wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The evolution of its wealth distribution is described by a nonlinear, nonlocal Fokker-Planck equation. In this work, we demonstrate that solutions to this equation fit remarkably well to the actual wealth distribution of the U. S. in 2013. The two fit parameters provide evidence that the U.S. wealth distribution is partially wealth condensed.
Revised:  The evolution of its wealth distribution is described by a nonlinear, nonlocal Fokker-Planck equation describing its time evolution and we describe its numerical solution, including a methodology for solving the inverse problem of finding the model parameters that best match empirical data. Using this methodology, we compare the steady-state solutions of the Fokker-Planck equation with data from the United States Survey of Consumer Finances over a time period of 27 years. In doing so, we demonstrate agreement with empirical data of an average error less than 0.16
Edit intent: meaning-changed
Original:  Our study reveals that the inverse of the height, exponential of the contact area, and the force required to detach the vesicle from the substrate vary linearly with the square root of the adhesion energy  .
Revised:  Our study reveals that the inverse of the height, exponential of the contact area, and the force required to detach the vesicle from the substrate vary linearly with the square root of the adhesion energy . These relationships not only provide efficient strategies to tease out adhesion energy of biological molecules but can also be used to characterize the physical properties of elastic biomimetic nanoparticles .
Edit intent: meaning-changed
Original:  Based on this model, we propose a scenario for URLanisms to maintain the density of cells (i.e., homeostasis) through  cell-cell interactions , which is regarded as URLanized criticality .
Revised:  Based on this model, we propose a scenario for URLanisms to maintain the density of cells (i.e., homeostasis) through finite-ranged cell-cell interactions , which is regarded as URLanized criticality .
Edit intent: meaning-changed
Original:  We achieve this by means of \mu-sec funnel-metadynamics simulations, which efficiently enhance the sampling of bound and unbound states  using a funnel-shaped restraining potential to limit the exploration in the solvent.
Revised:  We achieve this by means of \mu-sec funnel-metadynamics simulations, which efficiently enhance the sampling of bound and unbound states by using a funnel-shaped restraining potential to limit the exploration in the solvent.
Edit intent: fluency
Original:  The RDL receptor shares structural and functional features with other pLGICs . Hence our work outlines a valuable protocol to study the binding of ligands to pLGICs beyond conventional docking and molecular dynamics techniques.
Revised:  The RDL receptor shares structural and functional features with other pLGICs , hence our work outlines a valuable protocol to study the binding of ligands to pLGICs beyond conventional docking and molecular dynamics techniques.
Edit intent: fluency
Original:  Our main results are that the standard definition of error-free CRNs have equivalent computational power to  1) asymmetric and 2) democratic CRNs. The former have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Revised:  Our main results are that the standard consensus-based output convention have equivalent computational power to 1) asymmetric and 2) democratic CRNs. The former have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Edit intent: meaning-changed
Original:  Our main results are that the standard definition of error-free CRNs have equivalent computational power to  1) asymmetric and 2) democratic CRNs. The former have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Revised:  Our main results are that the standard definition of error-free CRNs have equivalent computational power to ( 1) asymmetric and 2) democratic CRNs. The former have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Edit intent: fluency
Original:  Our main results are that the standard definition of error-free CRNs have equivalent computational power to  1) asymmetric and 2) democratic CRNs. The former have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Revised:  Our main results are that the standard definition of error-free CRNs have equivalent computational power to 1) existence-based and ( 2) democratic CRNs. The former have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Edit intent: meaning-changed
Original:  Our main results are that the standard definition of error-free CRNs have equivalent computational power to  1) asymmetric and 2) democratic CRNs. The former have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Revised:  Our main results are that the standard definition of error-free CRNs have equivalent computational power to 1) asymmetric and 2) democracy-based output conventions. The CRNs using the former output convention have only "yes" voters, with the interpretation that the CRN's output is yes if any voters are present and no otherwise.
Edit intent: meaning-changed
Original:  Both results are proven via a generalized framework that simultaneously captures several definitions, directly inspired by a recent Petri net result of Esparza, Ganty, Leroux, and Majumder [CONCUR 2015].
Revised:  Both results are proven via a generalized framework that simultaneously captures several definitions, directly inspired by a Petri net result of Esparza, Ganty, Leroux, and Majumder [CONCUR 2015].
Edit intent: clarity
Original: We generated a new computational approach to analyze the biomechanics of epithelial cell islands that combines both vertex and contact-inhibition-of-locomotion models to include both cell-cell and cell-substrate adhesion.
Revised: We generated a computational approach to analyze the biomechanics of epithelial cell islands that combines both vertex and contact-inhibition-of-locomotion models to include both cell-cell and cell-substrate adhesion.
Edit intent: clarity
Original: We generated a new computational approach to analyze the biomechanics of epithelial cell islands that combines both vertex and contact-inhibition-of-locomotion models to include both cell-cell and cell-substrate adhesion.
Revised: We generated a new computational approach to analyze the biomechanics of epithelial cell aggregates, either island or stripes or entire monolayers, that combines both vertex and contact-inhibition-of-locomotion models to include both cell-cell and cell-substrate adhesion.
Edit intent: meaning-changed
Original:  Moreover , our approach has the minimal elements necessary to reproduce mechanical crosstalk between both cell-cell and cell substrate adhesion systems. We found that an increase in cell motility increased junctional tension and monolayer stress on cells several cell diameters behind the island edge. Conversely, an increase in junctional contractility increased the length scale within the island where traction forces were generated. We conclude that the computational method presented here has the capacity to reproduce emergent properties ( distribution of cellular forces and mechanical crosstalk ) of epithelial cell aggregates and make predictions for experimental validation.
Revised:  Moreover , our approach has the minimal elements necessary to reproduce the distribution of cellular forces and mechanical crosstalk ) of epithelial cell aggregates and make predictions for experimental validation.
Edit intent: clarity
Original:  We conclude that the computational method presented here has the capacity to reproduce emergent properties ( distribution of cellular forces and mechanical crosstalk ) of epithelial cell aggregates and make predictions for experimental validation.
Revised:  We conclude that the computational method presented here has the capacity to reproduce emergent properties ( distribution of cellular forces and mechanical crosstalk as well as distribution of principal stress in cells within epithelial cell aggregates and make predictions for experimental validation.
Edit intent: meaning-changed
Original:  We conclude that the computational method presented here has the capacity to reproduce emergent properties ( distribution of cellular forces and mechanical crosstalk ) of epithelial cell aggregates and make predictions for experimental validation. This would benefit the mechanical analysis of epithelial tissues, especially when local changes in cell-cell and/or cell-substrate adhesion drive collective cell behavior.
Revised:  We conclude that the computational method presented here has the capacity to reproduce emergent properties ( distribution of cellular forces and mechanical crosstalk ) of epithelial cell aggregates . By making experimental testable predictions, our approach would benefit the mechanical analysis of epithelial tissues, especially when local changes in cell-cell and/or cell-substrate adhesion drive collective cell behavior.
Edit intent: clarity
Original:  A range, within the space of states, in which price falls could be explained as a process that follows a power law was explored. A critical level in the depth of price falls was found to separate a segment operating under a random walk regime, from a segment operating under a power law.
Revised:  A critical level in the depth of price falls was found to separate a segment operating under a random walk regime, from a segment operating under a power law.
Edit intent: clarity
Original:  We propose to identify downward movements larger than the critical level , explainable as subject to the power law, as URLanized states, making allowance to explaining price descends smaller than the critical level, as a random walk with the Markov property.
Revised:  We propose to identify downward movements larger than the critical level apparently subject to the power law, as URLanized states, making allowance to explaining price descends smaller than the critical level, as a random walk with the Markov property.
Edit intent: clarity
Original:  We propose to identify downward movements larger than the critical level , explainable as subject to the power law, as URLanized states, making allowance to explaining price descends smaller than the critical level, as a random walk with the Markov property.
Revised:  We propose to identify downward movements larger than the critical level , explainable as subject to the power law, as URLanized states, and price decreases smaller than the critical level, as a random walk with the Markov property.
Edit intent: coherence
Original:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis,  Arab Spring, and  Middle East conflicts  .
Revised:  Striking visual and empirical validation is observed for a broad, global macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis, Arab Spring, and Middle East conflicts .
Edit intent: clarity
Original:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis,  Arab Spring, and  Middle East conflicts  .
Revised:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold War. What is more, we observe strong empirical evidence that the mechanisms driving sigma-convergence failed immediately after the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis, Arab Spring, and Middle East conflicts .
Edit intent: clarity
Original:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis,  Arab Spring, and  Middle East conflicts  .
Revised:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and the start of the Great Recession. Nevertheless, analysis of both cross-country and cross-state samples indicates that, globally, disproportionately high growth levels and excessively high decay levels have become rarer over time. We also see that urban areas, especially concentrated within short distances of major capital cities were more likely than rural or suburban areas to see relatively high growth in the aftermath of the financial crisis. Observed changes in growth polarity can be attributed plausibly to post-crisis government intervention and subsidy policies introduced around the world. Overall, the data and techniques we present here make economic evidence for the rise of China, the decline of U.S. manufacturing, the euro crisis, Arab Spring, and Middle East conflicts .
Edit intent: meaning-changed
Original:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis,  Arab Spring, and  Middle East conflicts  .
Revised:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis, the Arab Spring, and Middle East conflicts .
Edit intent: fluency
Original:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis,  Arab Spring, and  Middle East conflicts  .
Revised:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis, Arab Spring, and various, recent, Middle East conflicts .
Edit intent: meaning-changed
Original:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis,  Arab Spring, and  Middle East conflicts  .
Revised:  Striking visual and empirical validation is observed for broad macroeconomic sigma-convergence in the period immediately following the end of the Cold war as well as strong global divergence dynamics immediately following the financial crisis and Great Recession, the rise of China, the decline of U.S. manufacturing, the euro crisis, Arab Spring, and Middle East conflicts visually evident for the first time .
Edit intent: clarity
Original:  That is, \pi=(c_i,Q_i)_i\sum_ic_i\phi^{Q_i}, where c_i \in %DIFDELCMD < \R%%%  _+ and the martingale measure Q^i are chosen such that \sum_i c_i=1 and \sum_i c_iQ_i prices the European options correctly, and \phi^{Q_i} is the price of the American option under the model Q_i  .
Revised:  That is, \pi=(c_i,Q_i)_i\sum_ic_i\phi^{Q_i}, where c_i \in %DIFDELCMD < \R%%% \mathbb{R _+ and the martingale measure Q^i are chosen such that \sum_i c_i=1 and \sum_i c_iQ_i prices the European options correctly, and \phi^{Q_i} is the price of the American option under the model Q_i .
Edit intent: meaning-changed
Original:  That is, \pi=(c_i,Q_i)_i\sum_ic_i\phi^{Q_i}, where c_i \in %DIFDELCMD < \R%%%  _+ and the martingale measure Q^i are chosen such that \sum_i c_i=1 and \sum_i c_iQ_i prices the European options correctly, and \phi^{Q_i} is the price of the American option under the model Q_i  .
Revised:  That is, \pi=(c_i,Q_i)_i\sum_ic_i\phi^{Q_i}, where c_i \in %DIFDELCMD < \R%%% _+ and the martingale measure Q^i are chosen such that \sum_i c_i=1 and \sum_i c_iQ_i prices the European options correctly, and \phi^{Q_i} is the price of the American option under the model Q_i . Our result generalizes the example given in ArXiv:1604.02274 that the highest model based price can be considered as a randomization over models .
Edit intent: meaning-changed
Original:  We review a few attempts  to explain this anomaly: 1. Inclusion of highly unlikely events with low probability (Ugly state along with Good and Bad), or market crashes , recently also termed as Black Swans.
Revised:  We review a few attempts done over the years to explain this anomaly: 1. Inclusion of highly unlikely events with low probability (Ugly state along with Good and Bad), or market crashes , recently also termed as Black Swans.
Edit intent: meaning-changed
Original:  We review a few attempts  to explain this anomaly: 1. Inclusion of highly unlikely events with low probability (Ugly state along with Good and Bad), or market crashes , recently also termed as Black Swans.
Revised:  We review a few attempts to explain this anomaly: 1. Inclusion of highly unlikely events with low probability (Ugly state along with Good and Bad), or market crashes / Black Swans.
Edit intent: clarity
Original:  3. Allowing for a separation of the inter-temporal elasticity of substitution and risk aversion, combined with consumption and dividend growth rates modeled as containing a small persistent expected growth rate component and a fluctuating volatility which captures time varying economic uncertainty.
Revised:  3. A separation of the inter-temporal elasticity of substitution and risk aversion, combined with consumption and dividend growth rates modeled as containing a small persistent expected growth rate component and a fluctuating volatility which captures time varying economic uncertainty.
Edit intent: clarity
Original:  3. Allowing for a separation of the inter-temporal elasticity of substitution and risk aversion, combined with consumption and dividend growth rates modeled as containing a small persistent expected growth rate component and a fluctuating volatility which captures time varying economic uncertainty.
Revised:  3. Allowing for a separation of the inter-temporal elasticity of substitution and risk aversion, combined with long run risks which captures time varying economic uncertainty.
Edit intent: clarity
Original:  The rationale for a unified theory is that beauty can emerge from chaos since the best test for a stew is its taste  .
Revised:  The rationale for a unified theory is that beauty can emerge from chaos since the best test for a stew is its taste . Many long standing puzzles seem to have been resolved using different techniques. The various explanations need to stand the test of time before acceptance; but then unexpected outcomes set in and new puzzles emerge. As real analysis and limits tell us: We are getting Closer and Closer; Yet it seems we are still Far Far Away.. .
Edit intent: meaning-changed
Original: This article presents a model of haircuts and economic capital for repo. We propose a credit approach to solve haircuts such that the exposure to market riskmeets a prescribed credit rating scale measured by expected loss. Specifically for securities financing business, a credit risk capital approach is also adopted where the borrower dependent haircut is set to a level such that the resultant credit risk VaR is zero. The repo haircuts model incorporates asset risk, borrower credit risk, wrong way risk, and market liquidity risk. Double exponential jump-diffusion type processes are used to model single asset or portfolio price dynamics. Borrower credit is captured by a log-Ornstein-Uhlenbeck default intensity model. Economic capital defined either as unexpected loss from CVaR or expected shortfall is computed for securities financing transactions with negotiated haircuts, to form the basis to levy a capital charge in pre-trade and to fair value in post-trade. Numerical techniques employing two-sided Laplace transform inversion and maximum likelihood estimation of the jump-diffusion model are applied to compute haircuts of SPX500 index, US corporate bond and CMBS indices. Preliminary findings are that stress period calibrated jump-diffusion models can produce haircuts at the levels of BASEL's supervisory haircuts and that repo economic capital far exceeds expected loss and cost of capital has to be included in repo-style transactions pricing .
Revised: This article develops a haircut model by treating repos as debt investments and seeks haircuts to control counterparty contingent exposure to asset price gap risk. It corroborates well with empirically stylized facts, explains tri-party and bilateral repo haircut differences, recasts haircut increases during the financial crisis, and sets a limit on access liquidity dealers can extract while acting as funding intermediaries between money market funds and hedge funds. Once a haircut is set, repo's residual risk becomes a pricing challenge, as is neither hedgeable nor diversifiable. We propose a capital pricing approach of computing repo economic capital far exceeds expected loss and cost of capital has to be included in repo-style transactions pricing .
Edit intent: meaning-changed
Original:  Preliminary findings are that stress period calibrated jump-diffusion models can produce haircuts at the levels of BASEL's supervisory haircuts and that repo economic capital far exceeds expected loss and cost of capital has to be included in repo-style transactions pricing .
Revised:  Preliminary findings are that stress period calibrated jump-diffusion models can produce haircuts at the levels of BASEL's supervisory haircuts and that repo economic capital and charging the borrower a cost of capital has to be included in repo-style transactions pricing .
Edit intent: clarity
Original:  Preliminary findings are that stress period calibrated jump-diffusion models can produce haircuts at the levels of BASEL's supervisory haircuts and that repo economic capital far exceeds expected loss and cost of capital has to be included in repo-style transactions pricing .
Revised:  Preliminary findings are that stress period calibrated jump-diffusion models can produce haircuts at the levels of BASEL's supervisory haircuts and that repo economic capital far exceeds expected loss and cost of capital . Capital charge is shown to be countercyclical and a key element of repo pricing and used in explaining the repo pricing puzzle and maturity compression phenomenon .
Edit intent: meaning-changed