wanyu/IteraTeR_full_sent huggingface dataset:
Original: Effects of the period mismatch on entrainment properties in two coupled genetic oscillators are studied. The entrainment is calculated with a phase reduction approach and a Floquet multiplier analysis, and their dependencies on coupling strength and the period ratio are investigated in two genetic oscillator models (smooth and relaxation oscillators).
Revised: Biological oscillators coordinate individual cellular components to function coherently and collectively. They are typically composed of multiple feedback loops, and period mismatch between them is unavoidable in biological implementations. We investigated the advantageous effect of the period mismatch in terms of synchronization against external stimuli (or trainability). Specifically, we numerically analyzed two fundamental genetic models, smooth and relaxation oscillators, on their trainability for different coupling strength and the period ratio are investigated in two genetic oscillator models (smooth and relaxation oscillators).
Edit intent: meaning-changed
Original:  The entrainment is calculated with a phase reduction approach and a Floquet multiplier analysis, and their dependencies on coupling strength and the period ratio are investigated in two genetic oscillator models (smooth and relaxation oscillators). We find that the existence of the period  mismatch induces an enhancement of entrainment in both smooth and relaxation oscillators.
Revised:  The entrainment is calculated with a phase reduction approach and a Floquet multiplier analysis, and their dependencies on coupling strength and period mismatch induces an enhancement of entrainment in both smooth and relaxation oscillators.
Edit intent: clarity
Original:  We find that the existence of the period  mismatch induces an enhancement of entrainment in both smooth and relaxation oscillators. By calculating Floquet multipliers, we show that the enhancement mechanism is based on the coupled oscillators which are in the vicinity of  bifurcation on limit cycle  .
Revised:  We find that the existence of the period mismatch induces an enhancement of entrainment in both oscillators; the enhancement occurred in the vicinity of bifurcation on limit cycle .
Edit intent: coherence
Original:  By calculating Floquet multipliers, we show that the enhancement mechanism is based on the coupled oscillators which are in the vicinity of  bifurcation on limit cycle  .
Revised:  By calculating Floquet multipliers, we show that the enhancement mechanism is based on the coupled oscillators which are in the vicinity of bifurcation on limit cycle . The optimal period ratio in the smooth oscillator for the enhanced trainability coincided with the experimentally observed ratio, which suggested the biological exploitation of the period mismatch. Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we here studied active benefits of the period mismatch on the efficiency of genetic oscillators. Our findings show qualitatively different perspective on the essentiality and inherent advantage of multiple loops in genetic oscillators .
Edit intent: coherence
Original:  Specifically, we numerically analyzed two fundamental genetic models , smooth and relaxation oscillators , on their trainability for different coupling strength and period ratio by the phase reduction and the Floquet multiplier analysis .
Revised:  Specifically, we numerically analyzed two fundamental genetic models , smooth and relaxation oscillators . Using phase reduction and Floquet multipliers, we numerically analyzed their entrainability under different coupling strengths and period ratios .
Edit intent: clarity
Original:  the enhancement occurred in the vicinity of the bifurcation on limit cycle. The optimal period ratio in the smooth oscillator for the enhanced trainability coincided with the experimentally observed ratio, which suggested the biological exploitation of the period mismatch.
Revised:  the enhancement occurred in the vicinity of the bifurcation on their limit cycles. In the smooth oscillator for the enhanced trainability coincided with the experimentally observed ratio, which suggested the biological exploitation of the period mismatch.
Edit intent: clarity
Original:  Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we here studied active benefits of the period mismatch on the efficiency of  genetic oscillators.
Revised:  Although the origin of multiple feedback loops is often explained as a passive mechanism to ensure robustness against perturbation, we here studied active benefits of the period mismatch on the efficiency of genetic oscillators.
Edit intent: clarity
Original:  Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we here studied active benefits of the period mismatch on the efficiency of  genetic oscillators.
Revised:  Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we study the active benefits of the period mismatch on the efficiency of genetic oscillators.
Edit intent: clarity
Original:  Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we here studied active benefits of the period mismatch on the efficiency of  genetic oscillators.
Revised:  Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we here studied active benefits of the period mismatch , which include increasing the efficiency of genetic oscillators.
Edit intent: meaning-changed
Original:  Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we here studied active benefits of the period mismatch on the efficiency of  genetic oscillators.
Revised:  Although the origin of multiple feedback loops is often accounted for by the notion of passive robustness against perturbation, we here studied active benefits of the period mismatch on the efficiency of the genetic oscillators.
Edit intent: fluency
Original:  The fields of structural biology and soft matter have independently sought out fundamental principles to rationalize the process, but the conceptual differences and the limited crosstalk between the two disciplines have  prevented a comprehensive understanding of the phenomenon to emerge.
Revised:  The fields of structural biology and soft matter have independently sought out fundamental principles to rationalize protein crystallization. Yet the conceptual differences and the limited crosstalk between the two disciplines have prevented a comprehensive understanding of the phenomenon to emerge.
Edit intent: meaning-changed
Original:  The fields of structural biology and soft matter have independently sought out fundamental principles to rationalize the process, but the conceptual differences and the limited crosstalk between the two disciplines have  prevented a comprehensive understanding of the phenomenon to emerge.
Revised:  The fields of structural biology and soft matter have independently sought out fundamental principles to rationalize the process, but the conceptual differences and the limited overlap between the two disciplines have prevented a comprehensive understanding of the phenomenon to emerge.
Edit intent: fluency
Original:  The fields of structural biology and soft matter have independently sought out fundamental principles to rationalize the process, but the conceptual differences and the limited crosstalk between the two disciplines have  prevented a comprehensive understanding of the phenomenon to emerge.
Revised:  The fields of structural biology and soft matter have independently sought out fundamental principles to rationalize the process, but the conceptual differences and the limited crosstalk between the two disciplines have thus far prevented a comprehensive understanding of the phenomenon to emerge.
Edit intent: clarity
Original:  These results are discussed in light of the helix-coil model for biopolymers    .
Revised:  These results are discussed in light of the helix-coil model for biopolymers core-shell, looped (with hybridised hydrophilic-hydrophobic sections), and extended coils as a function of these parameters. A competition of bending energy and hybridisation energies between two types of beads determines the equilibrium morphology. Further, mechanical properties of such polymer architectures are crucially dependent on their native conformations, and in turn on the disorder realisation along the chain backbone. Thus, for flexible chains, a globule to extended coil transition is effected via a tensile force for all disorder realisations. However, the exact nature of the force-extension curves are different for the different disorder realisations. In contrast, we find that force-extension behavior of semi-flexible chains with different equilibrium configurations .
Edit intent: meaning-changed
Original: For any exponential L\'evy model whose diffusion component is nonzero\E , we provide an exact series representation for the implied volatility of a European call option. Numerical examples are provided .
Revised: For any exponential L\'evy model whose diffusion component is nonzero\E , we provide an exact series representation for the implied volatility . This expansion is explicit in the sense that it involves no integrals, but only polynomials in \log(K/S_0). We illustrate the versatility of our expansion by computing the approximate implied volatility smile in three well-known martingale models: one finite activity exponential L\'evy model (Merton), one infinite activity exponential L\'evy model (Variance Gamma), and one stochastic volatility model (Heston). We show how this technique can be extended to compute approximate forward implied volatilities and we implement this extension in the Heston setting. Finally, we illustrate how our expansion can be used to perform a model-free calibration of the empirically observed implied volatility surface .
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Original: For any strictly positive martingale S = %DIFDELCMD < \E%%% ^X for which X has an analytically tractable characteristic function, we provide an expansion for the implied volatility.
Revised: For any strictly positive martingale S = %DIFDELCMD < \E%%% \exp(X) for which X has an analytically tractable characteristic function, we provide an expansion for the implied volatility.
Edit intent: meaning-changed
Original:  This expansion is explicit in the sense that it involves no integrals, but only polynomials in \log(K/S_0) . We illustrate the versatility of our expansion by computing the approximate implied volatility smile in three well-known martingale models: one finite activity exponential L\'evy model (Merton), one infinite activity exponential L\'evy model (Variance Gamma), and one stochastic volatility model (Heston) .
Revised:  This expansion is explicit in the sense that it involves no integrals, but only polynomials in the log strike . We illustrate the versatility of our expansion by computing the approximate implied volatility smile in three well-known martingale models: one finite activity exponential L\'evy model (Merton), one infinite activity exponential L\'evy model (Variance Gamma), and one stochastic volatility model (Heston) .
Edit intent: clarity
Original:  This expansion is explicit in the sense that it involves no integrals, but only polynomials in \log(K/S_0) . We illustrate the versatility of our expansion by computing the approximate implied volatility smile in three well-known martingale models: one finite activity exponential L\'evy model (Merton), one infinite activity exponential L\'evy model (Variance Gamma), and one stochastic volatility model (Heston) . We show how this technique can be extended to compute approximate forward implied volatilities and we implement this extension in the Heston setting .
Revised:  This expansion is explicit in the sense that it involves no integrals, but only polynomials in \log(K/S_0) . We illustrate the versatility of our expansion by computing the approximate implied volatility smile in three well-known martingale models: one finite activity exponential L\'evy model (Merton), one infinite activity exponential L\'evy model (Variance Gamma), and one stochastic volatility model (Heston) .
Edit intent: meaning-changed
Original:  Our limiting implied volatility formula relates the jump activity of the underlying asset price process to the short end of the implied volatility surface and sheds new light on the difference between finite and infinite variation jumps from the point of view of option prices. For infinite variation processes , the wings of the limiting smile are determined by the jump activity indices of the positive and negative jumps, whereas in the finite variation case , the wings have a constant model-independent slope.
Revised:  Our limiting implied volatility formula relates the jump activity of the underlying asset price process to the short end of the implied volatility surface and sheds new light on the difference between finite and infinite variation jumps from the viewpoint of option prices: in the latter , the wings of the limiting smile are determined by the jump activity indices of the positive and negative jumps, whereas in the finite variation case , the wings have a constant model-independent slope.
Edit intent: clarity
Original:  Additionally, for a certain sub-class of models, we find a closed-form expression for the  implied volatility smile  .
Revised:  Additionally, for a certain sub-class of models, we find a closed-form expression for the implied volatility smile . To illustrate our framework, we perform specific computations for hybrid CEV/L\'evy model (which we christen as the "C\'EV" model) .
Edit intent: meaning-changed
Original: We propose a class of equity models whose volatility, L\'evy measure , and killing rate all have local stochastic state-dependence.
Revised: We propose a class of assets whose risk-neutral pricing dynamics are described by an exponential L\'evy-type process subject to default. The class of processes we consider features locally-dependent drift, diffusion and default-intensity as well as a locally-dependent L\'evy measure , and killing rate all have local stochastic state-dependence.
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Original: We propose a class of equity models whose volatility, L\'evy measure , and killing rate all have local stochastic state-dependence. In this framework we find a closed form solution for the price of any European-style option.
Revised: We propose a class of equity models whose volatility, L\'evy measure . Using techniques from regular perturbation theory and Fourier analysis, we derive a series expansion for the price of any European-style option.
Edit intent: meaning-changed
Original:   Additionally, for a certain sub-class of models, we find an exact expression for the induced implied volatility smile. To illustrate our framework, we perform specific computations for hybrid CEV/L\'evy model (which we christen as the "C\'EV" model)  .
Revised:  Additionally, for a certain subclass of assets in our modeling framework, we derive an expansion for the implied volatility induced by our option pricing formula. The implied volatility expansion is exact within its radius of convergence. As an example of our framework, we perform specific computations for hybrid CEV/L\'evy model (which we christen as the "C\'EV" model) .
Edit intent: meaning-changed
Original:  To illustrate our framework, we perform specific computations for hybrid CEV/L\'evy model (which we christen as the "C\'EV" model)  .
Revised:  To illustrate our framework, we propose a class of CEV-like L\'evy-type models. Within this class, approximate option prices can be computed by a single Fourier integral and approximate implied volatilities are explicit (i.e., no integration is required). Furthermore, the class of CEV-like L\'evy-type models is shown to provide a tight fit to the implied volatility surface of S .
Edit intent: meaning-changed
Original:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a honest time and stronger arbitrages of the first kind always exist after an honest time  .
Revised:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that no kind of arbitrage profit can ever be realised strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a honest time and stronger arbitrages of the first kind always exist after an honest time .
Edit intent: clarity
Original:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a honest time and stronger arbitrages of the first kind always exist after an honest time  .
Revised:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realised exactly at an honest time as well as after an honest time. Moreover, stronger arbitrages of the first kind always exist after an honest time .
Edit intent: meaning-changed
Original:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a honest time and stronger arbitrages of the first kind always exist after an honest time  .
Revised:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a honest time and stronger arbitrages of the first kind can only be obtained by trading as soon as an honest time .
Edit intent: clarity
Original:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a honest time and stronger arbitrages of the first kind always exist after an honest time  .
Revised:  By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a honest time and stronger arbitrages of the first kind always exist after an honest time occurs .
Edit intent: clarity
Original:  Inspired by biological processes such as protein synthesis  and motor protein transport, we intro- duce the concept of localized dynamical sites coupled to a driven lattice gas dynamics.
Revised: Many transport processes in nature take place on substrates, often considered as unidimensional lanes. These unidimensional substrates are typically non-static: affected by a fluctuating environment, they can undergo conformational changes. This is particularly true in biological cells, where the state of the substrate is often coupled to the active motion of macromolecular complexes, such as motor proteins on microtubules or ribosomes on mRNAs, causing new interesting phenomena. Inspired by biological processes such as protein synthesis and motor protein transport, we intro- duce the concept of localized dynamical sites coupled to a driven lattice gas dynamics.
Edit intent: meaning-changed
Original:  By mimicking a local structural change in the lattice, these sites interact with particles and strongly influence their transport phenomenology. We analyze the case of a single dynamical site whose dynamics is cou- pled with the density of particles on the lattice; we investigate the phenomenology of the model and how the current-density relationship is affected by the dynamical defect.
Revised:  We investigate the phenomenology of the model and how the current-density relationship is affected by the dynamical defect.
Edit intent: clarity
Original:  we investigate the phenomenology of the model and how the current-density relationship is affected by the dynamical defect. Crucially, we find a novel dynamical regime characterized by an intermittent current and subject to severe finite-size effects that can enhance the transport at high particle densities.
Revised:  we investigate the phenomenology of transport in the presence of dynamical defects and find a novel dynamical regime characterized by an intermittent current and subject to severe finite-size effects that can enhance the transport at high particle densities.
Edit intent: clarity
Original:  Crucially, we find a novel dynamical regime characterized by an intermittent current and subject to severe finite-size effects that can enhance the transport at high particle densities. We describe and rationalize the variety of regimes via refined mean-field approaches .
Revised:  Crucially, we find a novel dynamical regime characterized by an intermittent current and subject to severe finite-size effects . Our results demonstrate the impact of the regulatory role of the dynamical defects in transport, not only in biology but also in more general contexts .
Edit intent: meaning-changed
Original: This paper examines the adaptive market hypothesis of Lo (2004, 2005) using the Ito and Noda's (2012)  time-varying autoregressive model in Japan.
Revised: This paper examines the adaptive market hypothesis of Lo (2004, 2005) using the Ito and Noda's (2012) non-Bayesian time-varying autoregressive model in Japan.
Edit intent: meaning-changed
Original: This paper examines the adaptive market hypothesis of Lo (2004 , 2005) using the Ito and Noda's (2012) non-Bayesian time-varying AR model in Japan. As shown in Ito and Noda (2012), their degree of market efficiency gives us a more precise measurement of market efficiency than conventional moving window methods .
Revised: This paper examines the adaptive market hypothesis of Lo (2004 ) adaptive market hypothesis (AMH) in Japanese stock markets (TOPIX and TSE2). In particular, we measure the degree of market efficiency gives us a more precise measurement of market efficiency than conventional moving window methods .
Edit intent: meaning-changed
Original:  As shown in Ito and Noda (2012), their degree of market efficiency gives us a more precise measurement of market efficiency than conventional moving window methods .
Revised:  As shown in Ito and Noda (2012), their degree of market efficiency by using the non-Bayesian time-varying model approach of Ito et al. (2014, 2015), which provides a more accurate measurement of market efficiency than conventional moving window methods .
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Original:  The empirical results supports the AMH of Lo (2004 , 2005) for data of the more quali?ed stock market in Japan.
Revised:  The empirical results show that (1) market efficiency changes over time in the TOPIX and TSE2, (2) the market efficiency of the TSE2 is lower than that of the TOPIX in most periods, and (3) the market efficiency of the TOPIX has evolved since the bursting of the bubble economy in the early 1990s, but that of the TSE2 has not. Therefore, we conclude that the empirical results support Lo's (2004 , 2005) for data of the more quali?ed stock market in Japan.
Edit intent: meaning-changed