wanyu/IteraTeR_full_sent huggingface dataset:
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see Biagini et al. [ 4 ], [ 5 ], and [ 25 ], and the long-term simple rate, considered in [ 8 ] as long-term discounting rate.
Edit intent: meaning-changed
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [ 2018 ], [ 5 ], and [ 25 ], and the long-term simple rate, considered in [ 8 ] as long-term discounting rate.
Edit intent: meaning-changed
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [ 4 ], Biagini and H\"artel [ 5 ], and [ 25 ], and the long-term simple rate, considered in [ 8 ] as long-term discounting rate.
Edit intent: meaning-changed
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [ 4 ], [ 2014 ], and [ 25 ], and the long-term simple rate, considered in [ 8 ] as long-term discounting rate.
Edit intent: meaning-changed
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [ 4 ], [ 5 ], and El Karoui et al. [ 25 ], and the long-term simple rate, considered in [ 8 ] as long-term discounting rate.
Edit intent: meaning-changed
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [ 4 ], [ 5 ], and [ 1997 ], and the long-term simple rate, considered in [ 8 ] as long-term discounting rate.
Edit intent: meaning-changed
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [ 4 ], [ 5 ], and [ 25 ], and the long-term simple rate, considered in Brody and Hughston [ 8 ] as long-term discounting rate.
Edit intent: meaning-changed
Original:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see  [ 4 ],  [ 5 ], and  [ 25 ], and the long-term simple rate, considered in  [ 8 ] as long-term discounting rate.
Revised:  Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [ 4 ], [ 5 ], and [ 25 ], and the long-term simple rate, considered in [ 2016 ] as long-term discounting rate.
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Original:  We finally investigate the existence of these long-term rates in two term structure methodologies, the Flesaker-Hughston model and the linear-rational model  .
Revised:  We finally investigate the existence of these long-term rates in two term structure methodologies, the Flesaker-Hughston model and the linear-rational model . A numerical example illustrates how our results can be used to estimate the non-optional component of a CoCo bond .
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Original: Our in silico model was built to investigate the development process of the adaptive immune system.
Revised: Our main purpose is to compare classical nonself-centered, two-signal theoretical models of the adaptive immune system with a novel, self-centered, one-signal model developed by our research group. Our model hypothesizes that the immune system of a fetus is capable learning the limited set of self antigens but unable to prepare itself for the unlimited variety of nonself antigens. We have built a computational model that simulates the development of the adaptive immune system.
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Original:  Our model is a microscopic one, similar to the interacting particle models of statistical physics . Events are considered random and modelled by a continuous time, finite state Markov process, that is, they are controlled by  independent exponential clocks.
Revised:  Our model is a microscopic one, similar to the interacting particle models of statistical physics and agent-based models in immunology. Furthermore, our model is stochastic: events are considered random and modelled by a continuous time, finite state Markov process, that is, they are controlled by independent exponential clocks.
Edit intent: meaning-changed
Original:  Our model is a microscopic one, similar to the interacting particle models of statistical physics . Events are considered random and modelled by a continuous time, finite state Markov process, that is, they are controlled by  independent exponential clocks.
Revised:  Our model is a microscopic one, similar to the interacting particle models of statistical physics . Events are considered random and modeled by a continuous time, finite state Markov process, that is, they are controlled by independent exponential clocks.
Edit intent: fluency
Original:  Our model is a microscopic one, similar to the interacting particle models of statistical physics . Events are considered random and modelled by a continuous time, finite state Markov process, that is, they are controlled by  independent exponential clocks.
Revised:  Our model is a microscopic one, similar to the interacting particle models of statistical physics . Events are considered random and modelled by a continuous time, finite state Markov process, that is, they are controlled by finitely many independent exponential clocks.
Edit intent: clarity
Original:  Our main purpose was to compare different theoretical models of the adaptive immune system and self--nonself discrimination: the ones that are described by well-known textbooks, and a novel one developed by our research group. Our theoretical model emphasizes the hypothesis that the immune system of a fetus can primarily learn what self is but unable to prepare itself for the huge, unknown variety of nonself. The simulation begins after conception, by developing the immune system from scratch and learning the set of self antigens. The simulation ends several months after births when a more-or-less stationary state of the immune system has been established. We investigate how the immune system can recognize and fight against a primary infection. We also investigate that under what conditions can an immune memory be created that results in a more effective immune response to a repeated infection.
Revised:  We investigate under what conditions can an immune memory be created that results in a more effective immune response to a repeated infection.
Edit intent: coherence
Original:  The MiStImm simulation software package and the simulation results are available at the address URL
Revised:  The simulations show that our self-centered model is realistic. Moreover, in case of a primary adaptive immune reaction, it can destroy infections more efficiently than a classical nonself-centered model. Predictions of our theoretical model were clinically supported by autoimmune-related adverse events in high-dose immune checkpoint inhibitor immunotherapy trials and also by safe and successful low-dose immune checkpoint inhibitor combination treatment of heavily pretreated stage IV cancer patients who had exhausted all conventional treatments. The MiStImm simulation tool and source codes are available at the address URL
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Original: When estimating integrated covariationbetween two assets based on high-frequency data , simple assumptions are usually imposed on the relationship between the price processes and the observation times.
Revised: When estimating integrated covariationbetween two assets based on high-frequency covariance (quadratic covariation) of two arbitrary assets observed asynchronously , simple assumptions are usually imposed on the relationship between the price processes and the observation times.
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Original:  In this paper, we introduce an endogenous 2-dimensional modeland show that it is more general than the existing endogenous models of the literature. In addition, we establish a central limit theorem for the Hayashi-Yoshida estimator in this general endogenous model in the case where prices follow pure-diffusion processes .
Revised:  In this paper, we introduce a very general endogenous two dimensional nonparametric model. Because an observation is generated whenever an auxiliary process called observation time process hits one of the two boundary processes, it is called the hitting boundary process with time process (HBT) model. We establish a central limit theorem for the Hayashi-Yoshida estimator in this general endogenous model in the case where prices follow pure-diffusion processes .
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Original:  In addition, we establish a central limit theorem for the Hayashi-Yoshida estimator in this general endogenous model in the case where prices follow pure-diffusion processes .
Revised:  In addition, we establish a central limit theorem for the Hayashi-Yoshida estimator in this general endogenous model in the case where prices process follows a continuous Ito process: we obtain an asymptotic bias. We provide an estimator of the latter as well as a bias-corrected estimator of the high-frequency covariance. In addition, we give a consistent estimator of the associated standard error .
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Original: When estimating high-frequency covariance (quadratic covariation) of two arbitrary assets observed asynchronously, simple assumptions  are usually imposed on the relationship between the prices process and the observation times.
Revised: When estimating high-frequency covariance (quadratic covariation) of two arbitrary assets observed asynchronously, simple assumptions , such as independence, are usually imposed on the relationship between the prices process and the observation times.
Edit intent: meaning-changed
Original:  We establish a central limit theorem for the Hayashi-Yoshida  estimator under HBT in the case where prices process follows a continuous Ito process : we obtain an asymptotic bias.
Revised:  We establish a central limit theorem for the Hayashi-Yoshida (HY) estimator under HBT in the case where prices process follows a continuous Ito process : we obtain an asymptotic bias.
Edit intent: meaning-changed
Original:  We establish a central limit theorem for the Hayashi-Yoshida  estimator under HBT in the case where prices process follows a continuous Ito process : we obtain an asymptotic bias.
Revised:  We establish a central limit theorem for the Hayashi-Yoshida estimator under HBT in the case where the price process and the observation price process follow a continuous Ito process : we obtain an asymptotic bias.
Edit intent: meaning-changed
Original:  We establish a central limit theorem for the Hayashi-Yoshida  estimator under HBT in the case where prices process follows a continuous Ito process : we obtain an asymptotic bias.
Revised:  We establish a central limit theorem for the Hayashi-Yoshida estimator under HBT in the case where prices process follows a continuous Ito process . We obtain an asymptotic bias.
Edit intent: fluency
Original:  By investigating distinct models of circadian clocks, we demonstrate reciprocity between robustness and plasticity: higher robustness in the period implies higher plasticity in the phase, where changes in period and in phase follow a linear relationship with a negative coefficient .
Revised:  By investigating distinct models of circadian clocks, we demonstrate reci- procity between robustness and plasticity: higher robustness in the period implies higher plasticity in the phase, where changes in period and in phase follow a linear relationship with a negative coefficient .
Edit intent: fluency
Original:  By investigating distinct models of circadian clocks, we demonstrate reciprocity between robustness and plasticity: higher robustness in the period implies higher plasticity in the phase, where changes in period and in phase follow a linear relationship with a negative coefficient .
Revised:  By investigating distinct models of circadian clocks, we demonstrate reciprocity between robustness and plasticity: higher robustness in the period implies higher plasticity in the phase, where changes in period and in phase follow a linear relationship with a negative coef- ficient .
Edit intent: fluency
Original: Finite automata working bitwise on the local coordinates of points in the plane are constructed and shown to lead to self-affine surfaces ('patchwork quilts') under general circumstances. We prove that these models give rise to a roughness exponent  that shapes the resulting spatial patterns : Larger values of the exponent lead to coarser surfaces .
Revised: Finite automata working bitwise on the local coordinates of points in the plane are constructed and shown to lead to self-affine surfaces ('patchwork quilts') are shown to arise under most general circumstances involving simple bitwise operations between real numbers. A theory is presented for all bitwise operations on a finite alphabet which are not governed by chance. It is shown that these models give rise to a roughness exponent that shapes the resulting spatial patterns : Larger values of the exponent lead to coarser surfaces .
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Original:  We prove that these models give rise to a roughness exponent  that shapes the resulting spatial patterns : Larger values of the exponent lead to coarser surfaces . We suggest that finite automata provide the mathematical link between the concept of positional information of modern theoretical biology and the emergence of fractal self-affine surfaces ubiquitously found in nature .
Revised:  We prove that these models give rise to a roughness exponent that shapes the resulting spatial patterns : Larger values of the exponent lead to coarser surfaces .
Edit intent: coherence
Original:  We argue that the frequency dynamics is insightful when studying the connectedness of variables as shocks with heterogeneous frequency responses will create frequency dependent connections of different strength that remain hidden when time domain measures are used.
Revised:  We argue that the frequency dynamics is insightful when studying the connectedness of variables as shocks with heterogeneous frequency responses create linkages with various degrees of persistence. Such connections are important for understanding the possible sources of systemic risk specific to economic cycles but remain hidden when time domain measures are used.
Edit intent: meaning-changed
Original:  We argue that the frequency dynamics is insightful when studying the connectedness of variables as shocks with heterogeneous frequency responses will create frequency dependent connections of different strength that remain hidden when time domain measures are used.
Revised:  We argue that the frequency dynamics is insightful when studying the connectedness of variables as shocks with heterogeneous frequency responses will create frequency dependent connections of different strength that remain hidden when aggregate measures of connectedness are used.
Edit intent: clarity
Original:  Two applications support the usefulness of the discussion, guide a user to apply the methods in different situations, and contribute to the literature with important findings about sources of connectedness. Giving up the assumption of global stationarity of stock market data and approximating the dynamics locally , we document rich time-frequency dynamics of connectedness in US market risk in the first application.
Revised:  To estimate connectedness on short-, medium-, and long-term financial cycles, we propose a general framework based on spectral representation of variance decompositions. In an empirical application , we document rich time-frequency dynamics of connectedness in US market risk in the first application.
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Original:  Giving up the assumption of global stationarity of stock market data and approximating the dynamics locally , we document rich time-frequency dynamics of connectedness in US market risk in the first application. Controlling for common shocks due to common stochastic trends which dominate the connections, we identify connections of global economy at business cycle frequencies of 18 up to 96 months in the second application. In addition, we study the effects of cross-sectional dependence on the connectedness of variables .
Revised:  Giving up the assumption of global stationarity of stock market data and approximating the dynamics locally , we document the rich dynamics of volatility connectedness in the US financial institutions with short-term connections due to contemporaneous correlations as well as significant weekly, monthly, and longer connections that play a role. Hence, we find that the financial market clears part of the information but that the permanent changes in investors' expectations having longer-term responses are non-negligible .
Edit intent: coherence
Original:  We argue that the frequency dynamics is insightful for studying this connectedness because shocks with heterogeneous frequency responses create linkages with various degrees of persistence. Such connections are important for understanding the possible sources of systemic risk specific to economic cycles but remain hidden when aggregate measures of connectedness are used .
Revised:  We argue that the frequency dynamics is insightful for studying this connectedness because shocks with heterogeneous frequency responses to shocks .
Edit intent: clarity
Original:  In an empirical application, we document the rich  dynamics of volatility connectedness in the US financial institutions with short-term connections due to contemporaneous correlations as well as significant weekly, monthly, and longer connections that play a role.
Revised:  In an empirical application, we document the rich time-frequency dynamics of volatility connectedness in the US financial institutions with short-term connections due to contemporaneous correlations as well as significant weekly, monthly, and longer connections that play a role.
Edit intent: meaning-changed
Original:  In an empirical application, we document the rich  dynamics of volatility connectedness in the US financial institutions with short-term connections due to contemporaneous correlations as well as significant weekly, monthly, and longer connections that play a role.
Revised:  In an empirical application, we document the rich dynamics of volatility connectedness in US financial institutions with short-term connections due to contemporaneous correlations as well as significant weekly, monthly, and longer connections that play a role.
Edit intent: fluency
Original:  In an empirical application, we document the rich  dynamics of volatility connectedness in the US financial institutions with short-term connections due to contemporaneous correlations as well as significant weekly, monthly, and longer connections that play a role. Hence, we find that the financial market clears part of the information but that the permanent changes in investors' expectations having longer-term responses are non-negligible .
Revised:  In an empirical application, we document the rich dynamics of volatility connectedness in the US financial institutions . Economically, periods in which connectedness is created at high frequencies are periods when stock markets seem to process information rapidly and calmly, and a shock to one asset in the system will have an impact mainly in the short term. When the connectedness is created at lower frequencies, it suggests that shocks are persistent and are being transmitted for longer periods .
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Original:  We exemplify the use of the hybrid scheme by two numerical experiments, where we examine the finite-sample properties of an estimator of the roughness parameter of a Brownian semistationary process and study Monte Carlo option pricing in the rough Bergomi model of Bayer et al. (2015) , respectively.
Revised:  We exemplify the use of the hybrid scheme by two numerical experiments, where we examine the finite-sample properties of an estimator of the roughness parameter of a Brownian semistationary process and study Monte Carlo option pricing in the rough Bergomi model of Bayer et al. Quant. Finance 16(6), 887-904, 2016 , respectively.
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Original: It has been shown that the transition process has nonlinear scenarios: slow and fast bifurcations. Slow bifurcation assumes that control parameter is changing slowly in relation to the system characteristic time. Gradual absorption of information provides stability loss delay effect.
Revised: It has been shown that the transition process has nonlinear scenarios: slow and fast bifurcation. A slow bifurcation leads to the equilibrium evolution, preceded by stability loss delay effect.
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Original:  Gradual absorption of information provides stability loss delay effect.Fast bifurcation has a discrete non equilibrium nature. Each transition from one attracting cycle to another one is preceded by passing through fixed point state: an effect of precatastophic stabilization exists. Two analytical methods have been developed for recognition of slow and fast bifurcation : R analysis and D analysis correspondingly.Combined R/D tool has been incorporated for analysis of world financial crisis of 2008.It turned out that R analysis is more convenient for long term investment while D analysis suggests middle- and short-term approach.R/D analysis has been applied as a filter for currency positional trading system. Slow and fast bifurcation patterns have been applied for the filtering of breakdown signals. Incorporation of a filter allowed to reduce twice the number of trades and to increase systemefficiency, Calmar ratio, by seven times. R/D filter allowed decreasing sensitivity to volatility: duration of equity stagnation has fallen down to two months in relation to one year for the original breakdown system. It has been shown that R and D patterns may improve the long term efficiency and stability of a momentum quantitative trading model .
Revised:  Gradual absorption of information provides stability loss delay of a control parameter. A single order parameter is introduced by Markovian chain diffusion, which plays a role of a precursor. A fast bifurcation is formed by a singular fusion of unstable and stable equilibrium states. The effect of a precatastrophic range compression is observed before the discrete change of a system. A diffusion time scaling is presented as a precursor of the fast bifurcation. The efficiency of both precursors in a currency market was illustrated by simulation of a prototype of a trading system .
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