wanyu/IteraTeR_full_sent huggingface dataset:
Original:  In the case the insider does not know this random time, we see that there is  no full efficiency, but there is nevertheless an equilibrium where the sensitivity of prices is decreasing in time according with the probability that the announcement time is greater than the current time.
Revised:  In the case the insider does not know this random time, we see that there is an equilibrium with no full efficiency, but there is nevertheless an equilibrium where the sensitivity of prices is decreasing in time according with the probability that the announcement time is greater than the current time.
Edit intent: clarity
Original:  In the case the insider does not know this random time, we see that there is  no full efficiency, but there is nevertheless an equilibrium where the sensitivity of prices is decreasing in time according with the probability that the announcement time is greater than the current time.
Revised:  In the case the insider does not know this random time, we see that there is no full efficiency, but where the sensitivity of prices is decreasing in time according with the probability that the announcement time is greater than the current time.
Edit intent: clarity
Original:  We focused on the relation between the intrinsic disorder of {\alpha}-syn and macromolecular crowding, and constructed a simplified model of {\alpha}-syn including crowding agents based on statistical mechanics.
Revised:  We focused on the relation between the intrinsic disorder of {\alpha}-syn and macromolecular crowding, and constructed a lattice gas model of {\alpha}-syn including crowding agents based on statistical mechanics.
Edit intent: meaning-changed
Original:  We focused on the relation between the intrinsic disorder of {\alpha}-syn and macromolecular crowding, and constructed a lattice gas model of {\alpha}-syn including crowding agents based on statistical mechanics.
Revised:  In order to investigate the coupled effect of the intrinsic disorder of {\alpha}-syn and macromolecular crowding, and constructed a lattice gas model of {\alpha}-syn including crowding agents based on statistical mechanics.
Edit intent: clarity
Original:  We focused on the relation between the intrinsic disorder of {\alpha}-syn and macromolecular crowding, and constructed a lattice gas model of {\alpha}-syn including crowding agents based on statistical mechanics.
Revised:  We focused on the relation between the intrinsic disorder of {\alpha}-syn and macromolecular crowding, we construct a lattice gas model of {\alpha}-syn including crowding agents based on statistical mechanics.
Edit intent: coherence
Original:  We focused on the relation between the intrinsic disorder of {\alpha}-syn and macromolecular crowding, and constructed a lattice gas model of {\alpha}-syn including crowding agents based on statistical mechanics.
Revised:  We focused on the relation between the intrinsic disorder of {\alpha}-syn and macromolecular crowding, and constructed a lattice gas model of {\alpha}-syn in contact with a crowding agent reservoir based on statistical mechanics.
Edit intent: meaning-changed
Original:  It was found that the crowding effect is taken into account as the effective internal entropy ; and the crowding effect reduces the effective internal entropyof disordered states . Based on Monte Carlo simulation, we provide scenarios of crowding-induced fibril formation.
Revised:  Thanks to the simplicity of the model, we can exactly calculate the number of conformations of crowding agents, and this enables us to prove that the original grand canonical ensemble with a crowding agent reservoir is mathematically equivalent to a canonical ensemble without crowding agents. In this expression, the effect of macromolecular crowding is absorbed in the internal entropy of disordered states; it is clearly shown that the crowding effect reduces the effective internal entropyof disordered states . Based on Monte Carlo simulation, we provide scenarios of crowding-induced fibril formation.
Edit intent: meaning-changed
Original:  Given a holding period interval that is bounded below, we explore whether it is possible to adjust the number of shares needed to effectively hedge our position to account for views on market dynamics from present until liquidation , to account for the time-dependence of the options' sensitivity to the underlying.
Revised:  Given a holding period interval that is bounded below, we explore whether it is possible to adjust the number of shares needed to effectively hedge our position to account for views on market dynamics from present until the end of our interval , to account for the time-dependence of the options' sensitivity to the underlying.
Edit intent: clarity
Original: The concept of a nested canalizing Boolean function has been studied over the last decade in the context of understanding the regulatory logic of molecular interaction networks, such as gene regulatory networks . Such networks are predominantly governed by nested canalizing functions . Derrida values are frequently used to analyze the robustness of a Boolean network to perturbations.
Revised: The concept of a nested canalizing Boolean function has been studied over the last decade in the context of understanding the regulatory logic of molecular interaction networks, such as gene regulatory networks , represented by time- and state-discrete dynamical systems taking on multiple states. The focus is on networks governed by nested canalizing functions . Derrida values are frequently used to analyze the robustness of a Boolean network to perturbations.
Edit intent: meaning-changed
Original:  Such networks are predominantly governed by nested canalizing functions . Derrida values are frequently used to analyze the robustness of a Boolean network to perturbations. This paper introduces closed formulas for the calculation of Derrida values of networks governed by Boolean nested canalizing functions, which previously required extensive simulations.
Revised:  Such networks are predominantly governed by nested canalizing functions (NCFs), first introduced in the Boolean context by S. Kauffman. After giving a general definition of NCFs we analyze the class of such functions. We derive a formula for the normalized average c-sensitivities of multistate NCFs, which enables the calculation of Derrida values of networks governed by Boolean nested canalizing functions, which previously required extensive simulations.
Edit intent: meaning-changed
Original:  This paper introduces closed formulas for the calculation of Derrida values of networks governed by Boolean nested canalizing functions, which previously required extensive simulations. Recently, the concept of nested canalizing functions has been generalized to include multistate functions, and a recursive formula has been derived for their number, as a function of the number of variables. This paper contains a detailed analysis of the class of nested canalizing functions over an arbitrary finite field. In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as for the number of equivalence classes  under permutation of variables , are derived.
Revised:  This paper introduces closed formulas for the calculation of the Derrida plot, a popular measure of network stability. We also provide a unique canonical parametrized polynomial form of NCFs. This form has several consequences. We can easily generate NCFs for varying parameter choices, and derive a closed form formula for the number of such generalized functions , as well as for the number of equivalence classes under permutation of variables , are derived.
Edit intent: meaning-changed
Original:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as for the number of equivalence classes  under permutation of variables , are derived.
Revised:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such functions in a given number of variables , as well as for the number of equivalence classes under permutation of variables , are derived.
Edit intent: meaning-changed
Original:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as for the number of equivalence classes  under permutation of variables , are derived.
Revised:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as an asymptotic formula. Finally, we compute the number of equivalence classes under permutation of variables , are derived.
Edit intent: meaning-changed
Original:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as for the number of equivalence classes  under permutation of variables , are derived.
Revised:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as for the number of equivalence classes of NCFs under permutation of variables , are derived.
Edit intent: meaning-changed
Original:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as for the number of equivalence classes  under permutation of variables , are derived. The latter is motivated by the fact that two nested canalizing functions that differ only by a permutation of the variables share many important properties .
Revised:  In addition, the concept of nested canalization is further generalized and closed formulas for the number of such generalized functions , as well as for the number of equivalence classes under permutation of variables . Together, the results of the paper represent a useful mathematical framework for the study of NCFs and their dynamic networks .
Edit intent: coherence
Original:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009)  will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie  hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Revised:  The exposure value iACV(c) (idealized Amortized Cost Value), as originally introduced in the Exposure Draft 2009 (ED 2009) will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Edit intent: meaning-changed
Original:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009)  will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie  hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Revised:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009) , will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Edit intent: fluency
Original:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009)  will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie  hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Revised:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009) will be interpreted as economic value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Edit intent: clarity
Original:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009)  will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie  hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Revised:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009) will be interpreted as an economically justified value under amortized cost accounting and provides the valuation benchmark under IFRS 9. Consequently, iACV(c) can be used to quantify conservatism (ie hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Edit intent: meaning-changed
Original:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009)  will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie  hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Revised:  The exposure value as outlined in the IFRS 9 exposure draft (ED 2009) will be interpreted as an economically justified value under amortized cost accounting and provides the main methodological benchmark . Consequently, the ED 2009 can be used to quantify conservatism (ie potential hidden reserves) in the actual implementation of the final standard and to separate operational side-effects caused by the local implementation from actual credit risk impacts.
Edit intent: clarity
Original:  On basis of the NPL Backtest , part of the Impact of Risk  framework, specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in in NPL portfolio (bucket 3).
Revised:  On basis of the NPL Dashboard , part of the Impact of Risk framework, specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in in NPL portfolio (bucket 3).
Edit intent: meaning-changed
Original:  On basis of the NPL Backtest , part of the Impact of Risk  framework, specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in in NPL portfolio (bucket 3).
Revised:  On basis of the NPL Backtest , part of the Impact of Risk (c) framework, specific key risk indicators are introduced that allow for a detailed assessment of collections performance versus LGD in in NPL portfolio (bucket 3).
Edit intent: meaning-changed
Original: This paper studies the connection between Dynkin games and optimal switching in continuous time and on a finite horizon. An auxiliary two-mode optimal switching problem is formulated which enables the derivation of the game's value under very mild assumptions. Under slightly stronger assumptions, the optimal switching formulation is used to prove the existence of a saddle point and a connection is made to the classical "Mokobodski's hypothesis".
Revised: This paper uses recent results on continuous-time finite-horizon optimal switching problems with negative switching costs to prove the existence of a saddle point and a connection is made to the classical "Mokobodski's hypothesis".
Edit intent: clarity
Original:  Under slightly stronger assumptions, the optimal switching formulation is used to prove the existence of a saddle point and a connection is made to the classical "Mokobodski's hypothesis". Results are illustrated by comparison to numerical solutions of three specific Dynkin games which have appeared in recent papers, including an example of a game option with payoff dependent on a jump-diffusion process .
Revised:  Under slightly stronger assumptions, the optimal switching formulation is used to prove the existence of a saddle point in an optimal stopping (Dynkin) game. Sufficient conditions for the game's value to be continuous with respect to the time horizon are obtained using recent results on norm estimates for doubly reflected backward stochastic differential equations. This theory is then demonstrated numerically for the special cases of cancellable call and put options in a Black-Scholes market .
Edit intent: meaning-changed
Original: The purpose of this paper is to establish a robust representation theorem for conditional risk measures by using a module-based convex analysis, where risk measures are defined on a L^\infty-type module. We define and study a Fatou property for this kind of risk measures, which is a generalization of the already known Fatou property for static risk measures. In order to prove this robust representation theorem we provide a modular version of Krein-Smulian theorem .
Revised: The theory of theory of locally L^0-convex modules was introduced as the analytic basis for conditional L^0-convex risk measures. In this paper we first give some preliminaries of this theory and discuss about two kinds of countable concatenation properties. Second we extend to this framework some results from classical convex analysis, namely we provide randomized versions of Mazur lemma and Krein-\v{S .
Edit intent: meaning-changed
Original: The theory of theory of locally L^0-convex modules was introduced as the analytic basis for conditional L^0-convex risk measures. In this paper we first give some preliminaries of this theory and discuss about two kinds of countable concatenation properties. Second we extend to this framework some results from classical convex analysis , namely we provide randomized versions of Mazur lemma and Krein-\v{S .
Revised: The theory of theory of locally L^0-convex modules some results from classical convex analysis , namely we provide randomized versions of Mazur lemma and Krein-\v{S .
Edit intent: coherence
Original:  The  problem is studied , when there exists additional correlation constraint between the desired portfolio and another financial index , and the closed form solution for the optimal portfolio is obtained . We also mention to variance reduction and getting better diversified portfolio as the applications of correlation condition in this paper .
Revised:  The problem is studied , when there exists additional correlation constraint between the desired portfolio and another financial index , and the closed form solution for the optimal portfolio is obtained in closed form. The effects of the correlation constraint are explored; it turns out that this portfolio constraint leads to a more diversified portfolio .
Edit intent: meaning-changed
Original: Given pervasive games that maintain a virtual spatiotemporal model of the physical world, game designers must contend with space and time in the virtual and physical . Previous works on pervasive games have partially contended with these representations , but an integrated conceptual model is lacking.
Revised: Given pervasive games that maintain a virtual spatiotemporal model of the physical world, game designers must contend with space and time in the virtual and physical , but an integrated conceptual model is lacking.
Edit intent: clarity
Original:  Because they both make use of the Earth's geography, the problem domains of GIS and pervasive games overlap. The goal here is twofold: (1) help designers contend with the spatiotemporal representations and the analysis thereof; and (2) show that Peuquet's Triad Representational Framework  from the domain of GIS is applicable to specifically the sub-domain of pervasive games that maintain a virtual model of physical space and time.
Revised:  Because they both make use of the Earth's geography, the problem domains of GIS and Pervasive Games overlap, Peuquet's Triad Representational Framework from the domain of GIS is applicable to specifically the sub-domain of pervasive games that maintain a virtual model of physical space and time.
Edit intent: coherence
Original:  and (2) show that Peuquet's Triad Representational Framework  from the domain of GIS is applicable to specifically the sub-domain of pervasive games that maintain a virtual model of physical space and time.
Revised:  and (2) show that Peuquet's Triad Representational Framework is exapted, from the domain of GIS is applicable to specifically the sub-domain of pervasive games that maintain a virtual model of physical space and time.
Edit intent: meaning-changed
Original:  and (2) show that Peuquet's Triad Representational Framework  from the domain of GIS is applicable to specifically the sub-domain of pervasive games that maintain a virtual model of physical space and time. By borrowing the Triad framework, space and time can be conceptualized in an integrated model as the WHAT, WHEN and WHERE, allowing for spatiotemporal analysis. The framework is evaluated and validated by applying it to the pervasive game called , Codename: Heroes  .
Revised:  and (2) show that Peuquet's Triad Representational Framework from the domain of GIS , and applied to Pervasive Games. Using Dix et al.'s three types of space and Langran's notion of time, virtual time and space are then be mapped to the physical world and vice versa. The approach is evaluated using the pervasive game called , Codename: Heroes .
Edit intent: clarity
Original: We introduce a simple stochastic volatility model, which takes into account hitting times of the asset price, and study the optimal stopping problem corresponding to a put option whose time horizon (after the asset price hits a certain level) is exponentially distributed.
Revised: We introduce a simple stochastic volatility model, whose novelty consists in taking into account hitting times of the asset price, and study the optimal stopping problem corresponding to a put option whose time horizon (after the asset price hits a certain level) is exponentially distributed.
Edit intent: coherence
Original:  Inspired by some recent ground-breaking work by Gatheral, Jaisson and Rosenbaum, who showed that fractional Brownian motion with short memory allows for a better calibration of the volatility surface (as opposed to the classical econometric approach of long memory of volatility) , we provide a characterisation of the short- and long-maturity asymptotics of the implied volatility smile.
Revised:  Inspired by recent ground-breaking work by Gatheral, Jaisson and Rosenbaum, who showed that fractional Brownian motion with short memory allows for a better calibration of the volatility surface (as opposed to the classical econometric approach of long memory of volatility) , we provide a characterisation of the short- and long-maturity asymptotics of the implied volatility smile.
Edit intent: coherence