wanyu/IteraTeR_full_sent huggingface dataset:
Original:  In particular, the last half of the paper is dedicated to develop a discretization of the HJM framework including stochastic collateral rates, LIBORs, foreign exchange rates as well as currency funding spreads with a fixed tenor structure, which makes it readily implementable as a traditional Market Model of interest rates .
Revised:  In particular, the last half of the paper is dedicated to develop a discretization of the HJM framework with a fixed tenor structure, which makes it readily implementable as a traditional Market Model of interest rates .
Edit intent: coherence
Original:  In particular, the last half of the paper is dedicated to develop a discretization of the HJM framework including stochastic collateral rates, LIBORs, foreign exchange rates as well as currency funding spreads with a fixed tenor structure, which makes it readily implementable as a traditional Market Model of interest rates .
Revised:  In particular, the last half of the paper is dedicated to develop a discretization of the HJM framework including stochastic collateral rates, LIBORs, foreign exchange rates as well as currency funding spreads with a fixed tenor structure, which makes it implementable as a traditional Market Model of interest rates .
Edit intent: clarity
Original:  In particular, the last half of the paper is dedicated to develop a discretization of the HJM framework including stochastic collateral rates, LIBORs, foreign exchange rates as well as currency funding spreads with a fixed tenor structure, which makes it readily implementable as a traditional Market Model of interest rates .
Revised:  In particular, the last half of the paper is dedicated to develop a discretization of the HJM framework including stochastic collateral rates, LIBORs, foreign exchange rates as well as currency funding spreads with a fixed tenor structure, which makes it readily implementable as a traditional Market Model .
Edit intent: clarity
Original: Collective sensing by many interacting cells is observed in a variety of biological systems, and yet a quantitative understanding of how sensory information is encoded by many cells is still lacking. In this study, we characterize the calcium dynamics of cocultured monolayers of fibroblast cells and breast cancer cells in response to external ATP stimuli.
Revised: Collective sensing by many interacting cells is observed in a variety of biological systems, and yet a quantitative understanding of how sensory information is collectively encoded is lacking. Here we investigate the ATP-induced calcium dynamics of cocultured monolayers of fibroblast cells and breast cancer cells in response to external ATP stimuli.
Edit intent: clarity
Original:  In this study, we characterize the calcium dynamics of cocultured monolayers of fibroblast cells and breast cancer cells in response to external ATP stimuli. We find that gap junctional communication is suppressed by the presence of cancer cells, similar in effect to reducing cell density. The ATP-induced calcium dynamics of nearest neighbor cells are correlated, and the cross-correlation functions depend on both ATP concentration and the architecture of the multicellular network.
Revised:  In this study, we characterize the calcium dynamics of cocultured monolayers of fibroblast cells that communicate via gap junctions.
Edit intent: clarity
Original:  Combining experiments and stochastic modeling, we find that networks with sparse or defective connectivity have a reduced propensity for calcium oscillations and exhibit a broader distribution of oscillation frequencies. We find that cell-to-cell variability makes the conventional model of frequency encoding ineffective for a large population of communicating cells.
Revised:  Combining experiments and stochastic modeling, we find that networks with sparse or defective connectivity have a reduced propensity for calcium oscillations despite large cell-to-cell variability makes the conventional model of frequency encoding ineffective for a large population of communicating cells.
Edit intent: clarity
Original:  We find that cell-to-cell variability makes the conventional model of frequency encoding ineffective for a large population of communicating cells. Instead, our results suggest that multicellular networks URLanized near a dynamical critical point which allows cell-to-cell communications to significantly modulate the collective cellular dynamics .
Revised:  We find that cell-to-cell variability. The model further predicts that the oscillation propensity increases not only with the stimulus, but also with the cell density due to increased communication. Experiments confirm this prediction, showing that cell density modulates the collective sensory response. We further implicate cell-cell communication by coculturing the fibroblasts with cancer cells, which we show act as "defects" in the communication network, thereby reducing the oscillation propensity. These results suggest that multicellular networks URLanized near a dynamical critical point which allows cell-to-cell communications to significantly modulate the collective cellular dynamics .
Edit intent: meaning-changed
Original:  Under appropriate conditions, we show the existence of an optimal strategy for an investor trading in the classical Arbitrage Pricing Model of S. A. Ross. As a consequence, we derive the existence of equivalent risk-neutral measures of a particular form which have favourable integrability properties .
Revised:  Under appropriate conditions, we show the existence of an optimal strategy for an investor trading in the classical Arbitrage Pricing Model ", we use probabilistic and functional analytic techniques to show the existence of equivalent risk-neutral measures of a particular form which have favourable integrability properties .
Edit intent: meaning-changed
Original:  However, we also show that the higher trading frequency  makes markets more fragile, in the following sense : in a high-frequency trading regime, the agents choose to provide liquidity in equilibrium if and only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Revised:  On the other hand, the higher trading frequency makes markets more fragile, in the following sense : in a high-frequency trading regime, the agents choose to provide liquidity in equilibrium if and only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Edit intent: coherence
Original:  However, we also show that the higher trading frequency  makes markets more fragile, in the following sense : in a high-frequency trading regime, the agents choose to provide liquidity in equilibrium if and only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Revised:  However, we also show that the higher trading frequency also makes markets more fragile, in the following sense : in a high-frequency trading regime, the agents choose to provide liquidity in equilibrium if and only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Edit intent: fluency
Original:  However, we also show that the higher trading frequency  makes markets more fragile, in the following sense : in a high-frequency trading regime, the agents choose to provide liquidity in equilibrium if and only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Revised:  However, we also show that the higher trading frequency makes markets more fragile, in the sense that the agents choose to provide liquidity in equilibrium if and only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Edit intent: clarity
Original:  However, we also show that the higher trading frequency  makes markets more fragile, in the following sense : in a high-frequency trading regime, the agents choose to provide liquidity in equilibrium if and only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Revised:  However, we also show that the higher trading frequency makes markets more fragile, in the following sense : in a high-frequency trading regime, the agents choose to provide liquidity in equilibrium only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Edit intent: coherence
Original:  The theoretical results are illustrated with numerical examples .
Revised:  Even a very small deviation from market-neutrality may cause the agents to stop providing liquidity, if the trading frequency is sufficiently high, which represents a self-inflicted liquidity crises (aka flash crash) in the market. This framework allows us to provide more insight into how such a liquidity crises unfolds, connecting it to the so-called adverse selection effect .
Edit intent: meaning-changed
Original:  On the other hand, the higher trading frequency also makes markets more fragile, in the sense that the agents choose to provide liquidity in equilibrium only if they are market-neutral (i.e.  their beliefs satisfy certain martingale property).
Revised:  On the other hand, it also makes markets more fragile, in the sense that the agents choose to provide liquidity in equilibrium only if they are market-neutral (i.e. their beliefs satisfy certain martingale property).
Edit intent: clarity
Original:  On the other hand, the higher trading frequency also makes markets more fragile, in the sense that the agents choose to provide liquidity in equilibrium only if they are market-neutral (i.e.  their beliefs satisfy certain martingale property).
Revised:  On the other hand, the higher trading frequency also makes markets more fragile, in the sense that the agents choose to provide liquidity in equilibrium only if they are market-neutral (i.e. , their beliefs satisfy certain martingale property).
Edit intent: fluency
Original:  Even a very small deviation from market-neutrality may cause the agents to stop providing liquidity, if the trading frequency is sufficiently high, which represents a self-inflicted liquidity crises (aka flash crash) in the market.
Revised:  Even a very small deviation from market-neutrality may cause the agents to stop providing liquidity, if the trading frequency is sufficiently high, which represents an endogenous liquidity crisis (aka flash crash) in the market.
Edit intent: clarity
Original:  Due to its analytical nature, our formalism can be used to quantify the effect of EN on the dynamics of biochemical networks and can also be used to improve the interpretation of data from single-cell gene expression experiments.
Revised:  Due to its analytical nature, our formalism can be used to quantify the effect of EN on the dynamics of biochemical networks and can also be used to improve the interpretation of data from single-cell gene-expression experiments.
Edit intent: fluency
Original:  Firms' growth rates are negatively correlated with size and follow a core double-exponential distribution followed by fat tails. Firms' size and production network are power-law distributed. These properties emerge because continuous inflow of new firms shifts away the model from a steady state to a disequilibrium regime in which firms get scaled according to their resistance to competitive forces .
Revised:  Our main result is that competition between intermediate good producers generically leads to the emergence of scale-free production networks .
Edit intent: clarity
Original: We generalize the results of Mostovyi (2015) on the problem of optimal investment with intermediate consumption in a general semimartingale setting. We show that the  no unbounded profit with bounded risk condition suffices to establish the key duality relations of utility maximization and , moreover, represents the minimal no-arbitrage-type assumption .
Revised: We generalize the results of Mostovyi (2015) on the problem of optimal investment with intermediate consumption in a general semimartingale model of an incomplete market, with preferences being represented by utility stochastic fields. By building on the results of Mostovyi (2015), we show that the no unbounded profit with bounded risk condition suffices to establish the key duality relations of utility maximization and , moreover, represents the minimal no-arbitrage-type assumption .
Edit intent: meaning-changed
Original:  We show that the  no unbounded profit with bounded risk condition suffices to establish the key duality relations of utility maximization and , moreover, represents the minimal no-arbitrage-type assumption .
Revised:  We show that the key duality relations of the utility maximization theory hold under the minimal assumptions of no unbounded profit with bounded risk condition suffices to establish the key duality relations of utility maximization and , moreover, represents the minimal no-arbitrage-type assumption .
Edit intent: clarity
Original: We consider the problem of optimal investment with intermediate consumption in a general semimartingale model of an incomplete market, with preferences being represented by utility stochastic fields. By building on the results of Mostovyi (2015), we show that the key duality relations of the utility maximization theory hold under the minimal assumptions of no unbounded profit with bounded risk (NUPBR) and of the finiteness of both primal and dual value functions.
Revised: We consider the problem of optimal investment with intermediate consumption in a general semimartingale model of an incomplete market, with preferences being represented by a utility stochastic field. We show that the key duality relations of the utility maximization theory hold under the minimal assumptions of no unbounded profit with bounded risk (NUPBR) and of the finiteness of both primal and dual value functions.
Edit intent: coherence
Original:  By building on the results of Mostovyi (2015), we show that the key duality relations of the utility maximization theory hold under the minimal assumptions of no unbounded profit with bounded risk (NUPBR) and of the finiteness of both primal and dual value functions.
Revised:  By building on the results of Mostovyi (2015), we show that the key conclusions of the utility maximization theory hold under the minimal assumptions of no unbounded profit with bounded risk (NUPBR) and of the finiteness of both primal and dual value functions.
Edit intent: clarity
Original:  By building on the results of Mostovyi (2015), we show that the key duality relations of the utility maximization theory hold under the minimal assumptions of no unbounded profit with bounded risk (NUPBR) and of the finiteness of both primal and dual value functions.
Revised:  By building on the results of Mostovyi (2015), we show that the key duality relations of the utility maximization theory hold under the assumptions of no unbounded profit with bounded risk (NUPBR) and of the finiteness of both primal and dual value functions.
Edit intent: clarity
Original: We give a graphically based procedure to reduce a reaction network to a smaller reaction network with fewer species after linear elimination of a set of noninteracting species.
Revised: The quasi-steady state approximation and time-scale separation are commonly applied methods to simplify models of biochemical reaction networks based on ordinary differential equations (ODEs). The concentrations of the "fast" species are assumed effectively to be at steady state with respect to the "slow" species. Under this assumption the steady state equations can be used to eliminate the "fast" variables and a new ODE system with only the slow species can be obtained. We interpret a reduced system obtained by time-scale separation as the ODE system arising from a unique reaction network, by identification of a set of noninteracting species.
Edit intent: meaning-changed
Original: We give a graphically based procedure to reduce a reaction network to a smaller reaction network with fewer species after linear elimination of a set of noninteracting species. We give a description of the reduced reaction network, its kinetics and conservations laws, and explore properties of the network and its kinetics.
Revised: We give a graphically based procedure to reduce a reaction network to a smaller reaction network with fewer species after linear elimination of a set of reactions and the corresponding rate functions. The procedure is graphically based and can easily be worked out by hand for small networks. For larger networks, we provide a pseudo-algorithm. We study properties of the reduced reaction network, its kinetics and conservations laws, and explore properties of the network and its kinetics.
Edit intent: meaning-changed
Original:  We give a description of the reduced reaction network, its kinetics and conservations laws, and explore properties of the network and its kinetics. We conclude by comparing our approach to an older similar approach by Temkin and co-workers. Finally, we apply the procedure to biological examples such as substrate mechanisms, post-translational modification systems and networks with intermediates (transient) steps.
Revised:  We give a description of the reduced reaction network, its kinetics and conservations laws, and show that the kinetics of the reduced network fulfil realistic assumptions, provided the original network does. We illustrate our results using biological examples such as substrate mechanisms, post-translational modification systems and networks with intermediates (transient) steps.
Edit intent: meaning-changed
Original: Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes discounting and portfolio rebalancing, and whose curvature measures, in this geometric language, the " instantaneous arbitrage capability " generated by the market itself.
Revised: Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes discounting and portfolio rebalancing, and whose curvature measures, in this geometric language, the ' instantaneous arbitrage capability " generated by the market itself.
Edit intent: fluency
Original: Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes discounting and portfolio rebalancing, and whose curvature measures, in this geometric language, the " instantaneous arbitrage capability " generated by the market itself.
Revised: Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes discounting and portfolio rebalancing, and whose curvature measures, in this geometric language, the " instantaneous arbitrage capability ' generated by the market itself.
Edit intent: fluency
Original:  This indicates that a market satisfies the no-free-lunch-with vanishing-risk condition if it is only if 0 is in the spectrum .
Revised:  This indicates that a market satisfies the no-free-lunch-with vanishing-risk condition if it is only if 0 is in the discrete spectrum of the connection Laplacian on the cash flow bundle or of the Dirac Laplacian of the twisted cash flow bundle with the exterior algebra bundle. We apply this result by extending Jarrow-Protter-Shimbo theory of asset bubbles for complete arbitrage free markets to markets not satisfying the (NFLVR). Moreover, by means of the Atiyah-Singer index theorem, we prove that the Euler characteristic of the asset nominal space is a topological obstruction to the the (NFLVR) condition, and, by means of the Bochner-Weitzenb\"ock formula, the non vanishing of the homology group of the cash flow bundle is revealed to be a topological obstruction to (NFLVR), too. Asset bubbles are defined, classified and decomposed for markets allowing arbitrage .
Edit intent: meaning-changed
Original:  The new observation (by Szybowski), that " no PC submatrix may have a worse inconsistency indicator than the given PC matrix " is an essential simplification of the axiomatization. The goal of formulating axioms for all future definitions of new inconsistency indicators is difficult and as illusive as the inconsistency concept itself .
Revised:  The new observation (by Szybowski), that " no PC submatrix may have a worse inconsistency indicator than the given PC matrix " and that there must be a PC submatrix with the same inconsistency as the given PC matrix .
Edit intent: meaning-changed
Original:  This study improves the axiomatization proposed by Koczkodaj and Szwarc in 2014. As a side product, the new axiom allows to prevent approximation error aberrations of an arbitrarily large value in the input data .
Revised:  This study improves the axiomatization proposed by Koczkodaj and Szwarc , 2014 which proposed axioms expressed informally with some deficiencies addressed in this study .
Edit intent: meaning-changed
Original:  We extend the approach used in \mbox{%DIFAUXCMD Dixit:Pindyck:94 , chapter 6.5, to deal with two sources of uncertainty, but assuming that the underlying processes are no longer geometric Brownian diffusions but rather jump diffusion processes.
Revised:  We extend the approach used in Dixit and Pindyck (1994) , chapter 6.5, to deal with two sources of uncertainty, but assuming that the underlying processes are no longer geometric Brownian diffusions but rather jump diffusion processes.
Edit intent: clarity
Original:  These include not only the change in the molecular properties associated with the chemical modifications of DNA and histone proteins - such as methylation and acetylation - but also less conventional ones, such as the physics that governs the URLanization of the genome in cell nuclei.
Revised:  These include not only the changes in the molecular properties associated with the chemical modifications of DNA and histone proteins - such as methylation and acetylation - but also less conventional ones, such as the physics that governs the URLanization of the genome in cell nuclei.
Edit intent: fluency
Original:  These include not only the change in the molecular properties associated with the chemical modifications of DNA and histone proteins - such as methylation and acetylation - but also less conventional ones, such as the physics that governs the URLanization of the genome in cell nuclei.
Revised:  These include not only the change in the molecular properties associated with the chemical modifications of DNA and histone proteins , such as methylation and acetylation - but also less conventional ones, such as the physics that governs the URLanization of the genome in cell nuclei.
Edit intent: fluency
Original:  These include not only the change in the molecular properties associated with the chemical modifications of DNA and histone proteins - such as methylation and acetylation - but also less conventional ones, such as the physics that governs the URLanization of the genome in cell nuclei.
Revised:  These include not only the change in the molecular properties associated with the chemical modifications of DNA and histone proteins - such as methylation and acetylation , but also less conventional ones, such as the physics that governs the URLanization of the genome in cell nuclei.
Edit intent: fluency
Original: There are many constraints on population growth or decay in a country : several are of socio-economic origins. Sometimes cultual constraintsalso exist: sexual intercourse is banned in various religions, during Nativity and Lent fasting periods.
Revised: There are many constraints on population growth or decay in a country : several are of socio-economic constraints, as demonstrated in this paper. For example, sexual intercourse is banned in various religions, during Nativity and Lent fasting periods.
Edit intent: clarity