wanyu/IteraTeR_full_sent huggingface dataset:
Original:  In the pure strategies case, we prove that every two player finite action game has at least one periodic strategy, making the periodic strategies an inherent characteristic of these games .
Revised:  In the pure strategies case, we prove that every two player finite action game has at least one periodic strategy, with non-trivial meaning a game with non-degenerate payoffs. In principle the algorithm we provide, holds true for every non-trivial game, because in degenerate games, inconsistencies can occur. In addition, we also address the incomplete information games in the context of Bayesian games, in which case generalizations of Bernheim's rationalizability offers us the possibility to embed the periodicity concept in the Bayesian games framework .
Edit intent: meaning-changed
Original:  Particularly interesting are the implications of the algorithm to collective action games, for which we were able to establish the result that the collective action strategy can be incorporated in a purely non-cooperative context. Moreover, we address the periodicity issue for the case the players have a continuum set of strategies available. We also discuss whether periodic strategies can imply any sort of cooperativity. In addition, we put the periodic strategies in an epistemic framework .
Revised:  We support all our results throughout the article by providing some illustrative examples .
Edit intent: coherence
Original:  We study the corresponding social planner problem and the case of strategic interaction between the agents and we characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions . Suitably combining arguments from Duality Theory and the General Theory of Stochastic Processes, we prove an abstract existence result for a Nash equilibrium of our public good contribution game.
Revised:  We study the corresponding social planner problem and the case of strategic interaction between the agents . These problems are set up as stochastic control problems with both monotone and classical controls representing the cumulative contribution into the public good and the consumption of the private good, respectively. We characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions . Suitably combining arguments from Duality Theory and the General Theory of Stochastic Processes, we prove an abstract existence result for a Nash equilibrium of our public good contribution game.
Edit intent: meaning-changed
Original:  We study the corresponding social planner problem and the case of strategic interaction between the agents and we characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions . Suitably combining arguments from Duality Theory and the General Theory of Stochastic Processes, we prove an abstract existence result for a Nash equilibrium of our public good contribution game. Also, we show that our model exhibits a dynamic free rider effect.
Revised:  We study the corresponding social planner problem and the case of strategic interaction between the agents and we characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions , which in turn allow to identify a universal signal process that triggers the public good investments. Further we show that our model exhibits a dynamic free rider effect.
Edit intent: clarity
Original: We study a continuous-time problem of public good contribution under uncertainty for an economy with a finite number of agents. Each agent aims to maximize his expected utility allocating his initial wealth over a given time period between private consumption and repeated but irreversible contributions to increase the stock of some public good.
Revised: We study a continuous-time problem of public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating his initial wealth over a given time period between private consumption and repeated but irreversible contributions to increase the stock of some public good.
Edit intent: clarity
Original:  We study the corresponding social planner problem and the case of strategic interaction between the agents . These problems are set up as stochastic control problems with both monotone and classical controls representing the cumulative contribution into the public good and the consumption of the private good, respectively. We characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions , which in turn allow to identify a universal signal process that triggers the public good investments.
Revised:  We study the corresponding social planner problem and the case of strategic interaction between the agents , i.e. the public good contribution game. We show existence and uniqueness of the social planner's optimal policy, we characterize it by necessary and sufficient stochastic Kuhn-Tucker conditions , which in turn allow to identify a universal signal process that triggers the public good investments.
Edit intent: coherence
Original:  We characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions , which in turn allow to identify a universal signal process that triggers the public good investments.
Revised:  We characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good investments.
Edit intent: meaning-changed
Original:  We characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions , which in turn allow to identify a universal signal process that triggers the public good investments. Further we show that our model exhibits a dynamic free rider effect. We explicitly evaluate it in a symmetric Black-Scholes setting with Cobb-Douglas utilities and we show that uncertainty and irreversibility of public good provisions need not affect the degree of free-riding .
Revised:  We characterize the optimal investment policies by a set of necessary and sufficient stochastic Kuhn-Tucker conditions , which in turn allow to identify a universal signal process that triggers the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation, although the latter is not related to a meaningful control problem. We finally also provide a detailed analysis of the so-called free rider effect .
Edit intent: meaning-changed
Original: We present an analytical model of the cell actin cytoskeleton as a finite droplet of polar active matter. Using hydrodynamic theory, we calculate the steady state flows that result from a splayed polarisation of the actin filaments.
Revised: We present an analytical model of a droplet of active contractile fluid consisting of filaments and motors. We calculate the steady state flows that result from a splayed polarisation of the actin filaments.
Edit intent: clarity
Original:  Here we present DuctApe, a suite that allows the analysis of both genomic sequences and PM data, to find any metabolic difference among PM experiments and to correlate them with KEGG pathways and gene presence/absence patterns.
Revised:  Here we present DuctApe, a suite that allows the analysis of both genomic sequences and PM data, to find metabolic differences among PM experiments and to correlate them with KEGG pathways and gene presence/absence patterns.
Edit intent: clarity
Original:  A stochastic model is given as a Markov population process that is, in general, infeasible to analyze due to the massive state space sizes involved. Building on recent results on fluid approximation, such a process admits a limit behavior as a system of ordinary differential equations , whose size is, unfortunately, dependent on the number of points in the lattice . Assuming an unbiased random walk model of nodes mobility, we prove convergence of the stochastic process to the solution of a system of partial differential equations of reaction-diffusion type .
Revised:  By assuming random walk, we prove convergence to a system of partial differential equations (PDEs) whose size depends neither on the lattice size nor on the population of nodes .
Edit intent: clarity
Original:  A numerical validation shows high quality of the  approximation even for low populations and coarse lattices , and excellent speed of convergence with increasing system sizes .
Revised:  A numerical validation shows high quality of the approximation even for low populations and coarse lattices . In addition, we confirm the computational advantage in using the PDE limit over a traditional ordinary differential equation limit where the lattice is modeled discretely, yielding speed-ups of up to two orders of magnitude .
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Original:  While classic comparative statics is mainly concerned with qualitative approaches (e.g., deciding whether a marginal parameter change improves or hurts equilibrium profits or welfare), we aim at quantifying the possible extend of such an effect .
Revised:  While classic comparative statics is mainly concerned with qualitative approaches (e.g., deciding whether a parameter change improves or hurts equilibrium profits or welfare), we aim at quantifying the possible extend of such an effect .
Edit intent: clarity
Original:  While classic comparative statics is mainly concerned with qualitative approaches (e.g., deciding whether a marginal parameter change improves or hurts equilibrium profits or welfare), we aim at quantifying the possible extend of such an effect .
Revised:  While classic comparative statics is mainly concerned with qualitative approaches (e.g., deciding whether a marginal parameter change improves or hurts equilibrium profits or welfare), we provide a framework to expose the extend (not monotonicity) of a discrete (not marginal) parameter change, with the additional benefit that our results can even be used when there is uncertainty about the exact model instance .
Edit intent: meaning-changed
Original:  In this model, there are two firms competing on two markets with one firm having a monopoly on one market. Bulow et al. describe the counterintuitive example of a positive price shock in the firm's monopoly market resulting in a reduction of the firm's equilibrium profit.
Revised:  They describe the counterintuitive example of a positive price shock in the firm's monopoly market resulting in a reduction of the firm's equilibrium profit.
Edit intent: clarity
Original:  We quantify for the first time the worst-case profit reduction for the case of two markets with affine price functions and firms with convex cost technologies . We show that the relative loss of the monopoly firm is at most 25\% no matter how many firms compete on the second market.
Revised:  We quantify for the first time the worst-case profit reduction for the case of two markets with affine price functions and firms with convex cost technologies , we show that the relative loss of the monopoly firm is at most 25\% no matter how many firms compete on the second market.
Edit intent: fluency
Original:  We show that the relative loss of the monopoly firm is at most 25\% no matter how many firms compete on the second market. In particular, we show for the setting of Bulow et al. involving affine price functions and only one additional firm on the second market that the worst case loss in profit is bounded by 6.25\%. We further investigate a dual effect: How much can a firm gain from a negative price shock in its monopoly market? Our results imply that this gain is at most 33\% . We complement our bounds by concrete examples of markets where these bounds are attained .
Revised:  We show that the relative loss of the monopoly firm is at most 25\% no matter how many firms compete in the oligopoly. We further investigate the impact of positive price shocks on total profit of all firms as well as on consumer surplus. We find tight bounds also for these measures showing that total profit and consumer surplus decreases by at most 25\% and 16.6\%, respectively .
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Original: Comparative statics is a well established research field where one analyzes how marginal changes in parameters of a strategic game affect the resulting equilibria. While classic comparative statics is mainly concerned with qualitative approaches (e.g., deciding whether a parameter change improves or hurts equilibrium profits or welfare), we provide a framework to expose the extend (not monotonicity) of a discrete (not marginal) parameter change , with the additional benefit that our results can even be used when there is uncertainty about the exact model instance. We apply our quantitative approach to the multimarket oligopoly model introduced by Bulow, Geanakoplos and Klemperer (1985). They describe the counterintuitive example of a positive price shock in the firm's monopoly market resulting in a reduction of the firm's equilibrium profit.
Revised: We introduce a quantitative approach to comparative statics that allows to bound the maximum effect of an exogenous parameter change on a system's equilibrium. The motivation for this approach is a well known paradox in multimarket Cournot competition, where a positive price shock in the firm's monopoly market resulting in a reduction of the firm's equilibrium profit.
Edit intent: clarity
Original:  For markets with affine price functions and firms with convex cost technologies, we show that the relative  loss of any firm is at most 25\% no matter how many firms compete in the oligopoly.
Revised:  For markets with affine price functions and firms with convex cost technologies, we show that the relative profit loss of any firm is at most 25\% no matter how many firms compete in the oligopoly.
Edit intent: clarity
Original:  We find tight bounds also for these measures showing that total profit and consumer surplus decreases by at most 25\% and 16.6\%, respectively  .
Revised:  We find tight bounds also for these measures showing that total profit and consumer surplus decreases by at most 25\% and 16.6\%, respectively . Finally, we show that in our model, mixed, correlated and coarse correlated equilibria are essentially unique, thus, all our bounds apply to these game solutions as well .
Edit intent: meaning-changed
Original:  To fully understand the potential, we propose a new empirical methodology which combines generalized autoregressive score copula functions with high frequency data , and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.
Revised:  To fully understand this potential, we propose a new empirical methodology which combines generalized autoregressive score copula functions with high frequency data , and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.
Edit intent: fluency
Original:  To fully understand the potential, we propose a new empirical methodology which combines generalized autoregressive score copula functions with high frequency data , and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.
Revised:  To fully understand the potential, we propose a new empirical methodology that combines generalized autoregressive score copula functions with high frequency data , and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.
Edit intent: fluency
Original:  To fully understand the potential, we propose a new empirical methodology which combines generalized autoregressive score copula functions with high frequency data , and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.
Revised:  To fully understand the potential, we propose a new empirical methodology which combines generalized autoregressive score copula functions with high frequency data and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.
Edit intent: fluency
Original: Volatility clustering, long-range dependence, non-Gaussianity and anomalous scaling are all well-known stylized facts of financial assets return dynamics. These elements  have a relevant impact on the aptness of models for the pricing of options written on financial assets.
Revised: Volatility clustering, long-range dependence, non-Gaussianity and anomalous scaling are all well-known stylized facts of financial assets dynamics. They are ignored in the Black have a relevant impact on the aptness of models for the pricing of options written on financial assets.
Edit intent: clarity
Original:  Modeling the interference field as a Poisson point process (PPP) , we derive the exact distribution of the signal-to-interference ratio (SIR) for the case of two receive antennas  and upper and lower bounds for the general case.
Revised:  Modeling the interference field as a Poisson point process , we derive the exact distribution of the signal-to-interference ratio (SIR) for the case of two receive antennas and upper and lower bounds for the general case.
Edit intent: clarity
Original:  Modeling the interference field as a Poisson point process (PPP) , we derive the exact distribution of the signal-to-interference ratio (SIR) for the case of two receive antennas  and upper and lower bounds for the general case.
Revised:  Modeling the interference field as a Poisson point process (PPP) , we derive the exact distribution of the signal-to-interference ratio (SIR) for the case of two receive antennas , and upper and lower bounds for the general case.
Edit intent: fluency
Original:  We introduce a general dose-response curve and argue that the left and right-boundedness or saturation of the reponse in natural things leads to thin-tails, even when the "underlying" random variable at the source of the exposure is fat-tailed.
Revised:  We introduce a general dose-response curve and argue that the left and right-boundedness or saturation of the response in natural things leads to thin-tails, even when the "underlying" random variable at the source of the exposure is fat-tailed.
Edit intent: fluency
Original:  By applying concepts drawn from submanifold differential geometry , the dynamics of protein folding on the ribosome can be explored in a quantitative manner and conditions on the nested potential energy landscapes for a good cotranslational folder are obtained.
Revised:  By applying concepts drawn from submanifold differential geometry the dynamics of protein folding on the ribosome can be explored in a quantitative manner and conditions on the nested potential energy landscapes for a good cotranslational folder are obtained.
Edit intent: fluency
Original:  As experiments are becoming increasingly precise and the deviations from the two-state model start to be observable, we ask about the experimental signatures of complex multi-state promoters, as well as their functional consequences .
Revised:  As experiments are becoming increasingly precise and the deviations from the two-state model start to be observable, we ask about the experimental signatures of complex multi-state promoters, as well as the functional consequences of this additional complexity .
Edit intent: clarity
Original: We analyze the dynamics of the prices of gold, oil, and stocks over 26 years (1987-2012) using both intra-day and daily data and employing a variety of methodologies including a novel time-frequency approach.
Revised: We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets ( gold, oil, and stocks over 26 years (1987-2012) using both intra-day and daily data and employing a variety of methodologies including a novel time-frequency approach.
Edit intent: meaning-changed
Original: We analyze the dynamics of the prices of gold, oil, and stocks over 26 years (1987-2012) using both intra-day and daily data and employing a variety of methodologies including a novel time-frequency approach.
Revised: We analyze the dynamics of the prices of gold, oil, and stocks ) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data and employing a variety of methodologies including a novel time-frequency approach.
Edit intent: clarity
Original: We analyze the dynamics of the prices of gold, oil, and stocks over 26 years (1987-2012) using both intra-day and daily data and employing a variety of methodologies including a novel time-frequency approach. We account for structural breaks and show radical change in correlations between assets after the 2007-2008 crisis in terms of time-frequency behavior. No strong evidence for a specific asset leading any other one emerges and the assets under research do not share the long-term equilibrium relationship.
Revised: We analyze the dynamics of the prices of gold, oil, and stocks over 26 years (1987-2012) using both intra-day and daily data . We show that heterogeneity in correlations across a number of investment horizons between pairs of assets is a dominant feature during times of economic downturn and financial turbulence for all three pairs of the assets under research do not share the long-term equilibrium relationship.
Edit intent: clarity
Original:  No strong evidence for a specific asset leading any other one emerges and the assets under research do not share the long-term equilibrium relationship. Strong implication is that after the structural change gold, oil, and stocks cannot be used together for risk diversification .
Revised:  No strong evidence for a specific asset leading any other one emerges and the assets under research . Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase and become homogenous: the timing differs for the three pairs but coincides with the structural breaks that are identified in specific correlation dynamics. A strong implication emerges: during the period under research, and from a different-investment-horizons perspective, all three assets could be used in a well-diversified portfolio only during relatively short periods .
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Original:  We consider the general asymptotics when the number of variables p\rightarrow\infty and the sample size n\rightarrow\infty so that p/n\rightarrow c\in (0, 1 ).
Revised:  We consider the general asymptotics when the number of variables p\rightarrow\infty and the sample size n\rightarrow\infty so that p/n\rightarrow c\in (0, +\infty ).
Edit intent: meaning-changed
Original: Standard economic theory makes an allowance for the agency problem, but not the compounding of moral hazard in the presence of informational opacity, particularly in what concerns high-impact events in fat tailed domains  . Nor did it look at exposure as a filter that removes bad risk takers from the system so they stop harming others.
Revised: Standard economic theory makes an allowance for the agency problem, but not the compounding of moral hazard in the presence of informational opacity, particularly in what concerns high-impact events in fat tailed domains (under slow convergence for the law of large numbers) . Nor did it look at exposure as a filter that removes bad risk takers from the system so they stop harming others.
Edit intent: meaning-changed