wanyu/IteraTeR_full_sent huggingface dataset:
Original: Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network provided the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily complicated systems by coupling together simple basic pieces, thus revealing the modularity of regulatory networks;
Revised: Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network given the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily complicated systems by coupling together simple basic pieces, thus revealing the modularity of regulatory networks;
Edit intent: fluency
Original: Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network provided the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily complicated systems by coupling together simple basic pieces, thus revealing the modularity of regulatory networks;
Revised: Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network provided the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily large networks by coupling together simple basic pieces, thus revealing the modularity of regulatory networks;
Edit intent: clarity
Original:  (iv) the time evolution can be easily discretized, rendering the dynamics suitable for computer simulation in a simple and direct way. Finally, it is shown that one obtains the classical rate equations form the corresponding stochastic versions as the equations satisfied by the mean values of the random variables .
Revised:  (iv) one may obtain the classical rate equations form the corresponding stochastic versions as the equations satisfied by the mean values of the random variables .
Edit intent: clarity
Original:  Finally, it is shown that one obtains the classical rate equations form the corresponding stochastic versions as the equations satisfied by the mean values of the random variables .
Revised:  Finally, it is shown that one obtains the classical rate equations form the corresponding stochastic version by averaging the dynamic random variables. It is important to emphasize that unlike the deterministic case, where coupling two equations is a trivial matter, coupling two RDS is non-trivial, specially in our case, where the coupling is performed between a state variable of one gene and the switching stochastic process of another gene and, hence, it is not a priori true that the resulting coupled system will satisfy the definition of a random dynamical system. We shall provide the necessary arguments that ensure that our coupling prescription does indeed furnish a notion of coupled random dynamical system. Finally, we illustrate our framework with three simple examples of "single-gene dynamics", which are the build blocks of our networks .
Edit intent: meaning-changed
Original: We prove the Fundamental Theorem of Asset Pricing for a discrete time financial market consisting of a money market account and a single stock whose trading is subject to proportional transaction cost and whose price dynamic is modeled by a family of probability measures, possibly non-dominated.
Revised: We prove the Fundamental Theorem of Asset Pricing for a discrete time financial market where trading is subject to proportional transaction cost and whose price dynamic is modeled by a family of probability measures, possibly non-dominated.
Edit intent: clarity
Original: We prove the Fundamental Theorem of Asset Pricing for a discrete time financial market consisting of a money market account and a single stock whose trading is subject to proportional transaction cost and whose price dynamic is modeled by a family of probability measures, possibly non-dominated.
Revised: We prove the Fundamental Theorem of Asset Pricing for a discrete time financial market consisting of a money market account and a single stock whose trading is subject to proportional transaction cost and the asset price dynamic is modeled by a family of probability measures, possibly non-dominated.
Edit intent: clarity
Original:  Under a continuity assumption, we prove using a backward-forward scheme that the absence of arbitrage in a quasi-sure sense is equivalent to the existence of a suitable family of consistent price systems.
Revised:  Under a continuity assumption, we prove using a backward-forward scheme , we show that when the market consists of a money market account and a single stock, no-arbitrage in a quasi-sure sense is equivalent to the existence of a suitable family of consistent price systems.
Edit intent: meaning-changed
Original:  In our model the bond holders receive the  coupon at predetermined coupon dates and the face value (debt) and the coupon at the maturity as well as the effect of government taxes which are paid on the proceeds of an investment in bonds is considered .
Revised:  Here we consider the one factor model and the two factor model. In the one factor model the bond holders receive the coupon at predetermined coupon dates and the face value (debt) and the coupon at the maturity as well as the effect of government taxes which are paid on the proceeds of an investment in bonds is considered .
Edit intent: meaning-changed
Original:  In our model the bond holders receive the  coupon at predetermined coupon dates and the face value (debt) and the coupon at the maturity as well as the effect of government taxes which are paid on the proceeds of an investment in bonds is considered .
Revised:  In our model the bond holders receive the deterministic coupon at predetermined coupon dates and the face value (debt) and the coupon at the maturity as well as the effect of government taxes which are paid on the proceeds of an investment in bonds is considered .
Edit intent: meaning-changed
Original:  In our model the bond holders receive the  coupon at predetermined coupon dates and the face value (debt) and the coupon at the maturity as well as the effect of government taxes which are paid on the proceeds of an investment in bonds is considered .
Revised:  In our model the bond holders receive the coupon at predetermined coupon dates and the face value (debt) and the coupon at the maturity as well as the effect of government taxes which are paid on the proceeds of an investment in bonds is considered under constant short rate. In the two factor model the bond holders receive the stochastic coupon (discounted value of that at the maturity) at predetermined coupon dates and the face value (debt) and the coupon at the maturity as well as the effect of government taxes which are paid on the proceeds of an investment in bonds is considered under stochastic short rate.
Edit intent: meaning-changed
Original:  We consider the model and pricing formula for equity value and using it calculate expected default barrier , Then We provide pricing model and formula for defaultable corporate bonds with discrete coupons and consider its duration . The results can be used in duration analysis of bonds and credit risk management in corporate finance .
Revised:  We consider the model and pricing formula for equity value and using it calculate expected default barrier , Then We provide pricing model and formula for defaultable corporate bonds with discrete coupons and consider its duration and the effect of the government taxes .
Edit intent: meaning-changed
Original:  We recall the rigorous framework of [ Grasselli, M. R., Lecl\`ere, V. and Ludkovski, M. Priority option : the value of being a leader . Math. and Fin.
Revised:  We recall the rigorous framework of [ M. Grasselli, V. Lecl\`ere and M. Ludkovsky, Priority Option : the value of being a leader . Math. and Fin.
Edit intent: clarity
Original:  We recall the rigorous framework of [ Grasselli, M. R., Lecl\`ere, V. and Ludkovski, M. Priority option : the value of being a leader . Math. and Fin. Econ., 2013]  and extend it to the presence of a random regulator.
Revised:  We recall the rigorous framework of [ Grasselli, M. R., Lecl\`ere, V. and Ludkovski, M. Priority option : the value of being a leader , International Journal of Theoretical and Applied Finance, 16, 2013] and extend it to the presence of a random regulator.
Edit intent: meaning-changed
Original: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Revised: Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Edit intent: clarity
Original: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Revised: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follow a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Edit intent: fluency
Original: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Revised: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range , that is ``interrupted'' by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Edit intent: fluency
Original: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Revised: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cut-off in its upper tail, which is totally dominated by financial firms.
Edit intent: fluency
Original: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, which is totally dominated by financial firms.
Revised: Using public data (Forbes Global 2000) we show that the distribution of asset sizes for the largest global firms follows a Pareto distribution in an intermediate range that is "interrupted" by a sharp cutoff in its upper tail, where it is totally dominated by financial firms.
Edit intent: coherence
Original:  Pareto distributions are generally traced back to a mechanism of proportional random growth, based on a regime of constant returns to scale : this makes our evidence of an "interrupted" Pareto distribution all the more puzzling, because we provide evidence that financial firms in our sample  operate in such a regime.
Revised:  Pareto distributions are generally traced back to a mechanism of proportional random growth, based on a regime of constant returns to scale . This makes our findings of an ``interrupted'' Pareto distribution all the more puzzling, because we provide evidence that financial firms in our sample operate in such a regime.
Edit intent: clarity
Original:  Pareto distributions are generally traced back to a mechanism of proportional random growth, based on a regime of constant returns to scale : this makes our evidence of an "interrupted" Pareto distribution all the more puzzling, because we provide evidence that financial firms in our sample  operate in such a regime.
Revised:  Pareto distributions are generally traced back to a mechanism of proportional random growth, based on a regime of constant returns to scale : this makes our evidence of an "interrupted" Pareto distribution all the more puzzling, because we provide evidence that financial firms in our sample should operate in such a regime.
Edit intent: clarity
Original:  This estimate -- that we propose as a shadow banking index -- compares well with estimates of the Financial Stability Board until 2009, but it shows a sharper rise in shadow banking activity after 2010. 
Revised:  This estimate -- which we propose as a shadow banking index -- compares well with estimates of the Financial Stability Board until 2009, but it shows a sharper rise in shadow banking activity after 2010. 
Edit intent: fluency
Original:  This estimate -- that we propose as a shadow banking index -- compares well with estimates of the Financial Stability Board until 2009, but it shows a sharper rise in shadow banking activity after 2010. 
Revised:  This estimate -- that we propose as a shadow banking index -- compares well with estimates of the Financial Stability Board until 2009, but it shows a sharper rise in shadow banking activity after 2010. Finally, we propose a proportional random growth model that reproduces the observed distribution, thereby providing a quantitative estimate of the intensity of shadow banking activity.
Edit intent: meaning-changed
Original: We compare the order parameters predicted for the hydrocarbon segments in lipid bilayer headgroup region by the Berger molecular dynamics simulation model to those measured by Nuclear Magnetic Resonance (NMR) experiments.
Revised: Phospholipids are essential building blocks of biological membranes. Despite of vast amount of accurate experimental data the atomistic resolution structures sampled by the glycerol backbone and choline headgroup in phoshatidylcholine bilayers are not known. Atomistic resolution molecular dynamics simulation model to those measured by Nuclear Magnetic Resonance (NMR) experiments.
Edit intent: meaning-changed
Original: We compare the order parameters predicted for the hydrocarbon segments in lipid bilayer headgroup region by the Berger molecular dynamics simulation model to those measured by Nuclear Magnetic Resonance (NMR) experiments. We first show resultsfor a fully hydrated POPC bilayer, and then focus on changes of the order parameters as a function of hydration level, NaCl and CaCl2 concentrations, and cholesterol content. The experimental headgroup order parameters are never reproduced. This indicates that under all of these conditions the used model is unable to correctly reproduce the headgroup structure. Consequently, many of the conclusions drawn over the years from this modelmight be erroneous. This manuscript has not beensubmitted to any journal, instead its contents are discussed at nmrlipids.blogspot.fi.
Revised: We compare the order parameters predicted for the hydrocarbon segments in lipid bilayer headgroup region by the Berger molecular dynamics simulation model would automatically resolve the structures giving an interpretation of experimental results, if the model would reproduce the experimental data. In this work we compare the C-H bond vector order parameters for glycerol backbone and choline headgroup between 14 different atomistic resolution models and experiments in fully hydrated lipid bilayer. The current models are not accurately enough to resolve the structure. However, closer inspection of three best performing models (CHARMM36, GAFFlipid and MacRog) suggest that improvements in the sampled dihedral angle distributions would potentilly lead to the model which would resolve the structure. Despite of the inaccuracy in the fully hydrated structures, the response to the dehydration, i.e. P-N vector tilting more parallel to membrane normal, is qualitatively correct in all models. The CHARMM36 and MacRog models describe the interactions between lipids and cholesterol better than Berger/H\"oltje model. This work has been, and continues to be, progressed and discussed through the blog: nmrlipids.blogspot.fi. Everyone is invited to join the discussion and make contributions through the blog. The manuscript will be eventually submitted to an appropriate scientific journal. Everyone who has contributed to the work through the blog will be offered coauthorship. For more details see: nmrlipids.blogspot.fi.
Edit intent: meaning-changed
Original: We show how the results on forward-backward SDEs driven by L\'evy processes obtained in our previous paper can be applied to portfolio selection in a L\'evy-type market .
Revised: We propose a model for hedging in a market with jumps for a large investor. The dynamics of the stock prices and the value process is governed by forward-backward SDEs driven by L\'evy processes obtained in our previous paper can be applied to portfolio selection in a L\'evy-type market .
Edit intent: meaning-changed
Original: We show how the results on forward-backward SDEs driven by L\'evy processes obtained in our previous paper can be applied to portfolio selection in a L\'evy-type market . Our approach allows to characterize a class L\'evy driven FBSDEs which allows to select an optimal portfolio .
Revised: We show how the results on forward-backward SDEs driven by Teugels martingales. Unlike known FBSDE market models, ours accounts for jumps in stock prices. Moreover, it allows to find an optimal hedging strategy .
Edit intent: meaning-changed
Original: We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of Asset Pricing and the super-hedging theorem can be easily extended to the case in which the  hedging options  are quoted with bid-ask spreads.
Revised: We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of Asset Pricing and the super-hedging theorem can be extended to the case in which the hedging options are quoted with bid-ask spreads.
Edit intent: clarity
Original: We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of Asset Pricing and the super-hedging theorem can be easily extended to the case in which the  hedging options  are quoted with bid-ask spreads.
Revised: We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of Asset Pricing and the super-hedging theorem can be easily extended to the case in which the options available for static hedging ( hedging options are quoted with bid-ask spreads.
Edit intent: meaning-changed
Original: We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of Asset Pricing and the super-hedging theorem can be easily extended to the case in which the  hedging options  are quoted with bid-ask spreads.
Revised: We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of Asset Pricing and the super-hedging theorem can be easily extended to the case in which the hedging options ) are quoted with bid-ask spreads.
Edit intent: fluency
Original: We consider as given a discrete time financial market with a risky asset and options written on that asset and determine the sub-hedging price of an American option in the model independent framework of ArXiv: 1301.5568.
Revised: We consider as given a discrete time financial market with a risky asset and options written on that asset and determine both the sub- and super-hedging prices of an American option in the model independent framework of ArXiv: 1301.5568.
Edit intent: meaning-changed
Original: We consider as given a discrete time financial market with a risky asset and options written on that asset and determine the sub-hedging price of an American option in the model independent framework of ArXiv: 1301.5568. We also show that the order of min and max in the dual representation of the price can be exchanged .
Revised: We consider as given a discrete time financial market with a risky asset and options written on that asset and determine the sub-hedging price of an American option in the model independent framework of ArXiv: 1305.6008. We obtain the duality of results for the super- and sub-hedging prices. Then assuming that the path space is compact, we construct a discretization of the path space and demonstrate the convergence of the hedging prices at the optimal rate. The latter result would be useful for numerical computation of the hedging prices .
Edit intent: meaning-changed
Original:   As a corollary , we characterize the limiting behavior of the conditional law of the Gaussian vector, given a linear combination of the exponentials of its components.
Revised:  These results can be used either to approximate the probability of tail events directly, or to construct variance reduction procedures to estimate these probabilities by Monte Carlo methods. In particular, we propose an efficient importance sampling estimator for the left tail of the distribution function of the sum of log-normal variables. As a corollary , we characterize the limiting behavior of the conditional law of the Gaussian vector, given a linear combination of the exponentials of its components.
Edit intent: meaning-changed
Original:  Our results can be used either to estimate the probability of tail events directly, or to construct efficient variance reduction procedures for precise estimation of these probabilities by Monte Carlo methods. They lead to important insights concerning the behavior of individual stocks and portfolios during market downturns in the multidimensional Black-Scholes model .
Revised:  Our results can be used for the systematic construction of stress tests, which the financial institutions are required to conduct by the regulators. We also characterize the asymptotic behavior of the Value at Risk for log-normal portfolios in the case where the confidence level tends to one .
Edit intent: meaning-changed
Original:  We consider a community of interacting investors, distributed on a small world network, who bet on the bullish (increasing) or bearish (decreasing) behavior of the market compared to the day before, following the S&P500 historical time series.
Revised:  We consider a community of interacting investors, distributed on a small-world network, who bet on the bullish (increasing) or bearish (decreasing) behavior of the market compared to the day before, following the S&P500 historical time series.
Edit intent: fluency
Original:  We consider a community of interacting investors, distributed on a small world network, who bet on the bullish (increasing) or bearish (decreasing) behavior of the market compared to the day before, following the S&P500 historical time series.
Revised:  We consider a community of interacting investors, distributed on a small world network, who bet on the bullish (increasing) or bearish (decreasing) behavior of the market which has been specified according to the S&P500 historical time series.
Edit intent: clarity
Original:  Remarkably, we find that the size of herding-related avalanches in the community can be strongly reduced by the presence of a relatively small percentage of trader s , randomly distributed inside the network, who adopt a random investment strategy.
Revised:  Remarkably, we find that the size of herding-related avalanches in the community can be strongly reduced by the presence of a relatively small percentage of traders , randomly distributed inside the network, who adopt a random investment strategy.
Edit intent: fluency