wanyu/IteraTeR_full_sent huggingface dataset:
Original:  This is done by showing joint asymptotic normality for the estimation of the volatility, the drift, the  intensity and the L\'evy density at finitely many points in the spectral calibration method.
Revised:  To this end, we show joint asymptotic normality for the estimation of the volatility, the drift, the intensity and the L\'evy density at finitely many points in the spectral calibration method.
Edit intent: coherence
Original:  This is done by showing joint asymptotic normality for the estimation of the volatility, the drift, the  intensity and the L\'evy density at finitely many points in the spectral calibration method.
Revised:  This is done by showing joint asymptotic normality in the spectral calibration method for the estimators of the volatility, the drift, the intensity and the L\'evy density at finitely many points in the spectral calibration method.
Edit intent: clarity
Original:  This is done by showing joint asymptotic normality for the estimation of the volatility, the drift, the  intensity and the L\'evy density at finitely many points in the spectral calibration method.
Revised:  This is done by showing joint asymptotic normality for the estimation of the volatility, the drift, the jump intensity and the L\'evy density at finitely many points in the spectral calibration method.
Edit intent: meaning-changed
Original:  This is done by showing joint asymptotic normality for the estimation of the volatility, the drift, the  intensity and the L\'evy density at finitely many points in the spectral calibration method. Furthermore, the asymptotic normality result leads to a test on the value of the volatility in exponential L\'evy models .
Revised:  This is done by showing joint asymptotic normality for the estimation of the volatility, the drift, the intensity and the L\'evy density at finitely many points .
Edit intent: clarity
Original:  Using the optimization procedure for a special class of concave-type potentials, borrowed from optimal transport analysis, we have derived the stochastic differential equation for the ground state free energy of the chain . We have considered various distribution functions of intervals between neighboring monomers (truncated Gaussian and scale-free) and have demonstrated the existence of a topological transition from sequential to essentially embedded (nested) configurations of paired links.
Revised:  Using the optimization procedure for a special class of concave-type potentials, borrowed from optimal transport analysis, we have derived the stochastic differential equation for the ground state free energy of the chain with the planar (RNA--like) architecture of paired links. We consider various distribution functions of intervals between neighboring monomers (truncated Gaussian and scale-free) and have demonstrated the existence of a topological transition from sequential to essentially embedded (nested) configurations of paired links.
Edit intent: meaning-changed
Original:  We have considered various distribution functions of intervals between neighboring monomers (truncated Gaussian and scale-free) and have demonstrated the existence of a topological transition from sequential to essentially embedded (nested) configurations of paired links.
Revised:  We have considered various distribution functions of intervals between neighboring monomers (truncated Gaussian and scale--free) and demonstrate the existence of a topological transition from sequential to essentially embedded (nested) configurations of paired links.
Edit intent: fluency
Original:  We have considered various distribution functions of intervals between neighboring monomers (truncated Gaussian and scale-free) and have demonstrated the existence of a topological transition from sequential to essentially embedded (nested) configurations of paired links.
Revised:  We have considered various distribution functions of intervals between neighboring monomers (truncated Gaussian and scale-free) and have demonstrated the existence of a topological crossover from sequential to essentially embedded (nested) configurations of paired links.
Edit intent: clarity
Original:   ]  As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Revised:  The Lagrange multiplier takes the form of a nonnegative optional random measure on ] As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Edit intent: meaning-changed
Original:   ]  As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Revised:  0,T] As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Edit intent: coherence
Original:   ]  As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Revised:  ] which is flat off the set of times for which the constraint is binding, i.e. when all the fuel is spent. As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Edit intent: meaning-changed
Original:   ]  As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Revised:  ] As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank (2005) . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Edit intent: meaning-changed
Original:   ]  As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Revised:  ] As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the `base capacity' process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Edit intent: fluency
Original:   ]  As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem 4 .
Revised:  ] As a subproduct we obtain an enlightening interpretation of the first order conditions for a single firm in Bank 5 . In the infinite-horizon case, with operating profit functions of Cobb-Douglas type, our method allows the explicit calculation of the optimal policy in terms of the base capacity process, i.e. the unique solution of the Bank and El Karoui representation problem (2004) .
Edit intent: meaning-changed
Original:  In this paper, we present an approach to predict the total CPU utilization in terms of CPU clock tick of applications when running on MapReduce framework.
Revised: Recently, businesses have started using MapReduce as a popular computation framework for processing large amount of data, such as spam detection, and different data mining tasks, in both public and private clouds. Two of the challenging questions in such environments are (1) choosing suitable values for MapReduce configuration parameters -e.g., number of mappers, number of reducers, and DFS block size-, and (2) predicting the amount of resources that a user should lease from the service provider. Currently, the tasks of both choosing configuration parameters and estimating required resources are solely the users' responsibilities. In this paper, we present an approach to predict the total CPU utilization in terms of CPU clock tick of applications when running on MapReduce framework.
Edit intent: meaning-changed
Original:  In this paper, we present an approach to predict the total CPU utilization in terms of CPU clock tick of applications when running on MapReduce framework. Our approach has two key phases: profiling and modeling. In the profiling phase, an application is run several times with different sets of MapReduce configuration parameters to profile total CPU clock tick of the application on a given platform. In the modeling phase, multi linear regression is used to map the sets of MapReduce configuration parameters (number of Mappers, number of Reducers, size of File System (HDFS) and the size of input file) to total CPU clock ticks of the application .
Revised:  In this paper, we present an approach to predict the total CPU usage in clock cycles of jobs in MapReduce environment. For a MapReduce job, a profile of total CPU usage in clock cycles is built from the job past executions with different values of two configuration parameters e.g., number of mappers, and number of reducers. Then, a polynomial regression is used to map the sets of MapReduce configuration parameters (number of Mappers, number of Reducers, size of File System (HDFS) and the size of input file) to total CPU clock ticks of the application .
Edit intent: clarity
Original:  In the modeling phase, multi linear regression is used to map the sets of MapReduce configuration parameters (number of Mappers, number of Reducers, size of File System (HDFS) and the size of input file) to total CPU clock ticks of the application .
Revised:  In the modeling phase, multi linear regression is used to model the relation between these configuration parameters and total CPU usage in clock cycles of the job. We also briefly study the influence of input data scaling on measured total CPU usage in clock cycles .
Edit intent: clarity
Original:  This derived model can be used for predicting total CPU requirements of the same application when using MapReduce framework on the same platform. Our approach aims to eliminate error-prone manual processes and presents a fully automated solution. Three standard applications (WordCount, Exim Mainlog parsingand Terasort)are used to evaluate our modeling technique on pseudo-distributed MapReduce platforms . Results show that our automated model generation procedure can effectively characterize total CPU clock tick of these applications with average prediction error of 3.5\% , 4.05\% and 2.75\%, respectively .
Revised:  This derived model can be used for predicting total CPU requirements of the same jobs with different input data size. We validate the accuracy of our models using three realistic applications (WordCount, Exim Mainlog parsingand Terasort)are used to evaluate our modeling technique on pseudo-distributed MapReduce platforms . Results show that our automated model generation procedure can effectively characterize total CPU clock tick of these applications with average prediction error of 3.5\% , 4.05\% and 2.75\%, respectively .
Edit intent: clarity
Original:  Three standard applications (WordCount, Exim Mainlog parsingand Terasort)are used to evaluate our modeling technique on pseudo-distributed MapReduce platforms . Results show that our automated model generation procedure can effectively characterize total CPU clock tick of these applications with average prediction error of 3.5\% , 4.05\% and 2.75\%, respectively .
Revised:  Three standard applications (WordCount, Exim MainLog parsing, and TeraSort) . Results show that our automated model generation procedure can effectively characterize total CPU clock tick of these applications with average prediction error of 3.5\% , 4.05\% and 2.75\%, respectively .
Edit intent: clarity
Original:  Three standard applications (WordCount, Exim Mainlog parsingand Terasort)are used to evaluate our modeling technique on pseudo-distributed MapReduce platforms . Results show that our automated model generation procedure can effectively characterize total CPU clock tick of these applications with average prediction error of 3.5\% , 4.05\% and 2.75\%, respectively .
Revised:  Three standard applications (WordCount, Exim Mainlog parsingand Terasort)are used to evaluate our modeling technique on pseudo-distributed MapReduce platforms . Results show that the predicted total CPU usage in clock cycles of generated resource provisioning options are less than 8\% of the measured total CPU usage in clock cycles in our 20-node virtual Hadoop cluster .
Edit intent: meaning-changed
Original: We investigate  portfolio selection problem  from a signal processing perspective and study how an investor should distribute wealth over two assets in order to maximize the cumulative wealth. We construct portfolios that provide the optimal growth in i.i.d. discrete time two-asset markets under proportional transaction costs.
Revised: We investigate portfolio selection problem from a signal processing perspective . To this end, we first construct portfolios that provide the optimal growth in i.i.d. discrete time two-asset markets under proportional transaction costs.
Edit intent: coherence
Original: We consider financial positions belonging to the Banach lattice of bounded measurable functions on a given measurable space. We discuss risk measures generated by general acceptance sets allowing for capital injections to be invested in a pre-specified eligible asset with an everywhere positive payoff.
Revised: We consider financial positions belonging to the Banach lattice of bounded measurable functions . We allow for general acceptance sets allowing for capital injections to be invested in a pre-specified eligible asset with an everywhere positive payoff.
Edit intent: clarity
Original:  We discuss risk measures generated by general acceptance sets allowing for capital injections to be invested in a pre-specified eligible asset with an everywhere positive payoff. Risk measures play a key role when defining required capital for a financial institution. We address the three critical questions: when is required capital a well-defined number for any financial position? When is required capital a continuous function of the financial position?
Revised:  We discuss risk measures generated by general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets. Since the payoff of these assets is not bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire. However, extending the range of eligible assets is important because, as exemplified by the recent financial crisis, the existence of default-free securities may not be a realistic assumption to make. We study finiteness and continuity properties of capital requirements in this general context. We apply the results to capital requirements based on Value-at-Risk and Tail-Value-at-Risk acceptability, the two most important acceptability criteria in practice. Finally, we prove that it is not possible to choose the eligible asset so that the financial position?
Edit intent: meaning-changed
Original:  When is required capital a continuous function of the financial position? Can the eligible asset be chosen in such a way that for every financial position the corresponding required capital is lower than if any other asset had been chosen?
Revised:  When is required capital a continuous function of the corresponding capital requirement dominates the capital requirement corresponding any other choice of the eligible asset be chosen in such a way that for every financial position the corresponding required capital is lower than if any other asset had been chosen?
Edit intent: clarity
Original:  Can the eligible asset be chosen in such a way that for every financial position the corresponding required capital is lower than if any other asset had been chosen? In contrast to most of the literature our discussion is not limited to convex or coherent acceptance sets and allows for eligible assets that are not necessarily bounded away from zero. This generality uncovers some unexpected phenomena and opens up the field for applications to acceptance sets based both on Value-at-Risk and on Tail Value-at-Risk .
Revised:  Can the eligible asset. Our examples and results on finiteness and continuity show that a theory of capital requirements allowing for general eligible assets is richer than that of cash-invariant capital requirements .
Edit intent: clarity
Original:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not  bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Revised:  We allow for general acceptance sets and general eligible assets, including defaultable bonds . Since the payoff of these assets is not bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Edit intent: clarity
Original:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not  bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Revised:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not necessarily bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Edit intent: coherence
Original:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not  bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Revised:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not bounded away from zero the resulting risk measures cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Edit intent: clarity
Original:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not  bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Revised:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not bounded away from zero the resulting capital requirements cannot be transformed into cash-additive risk measures by a simple change of numeraire.
Edit intent: clarity
Original:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not  bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a simple change of numeraire.
Revised:  We allow for general acceptance sets and general positive eligible (or "reference") assets, which include defaultable bonds, options, or limited liability assets . Since the payoff of these assets is not bounded away from zero the resulting capital requirements cannot be transformed into cash-invariant risk measures by a change of numeraire.
Edit intent: clarity
Original:  However, extending the range of eligible assets is important because, as exemplified by the recent financial crisis,  the existence of default-free securities may not be a realistic assumption to make. We study finiteness and continuity properties of capital requirements in this general context.
Revised:  However, extending the range of eligible assets is important because, as exemplified by the recent financial crisis, the existence of default-free bonds may be unrealistic. We focus on finiteness and continuity properties of capital requirements in this general context.
Edit intent: clarity
Original:  We study finiteness and continuity properties of capital requirements in this general context. We apply the results to capital requirements based on Value-at-Risk and Tail-Value-at-Risk acceptability, the two most important acceptability criteria in practice.
Revised:  We study finiteness and continuity properties of these general risk measures. As an application, we discuss capital requirements based on Value-at-Risk and Tail-Value-at-Risk acceptability, the two most important acceptability criteria in practice.
Edit intent: clarity
Original:  Here, we develop the BP approach for a particular bipartite Boolean network , composed of logic OR and AND gates, which is motivated to understand the avalanche dynamics in metabolic networks .
Revised:  Here, motivated by a need to understand avalanche dynamics in metabolic networks, we extend the BP approach for a particular bipartite Boolean network , composed of logic OR and AND gates, which is motivated to understand the avalanche dynamics in metabolic networks .
Edit intent: clarity