wanyu/IteraTeR_full_sent huggingface dataset:
Original:  More precisely, we  revisit the optimal transport plans constructed in \mbox{%DIFAUXCMD BrenierMartingale0pt%DIFAUXCMD , following the construction of \mbox{%DIFAUXCMD BrenierMartingale}0pt%DIFAUXCMD , as well as the one in } HobsonKlimmek2013 in the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Revised:  More precisely, we first revisit the optimal transport plans constructed in \mbox{%DIFAUXCMD BrenierMartingale0pt%DIFAUXCMD , following the construction of \mbox{%DIFAUXCMD BrenierMartingale}0pt%DIFAUXCMD , as well as the one in } HobsonKlimmek2013 in the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Edit intent: fluency
Original:  More precisely, we  revisit the optimal transport plans constructed in \mbox{%DIFAUXCMD BrenierMartingale0pt%DIFAUXCMD , following the construction of \mbox{%DIFAUXCMD BrenierMartingale}0pt%DIFAUXCMD , as well as the one in } HobsonKlimmek2013 in the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Revised:  More precisely, we revisit the optimal transport plan introduced in \mbox{%DIFAUXCMD BeiglJuil0pt%DIFAUXCMD , following the construction of \mbox{%DIFAUXCMD BrenierMartingale}0pt%DIFAUXCMD , as well as the one in } HobsonKlimmek2013 in the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Edit intent: meaning-changed
Original:  It turns out that, for BrenierMartingale's optimal transport plan , the change of numeraire can be viewed as a mirror coupling for positive martingales, while for HobsonKlimmek2013 it exchanges forward start straddles of type I and type II giving also that the optimal transport plan in the subhedging problems is the same for both types of options.
Revised:  It turns out that, for BrenierMartingale's construction , the change of numeraire can be viewed as a mirror coupling for positive martingales, while for HobsonKlimmek2013 it exchanges forward start straddles of type I and type II giving also that the optimal transport plan in the subhedging problems is the same for both types of options.
Edit intent: clarity
Original:  More precisely, we first revisit the optimal transport plan introduced in BeiglJuil, following the construction of BrenierMartingale, as well as the one in HobsonKlimmek2013 in the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Revised:  More precisely, we first specialize the optimal transport plan introduced in BeiglJuil, following the construction of BrenierMartingale, as well as the one in HobsonKlimmek2013 in the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Edit intent: clarity
Original:  More precisely, we first revisit the optimal transport plan introduced in BeiglJuil, following the construction of BrenierMartingale, as well as the one in HobsonKlimmek2013 in the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Revised:  More precisely, we first revisit the optimal transport plan introduced in BeiglJuil, following the construction of BrenierMartingale, as well as the one in HobsonKlimmek2013 , to the case of positive martingales and a single maximizer for the difference between the c.d.f.'s of the two marginals.
Edit intent: fluency
Original: We define a measure of cooperativity for gene regulatory networks which we propose should be maximized under a demand for energy efficiency . We investigate its dependence on network size, connectivity and the fraction of repressory/activatory interactions. Next, we consider the cell-cycle regulatory network of the  yeast, Saccharomyces cerevisiae, as a case study and calculate its degree of cooperativity .
Revised: We define a measure of cooperativity for gene regulatory networks which we propose should be maximized under a demand for energy efficiency and may be selected for under evolutionary pressures. We consider two recent models of the cell-cycle regulatory network of the yeast, Saccharomyces cerevisiae, as a case study and calculate its degree of cooperativity .
Edit intent: meaning-changed
Original:  A comparison with random networks of similar size and composition reveals that the yeast's cell-cycle regulation is exceptionally cooperative .
Revised:  A comparison with random networks of similar size and composition reveals that the yeast's cell-cycle regulation is wired to yield and exceptionally high level of coherent regulatory activity. We also investigate the mean degree of coherence as a function of the network size, connectivity and the fraction of repressory/activatory interactions .
Edit intent: meaning-changed
Original:  We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during the ongoing financial crisis by quantifying bank interrelations  from discussion in 1.3M news articles, spanning the years 2007 to 2013.
Revised:  We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during the ongoing financial crisis by quantifying bank interrelations and centrality from discussion in 1.3M news articles, spanning the years 2007 to 2013.
Edit intent: meaning-changed
Original:  We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during the ongoing financial crisis by quantifying bank interrelations  from discussion in 1.3M news articles, spanning the years 2007 to 2013.
Revised:  We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during the ongoing financial crisis by quantifying bank interrelations from discussion in 3M news articles, spanning the years 2007 to 2013.
Edit intent: meaning-changed
Original:  We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during the ongoing financial crisis by quantifying bank interrelations  from discussion in 1.3M news articles, spanning the years 2007 to 2013.
Revised:  We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during the ongoing financial crisis by quantifying bank interrelations from discussion in 1.3M news articles, spanning 2007Q1 to 2014Q3.
Edit intent: meaning-changed
Original: During last 15 years various parameterizations of the implied volatility (IV) surface were proposed in the literature to address few goals: a) given market data on some options build a no-arbitrage local volatility (Dupire's) surface to further exploit it for calibration of a local stochastic volatility model;
Revised: We propose a new static parameterization of the implied volatility (IV) surface were proposed in the literature to address few goals: a) given market data on some options build a no-arbitrage local volatility (Dupire's) surface to further exploit it for calibration of a local stochastic volatility model;
Edit intent: meaning-changed
Original: During last 15 years various parameterizations of the implied volatility (IV) surface were proposed in the literature to address few goals: a) given market data on some options build a no-arbitrage local volatility (Dupire's) surface to further exploit it for calibration of a local stochastic volatility model; b) obtain volatilities for pricing OTC options and other derivatives with strikes and maturities other than that offered by option exchanges; c) produce a volatility forecast over future periods of time, which is helpful in Value-at-Risk models, computing forward IVs and exposures, etc. , d) assess an adequacy of an option pricing model based on the shape of the IV surface. Among various existing parameterizations SVI model of Gatheral is the most elaborated one which takes into account a correct asymptotic behavior at wings, and respects no-arbitrage conditions as well as no-arbitrage interpolation and extrapolation.
Revised: During last 15 years various parameterizations of the implied volatility surface which is constructed by using polynomials of sigmoid functions combined with some other terms. This parameterization is flexible enough to fit market implied volatilities which demonstrate smile or skew. An arbitrage-free calibration algorithm is considered that constructs the implied volatility surface as a grid in the strike-expiration space and guarantees a lack of arbitrage at every node of this grid. We also demonstrate how to construct an arbitrage-free interpolation and extrapolation in time, as well as build a local volatility and implied pdf surfaces. Asymptotic behavior of this parameterization is discussed, as well as results on stability of the calibrated parameters are presented. Numerical examples show robustness of the proposed approach in building all these surfaces as well as no-arbitrage interpolation and extrapolation.
Edit intent: meaning-changed
Original:  Among various existing parameterizations SVI model of Gatheral is the most elaborated one which takes into account a correct asymptotic behavior at wings, and respects no-arbitrage conditions as well as no-arbitrage interpolation and extrapolation. In this paper we propose another class of parameterizations that deliver same functionality but sometimes with a better quality of fit .
Revised:  Among various existing parameterizations SVI model of Gatheral is the most elaborated one which takes into account a correct asymptotic behavior at wings, and respects no-arbitrage conditions as well as demonstrate a better quality of fit .
Edit intent: clarity
Original: In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class of non-negligible sets\mathcal{S , which we call Arbitrage de la classe S.
Revised: In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class \mathcal{S , which we call Arbitrage de la classe S.
Edit intent: clarity
Original: In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class of non-negligible sets\mathcal{S , which we call Arbitrage de la classe S.
Revised: In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class of non-negligible sets\mathcal{S , which we call Arbitrage de la classe S.
Edit intent: fluency
Original:  In particular for }  S being the open sets we show that the absence of arbitrage opportunities, with respect to an opportune filtration enlargement, guarantees the existence of full support martingale measures.
Revised:  In particular : for S= } S being the open sets we show that the absence of arbitrage opportunities, with respect to an opportune filtration enlargement, guarantees the existence of full support martingale measures.
Edit intent: meaning-changed
Original:  In particular for }  S being the open sets we show that the absence of arbitrage opportunities, with respect to an opportune filtration enlargement, guarantees the existence of full support martingale measures.
Revised:  In particular for \Omega} S being the open sets we show that the absence of arbitrage opportunities, with respect to an opportune filtration enlargement, guarantees the existence of full support martingale measures.
Edit intent: meaning-changed
Original:  In particular for }  S being the open sets we show that the absence of arbitrage opportunities, with respect to an opportune filtration enlargement, guarantees the existence of full support martingale measures.
Revised:  In particular for } absence of Model Independent Arbitrage is equivalent to the existence of a martingale measure; for S being the open sets we show that the absence of arbitrage opportunities, with respect to an opportune filtration enlargement, guarantees the existence of full support martingale measures.
Edit intent: meaning-changed
Original:  Finally we provide a dual representation  in terms of weakly open sets of probability measures, which highlights the robust nature of our approach .
Revised:  These results are obtained by adopting a technical filtration enlargement and by constructing a universal aggregator of all arbitrage opportunities. We further introduce the notion of market feasibility and provide its characterization via arbitrage conditions. We conclude providing a dual representation in terms of weakly open sets of probability measures, which highlights the robust nature of our approach .
Edit intent: meaning-changed
Original:  However, Boolean models allow variables to be valued at only true or false , which can appear too simplistic when modeling biological processes. Consequently, this work proposes a modeling approach derived from Boolean networks where fuzzy operators are used and where edges are tuned.
Revised:  However, Boolean models allow variables to be valued at only true or false , which can be too simplistic in some cases. The present work proposes a modeling approach derived from Boolean networks where fuzzy operators are used and where edges are tuned.
Edit intent: clarity
Original:  Consequently, this work proposes a modeling approach derived from Boolean networks where fuzzy operators are used and where edges are tuned. Fuzzy operators allow variables to be continuous and then to be more finely valued than with discrete modeling approaches, such as Boolean networks, while remaining qualitative.
Revised:  Consequently, this work proposes a modeling approach derived from Boolean networks where fuzzy operators are used and where edges can be tuned. Using continuous logical operators allows variables to be continuous and then to be more finely valued than with discrete modeling approaches, such as Boolean networks, while remaining qualitative.
Edit intent: clarity
Original:  Moreover, to consider that in a given biological network some interactions are slower and/or weaker relative to other ones, edge states are  computed in order to modulate in speed and strength the signal they convey.
Revised:  Moreover, to consider that in a given biological network some interactions are slower and/or weaker relative to other ones, edge states are also computed in order to modulate in speed and strength the signal they convey.
Edit intent: clarity
Original:  The obtained simulations show that continuous results are produced, thus allowing finer analysis , and that modulating the signal conveyed by the edges allows their tuning according to knowledge about the modeled interactions , thus incorporating more knowledge.
Revised:  The obtained simulations show that continuous results are produced, thus allowing finer analysis . The simulations also show that modulating the signal conveyed by the edges allows their tuning according to knowledge about the modeled interactions , thus incorporating more knowledge.
Edit intent: coherence
Original:  The obtained simulations show that continuous results are produced, thus allowing finer analysis , and that modulating the signal conveyed by the edges allows their tuning according to knowledge about the modeled interactions , thus incorporating more knowledge.
Revised:  The obtained simulations show that continuous results are produced, thus allowing finer analysis , and that modulating the signal conveyed by the edges allows to incorporate knowledge about the modeled interactions , thus incorporating more knowledge.
Edit intent: clarity
Original:  The obtained simulations show that continuous results are produced, thus allowing finer analysis , and that modulating the signal conveyed by the edges allows their tuning according to knowledge about the modeled interactions , thus incorporating more knowledge. The proposed modeling approach is expected to bring enhancements in the ability of qualitative models to simulate the dynamics of biological networks while not requiring quantitative information.
Revised:  The obtained simulations show that continuous results are produced, thus allowing finer analysis , and that modulating the signal conveyed by the edges allows their tuning according to knowledge about the interactions they model. The goal is to provide enhancements in the ability of qualitative models to simulate the dynamics of biological networks while not requiring quantitative information.
Edit intent: clarity
Original:  This motif may reduce cross-talk between signalling pathways, as the second phosphorylation site provides an opportunity for proofreading, especially when phosphorylation is distributive rather than processive.
Revised:  This motif may reduce cross-talk between signalling pathways, as the second phosphorylation site allows for proofreading, especially when phosphorylation is distributive rather than processive.
Edit intent: clarity
Original:  Here, we use a simple model with unsaturated reactants to show that specificity for one substrate over another drops as rebinding probabilities are increased and phosphorylation becomes pseudo-processive  .
Revised:  Here, we use a simple model with unsaturated reactants to show that specificity for one substrate over another drops as rebinding probabilities are increased and phosphorylation becomes pseudo-processive behavior becomes possible .
Edit intent: meaning-changed
Original:  The special feature is that the only information available to the investor is the one generated by the asset prices and, in particular, the return processes cannot be observed directly and assumed to be modelled by a stochastic differential equation.
Revised:  The special features is that the only information available to the investor is the one generated by the asset prices and, in particular, the return processes cannot be observed directly and assumed to be modelled by a stochastic differential equation.
Edit intent: fluency
Original:  The special feature is that the only information available to the investor is the one generated by the asset prices and, in particular, the return processes cannot be observed directly and assumed to be modelled by a stochastic differential equation. Using stochastic non-linear filtering and change of measure techniques, the partial observation context can be transformed into a full information context such that coefficients depend only on past history of observed prices (filters processes).
Revised:  The special feature is that the only information available to the investor is the one generated by the asset prices and, in particular, the return processes cannot be observed directly and assumed to be modelled by a stochastic differential equations. Using the change of measure techniques, the partial observation context can be transformed into a full information context such that coefficients depend only on past history of observed prices (filters processes).
Edit intent: coherence
Original:  The main difficulty is that these filters are valued in infinite-dimensional space: it satisfy a stochastic partial differential equations named "Kushner-Stratonovich equations".
Revised:  Adapting the stochastic non-linear filtering, we show that under some assumptions on the model coefficients, the estimation of the filters depend on a priorimodels for the trend and the stochastic volatility. Moreover, these filters satisfy a stochastic partial differential equations named "Kushner-Stratonovich equations".
Edit intent: meaning-changed
Original:  We also show that we need to introduce an a priori models for the trend and the stochastic volatility in order to evaluate the filters processes. The dynamic programming or maximum principle are still applicable and the associated Bellman equationor Hamiltonian system are now in infinite dimension .
Revised:  Using the martingale duality approach in this partially observed incomplete model, we can characterize the value function and the optimal portfolio. The main result here is that the dual value function associated to the martingale approach can be expressed, via the dynamic programmingapproach, in terms of the solution to a semilinear partial differential equation. We illustrate our results with some examples of stochastic volatility models popular in the financial literature .
Edit intent: meaning-changed
Original:  Furthermore evidence for a localization transition in eigenvectors related to small  eigenvalues in cross-correlations analysis of this model is found and a simple explanation of localization phenomena in financial time-series is provided  .
Revised:  Furthermore evidence for a localization transition in eigenvectors related to small and large eigenvalues in cross-correlations analysis of this model is found and a simple explanation of localization phenomena in financial time-series is provided .
Edit intent: meaning-changed
Original:  Furthermore evidence for a localization transition in eigenvectors related to small  eigenvalues in cross-correlations analysis of this model is found and a simple explanation of localization phenomena in financial time-series is provided  .
Revised:  Furthermore evidence for a localization transition in eigenvectors related to small eigenvalues in cross-correlations analysis of this model is found and a simple explanation of localization phenomena in financial time-series is provided . Finally we identify both in our model and in real financial data an inverted-bell effect in correlation between localized components and their local temperature: high and low temperature/volatility components are the most localized ones .
Edit intent: meaning-changed
Original:  Taking the cutoff distanceas variable, the paths are self similar above 6.8 \AA with a fractal dimension of 1.12 , remarkably close to Euclidean dimension.
Revised:  The dimensionality of shortest paths is calculated as a function of interaction cutoff distance. Shortest paths are self similar above 6.8 \AA with a fractal dimension of 1.12 , remarkably close to Euclidean dimension.
Edit intent: clarity
Original:  Taking the cutoff distanceas variable, the paths are self similar above 6.8 \AA with a fractal dimension of 1.12 , remarkably close to Euclidean dimension. Below 6.8 {\AA} , paths are multifractal  .
Revised:  Taking the cutoff distanceas variable, the paths are self similar above 6.8 \AA with a fractal dimension of 1.12 when calculated with step lengths larger than 6.8 {\AA} , paths are multifractal .
Edit intent: meaning-changed
Original:  The number of steps to traverse a shortest path is a discontinuous function of cutoff size at short wavelengths.
Revised:  The number of steps to traverse a shortest path is a discontinuous function of cutoff size at short cutoff values, showing abrupt decreases to smaller values as cutoff distance increases. As information progresses along the direction of a shortest path a large set of residues are affected because they are interacting neighbors to the residues of the shortest path. Thus, several residues are involved diffusively in information transport which may be identified with the present model.
Edit intent: meaning-changed
Original:  Shannon entropy of information transport between two residues along a shortest path is lower than the entropies along longer paths between the same two points leading to the conclusion that communication over shortest paths results in highest lossless encoding .
Revised:  The shortest path residues are the highly visited residues during information transport. These paths are shown to lie on the high entropy landscape of the protein where entropy is taken to increase with abundance of visits to nodes during signal transport .
Edit intent: meaning-changed