wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The paper examines origins of this view by following three papers , that have received wide acceptance from practitioners as providing the theoretical foundations for it - [Piterbarg 2010], [Burgard and Kjaer 2010] and [Burgard and Kjaer 2013].
Revised:  The paper examines origins of this view by following three papers , that have received wide acceptance from practitioners as the theoretical foundations for it - [Piterbarg 2010], [Burgard and Kjaer 2010] and [Burgard and Kjaer 2013].
Edit intent: clarity
Original:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ]  no-arbitrage pricing theory .
Revised:  The review reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ] no-arbitrage pricing theory .
Edit intent: clarity
Original:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ]  no-arbitrage pricing theory .
Revised:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these papers. In particular, a key component of the approach - prescription of cost components to a risk-free money account, generates derivative prices that are not cleared by the markets that trade the derivative and its underlying securities. It also introduces several risk-free positions (accounts) that accrue at persistently non-zero spreads with respect to each other and the risk free rate. In the case of derivatives with counterparty default risk ] no-arbitrage pricing theory .
Edit intent: meaning-changed
Original:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ]  no-arbitrage pricing theory .
Revised:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the Burgard and Kjaer 2013] no-arbitrage pricing theory .
Edit intent: meaning-changed
Original:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ]  no-arbitrage pricing theory .
Revised:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ] introduces an approach referred to as semi-replication, which through the choice of cost components in the money account results in derivative prices that carry arbitrage opportunities in the form of holding portfolio of counterparty's bonds versus a derivative position with it. This paper derives no-arbitrage pricing theory .
Edit intent: meaning-changed
Original:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ]  no-arbitrage pricing theory .
Revised:  The paper reveals several conceptual and technical inconsistencies with the approaches taken in these articles, and in general concludes that none of the statements above either follows from or is required by the ] no-arbitrage expressions for default-risky derivative contracts with and without collateral, avoiding these inconsistencies .
Edit intent: meaning-changed
Original:  As an application, we establish the sub and supersolutions for a class of non-stationary HJB (Hamilton-Jacobi-Bellman) equations with fractional Laplacian operator via Feynman-Kac functionals associated to \alpha-stable processes, which enables us to verify its solvability together with comparison principle and Perron's method .
Revised:  As an application, we establish the sub and supersolutions for a class of non-stationary HJB (Hamilton-Jacobi-Bellman) equations with fractional Laplacian operator via Feynman-Kac functionals associated to \alpha-stable processes, which help verify the solvability of the original HJB equation .
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Original:  Results also provide enough evidence that temporal representation of features are informative since they can improve the accuracy over time which is in line with the well-known idea of speed accuracy trade-off in decision making studies.
Revised:  Results also provide enough evidence that temporal representation of features are informative since they can improve the accuracy of a biological plausible decision maker over time. This is also in line with the well-known idea of speed accuracy trade-off in decision making studies.
Edit intent: meaning-changed
Original: In this note we prove Pearl's conjecture , showing that the exclusion restriction of an instrument  cannot be tested without structural assumptions in general instrumental variable models with a continuously distributed endogenous variable .
Revised: Instrumental variables have informed the research on causal inference in economics over the last century. Despite their ubiquity and decided usefulness, the current consensus in the literature is that the validity of an instrument cannot be tested, particularly when the treatment is continuous. This note addresses this issue in two ways. As a first contribution, it presents a proof confirming the conjecture in Pearl (1995) , showing that the exclusion restriction of an instrument cannot be tested without structural assumptions in general instrumental variable models with a continuously distributed endogenous variable .
Edit intent: meaning-changed
Original: In this note we prove Pearl's conjecture , showing that the exclusion restriction of an instrument  cannot be tested without structural assumptions in general instrumental variable models with a continuously distributed endogenous variable . This stands in contrast to models with a discretely distributed endogenous variable, where tests have been devised in the literature, and shows that there is a fundamental difference between the continuous and the discrete case .
Revised: In this note we prove Pearl's conjecture , showing that the exclusion restriction of an instrument cannot be tested in the most general case when the endogenous variable is continuous. However, as a second contribution, it shows that already weak restrictions on the instrumental variable model reestablish theoretical testability. Continuity is already enough. Monotonicity introduces further testable implications .
Edit intent: meaning-changed
Original: Instrumental variables have informed the research on causal inference in economics over the last century. Despite their ubiquity and decided usefulness, the current consensus in the literature is that the validity of an instrument cannot be tested, particularly when the treatment is continuous. This note addresses this issue in two ways. As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability}  the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Revised: This note presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability} the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Edit intent: clarity
Original:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability}  the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Revised:  As a first contribution, it presents a proof of the conjecture in Pearl (1995), showing that \citet*{pearl1995testability} the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Edit intent: clarity
Original:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability}  the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Revised:  As a first contribution, it presents a proof confirming the conjecture in \citet*{pearl1995testability} the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Edit intent: clarity
Original:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability}  the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Revised:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability} about testing the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Edit intent: clarity
Original:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability}  the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous.
Revised:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability} the validity of an instrumental variable in hidden variable models. It implies that instrument validity cannot be tested in the most general case when the endogenous variable is continuous.
Edit intent: meaning-changed
Original:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability}  the validity of an instrument indeed cannot be tested in the most general case when the endogenous variable is continuous. However, as a second contribution, it shows that already weak restrictions on the instrumental variable modelreestablish theoretical testability . Continuity is already enough. Monotonicity introduces further testable implications .
Revised:  As a first contribution, it presents a proof confirming the conjecture in Pearl (1995), showing that \citet*{pearl1995testability} the validity of an instrument indeed cannot be tested in the case where the endogenous treatment is continuously distributed. This stands in contrast to the classical testability results for instrument validity when the treatment is discrete. However, imposing weak structural assumptions on the model, such as continuity between the observable variables, can re-establish theoretical testability in the continuous setting .
Edit intent: clarity
Original:  The fact that data that have to be classified are often only available in small amounts reinforces the need for techniques to generalize learned information, as performances of brain-computer interfaces (BCIs) are enhanced by increasing quantity of disposable data.
Revised:  The fact that data that have to be classified are often only available in small amounts reinforces the need for techniques to generalize learned information, as performances of brain-computer interfaces (BCIs) are enhanced by increasing quantity of available data.
Edit intent: clarity
Original:  Decoding on the intracranial data without pre-transfer reaches median accuracies of (76.94 \pm 2.17 )\,\\%DIF < and (81.50 \pm 9.49)\,\\%, respectively.abstract %DIF > . Decoding on only 10\\% of the data without pre-training reaches performances of (54.76 \pm 3.56)\,\\%, compared to (64.95 \pm 0.79)\,\\% with pre-training.
Revised:  Classification on the intracranial data without pre-transfer reaches median accuracies of (76.94 \pm 2.17 )\,\\%DIF < and (81.50 \pm 9.49)\,\\%, respectively.abstract %DIF > . Decoding on only 10\\% of the data without pre-training reaches performances of (54.76 \pm 3.56)\,\\%, compared to (64.95 \pm 0.79)\,\\% with pre-training.
Edit intent: fluency
Original:  Decoding on the intracranial data without pre-transfer reaches median accuracies of (76.94 \pm 2.17 )\,\\%DIF < and (81.50 \pm 9.49)\,\\%, respectively.abstract %DIF > . Decoding on only 10\\% of the data without pre-training reaches performances of (54.76 \pm 3.56)\,\\%, compared to (64.95 \pm 0.79)\,\\% with pre-training.
Revised:  Decoding on the intracranial data yields in median accuracies up to (81.50 \pm 2.17 )\,\\%DIF < and (81.50 \pm 9.49)\,\\%, respectively.abstract %DIF > . Decoding on only 10\\% of the data without pre-training reaches performances of (54.76 \pm 3.56)\,\\%, compared to (64.95 \pm 0.79)\,\\% with pre-training.
Edit intent: clarity
Original:  Decoding on the intracranial data without pre-transfer reaches median accuracies of (76.94 \pm 2.17 )\,\\%DIF < and (81.50 \pm 9.49)\,\\%, respectively.abstract %DIF > . Decoding on only 10\\% of the data without pre-training reaches performances of (54.76 \pm 3.56)\,\\%, compared to (64.95 \pm 0.79)\,\\% with pre-training.
Revised:  Decoding on the intracranial data without pre-transfer reaches median accuracies of (76.94 \pm 9.49 )\,\\%DIF < and (81.50 \pm 9.49)\,\\%, respectively.abstract %DIF > . Decoding on only 10\\% of the data without pre-training reaches performances of (54.76 \pm 3.56)\,\\%, compared to (64.95 \pm 0.79)\,\\% with pre-training.
Edit intent: clarity
Original:  We introduce the local solution clustering problem for a system of polynomial equations, that is grouping all its complex solutions lying in an initial complex domain in clusters smaller than a given real number \epsilon>0, and counting the sum of multiplicities of the solutions in each clusters .
Revised:  We introduce the local solution clustering problem for a system of polynomial equations, that is grouping all its complex solutions lying in an initial complex domain in clusters smaller than a given real number \epsilon>0, and counting the sum of multiplicities of the solutions in each cluster .
Edit intent: fluency
Original: This report is about finding clusters of complex solutions of triangular systems of polynomial equations. We introduce the local solution clustering problem for a system of polynomial equations, that is grouping all its complex solutions lying in an initial complex domain in clusters smaller than a given real number \epsilon^n, for any given \epsilon} > 0, and counting the sum of multiplicities of the solutions in each cluster.
Revised: This paper gives the first algorithm for finding a set of natural \epsilon-clusters of complex zeros of a triangular system of polynomials within a given polybox in \mathbb{C^n, for any given \epsilon} > 0, and counting the sum of multiplicities of the solutions in each cluster.
Edit intent: meaning-changed
Original:  We introduce the local solution clustering problem for a system of polynomial equations, that is grouping all its complex solutions lying in an initial complex domain in clusters smaller than a given real number \epsilon^n, for any given \epsilon} > 0, and counting the sum of multiplicities of the solutions in each cluster. For triangular systems, we propose a criterion based on the Pellet theorem to count the sum of the multiplicities of the solutions in a cluster. We also propose an algorithm for solving the local solution clustering problem for triangular systems, based on a recent near-optimal algorithm  for clustering the complex roots of univariate polynomials .
Revised:  We introduce the local solution clustering problem for a system of polynomial equations, that is grouping all its complex solutions lying in an initial complex domain in clusters smaller than a given real number \epsilon^n, for any given \epsilon} > 0. Our algorithm is based on a recent near-optimal algorithm for clustering the complex roots of univariate polynomials .
Edit intent: coherence
Original:  We also propose an algorithm for solving the local solution clustering problem for triangular systems, based on a recent near-optimal algorithm  for clustering the complex roots of univariate polynomials .
Revised:  We also propose an algorithm for solving the local solution clustering problem for triangular systems, based on a recent near-optimal algorithm of Becker et al (2016) for clustering the complex roots of univariate polynomials .
Edit intent: meaning-changed
Original:  We also propose an algorithm for solving the local solution clustering problem for triangular systems, based on a recent near-optimal algorithm  for clustering the complex roots of univariate polynomials .
Revised:  We also propose an algorithm for solving the local solution clustering problem for triangular systems, based on a recent near-optimal algorithm for clustering the complex roots of a univariate polynomial where the coefficients are represented by number oracles .
Edit intent: meaning-changed
Original:  In particular, we replicate the simulation exercises in Su, Shi, and Phillips (2016) and Shi (2016) to show the robust performance of convex optimization cross platforms.
Revised:  Combining R and the convex solver MOSEK achieves faster speed and equivalent accuracy, demonstrated by examples from Su, Shi, and Phillips (2016) and Shi (2016) to show the robust performance of convex optimization cross platforms.
Edit intent: meaning-changed
Original:  In particular, we replicate the simulation exercises in Su, Shi, and Phillips (2016) and Shi (2016) to show the robust performance of convex optimization cross platforms. Combining R and the convex solver MOSEK achieves faster speed and equivalent accuracy as in the original papers .
Revised:  In particular, we replicate the simulation exercises in Su, Shi, and Phillips (2016) and Shi (2016) to show the robust performance of convex optimization is witnessed cross platforms .
Edit intent: meaning-changed
Original:  Methods: We develop a process for simulating dynamic maternal-fetal abdominal ECG mixtures using a synthetic cardiac source  embedded in a finite element volume conductor model . Using this process, changes in NI-FECG signal morphology are assessed in an extensive set of finite element models including spatially variable distributions of vernix caseosa.
Revised:  Methods: We develop a process for simulating dynamic maternal-fetal abdominal ECG mixtures using a synthetic cardiac source model embedded in a finite element volume conductor model . Using this process, changes in NI-FECG signal morphology are assessed in an extensive set of finite element models including spatially variable distributions of vernix caseosa.
Edit intent: fluency
Original:  Methods: We develop a process for simulating dynamic maternal-fetal abdominal ECG mixtures using a synthetic cardiac source  embedded in a finite element volume conductor model . Using this process, changes in NI-FECG signal morphology are assessed in an extensive set of finite element models including spatially variable distributions of vernix caseosa.
Revised:  Methods: We develop a process for simulating dynamic maternal-fetal abdominal ECG mixtures using a synthetic cardiac source embedded in a finite element volume conductor . Using this process, changes in NI-FECG signal morphology are assessed in an extensive set of finite element models including spatially variable distributions of vernix caseosa.
Edit intent: fluency
Original:  Moreover, these task-optimized ConvRNNs explained the dynamics of neural activity in the primate visual system better than feedforward networks, suggesting a role for the brain's recurrent connections in performing difficult visual behaviors.
Revised:  Moreover, these task-optimized ConvRNNs matched the dynamics of neural activity in the primate visual system better than feedforward networks, suggesting a role for the brain's recurrent connections in performing difficult visual behaviors.
Edit intent: clarity
Original:  Our findings suggest that lagged cointegration errors have predictive power for regime shifts and these movements between business cycle stages are mostly driven by differences in error variances .
Revised:  The results suggest that the regime allocation is governed by a subset of short-run adjustment coefficients and regime-specific variance-covariance matrices. These findings are complemented by an out-of-sample forecast exercise, illustrating the advantages of the model for predicting Euro area inflation in real time .
Edit intent: meaning-changed
Original: The stock market is a nonlinear, nonstationary, dynamic, and complex system. There are several factors that affect the stock market conditions, such as news, social media, expert opinion, political transitions, and natural disasters. In addition, the market must also be able to handle the situation of illegal insider trading , which impacts the integrity and value of stocks . Illegal insider trading occurs when trading is performed based on non-public (private, leaked, tipped) information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public.
Revised: Illegal insider trading of stocks is based on releasing non-public (private, leaked, tipped) information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public.
Edit intent: clarity
Original:  Illegal insider trading occurs when trading is performed based on non-public (private, leaked, tipped) information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public.
Revised:  Illegal insider trading occurs when trading is performed based on non-public information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public.
Edit intent: clarity
Original:  In this work, we present different types of insider trading approaches, techniques and our proposed approach for detecting and predicting insider trader using a deep-learning based approach combined with discrete signal processing on  time series data  .
Revised:  In this work, we present an approach that detects and predicts illegal insider trading proactively from large heterogeneous sources of structured and unstructured data using a deep-learning based approach combined with discrete signal processing on time series data .
Edit intent: clarity
Original:  In this work, we present different types of insider trading approaches, techniques and our proposed approach for detecting and predicting insider trader using a deep-learning based approach combined with discrete signal processing on  time series data  .
Revised:  In this work, we present different types of insider trading approaches, techniques and our proposed approach for detecting and predicting insider trader using a deep-learning based approach combined with discrete signal processing on the time series data .
Edit intent: fluency
Original:  In this work, we present different types of insider trading approaches, techniques and our proposed approach for detecting and predicting insider trader using a deep-learning based approach combined with discrete signal processing on  time series data  .
Revised:  In this work, we present different types of insider trading approaches, techniques and our proposed approach for detecting and predicting insider trader using a deep-learning based approach combined with discrete signal processing on time series data . In addition, we use a tree-based approach that visualizes events and actions to aid analysts in their understanding of large amounts of unstructured data. Using existing data, we have discovered that our approach has a good success rate in detecting illegal insider trading patterns .
Edit intent: meaning-changed