) with good precision for the levels in the interval -0.5 < \alpha < 0.5 .
Edit intent: meaning-changed
Original:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns ) with good precision for the levels in the interval -0.5 < \alpha < 0.5 .
Revised:  We show that by using the level crossing analysis one can forecasts the DAX and oil time series (normalized log-returns ,(which is known as inverse statistics) and provide the distribution of waiting times to observe some level for the increments .
Edit intent: meaning-changed
Original:  The method is shown to be able to correlate sequences with function in the human proteome database,  and might find other useful applications for structure discovery also in computational linguistics, in the analysis of time series, and in the theory of dynamical systems .
Revised:  The analysis of communities of networks of motifs is shown to be able to correlate sequences with function in the human proteome database, and might find other useful applications for structure discovery also in computational linguistics, in the analysis of time series, and in the theory of dynamical systems .
Edit intent: meaning-changed
Original:  The method is shown to be able to correlate sequences with function in the human proteome database,  and might find other useful applications for structure discovery also in computational linguistics, in the analysis of time series, and in the theory of dynamical systems .
Revised:  The method is shown to be able to correlate sequences with functions in the human proteome database, and might find other useful applications for structure discovery also in computational linguistics, in the analysis of time series, and in the theory of dynamical systems .
Edit intent: fluency