wanyu/IteraTeR_full_sent huggingface dataset:
Original:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 \AA%DIFDELCMD < }%%% . SWA successes include hairpin-like loops , cis-Pro touch turns, loops with lengths of up to 24 residues (well outside the range of previous methods), and five blind tests:
Revised:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 %DIFDELCMD < }%%% . SWA successes include hairpin-like loops , cis-Pro touch turns, loops with lengths of up to 24 residues (well outside the range of previous methods), and five blind tests:
Edit intent: fluency
Original:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 \AA%DIFDELCMD < }%%% . SWA successes include hairpin-like loops , cis-Pro touch turns, loops with lengths of up to 24 residues (well outside the range of previous methods), and five blind tests:
Revised:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 \AA%DIFDELCMD < }%%% enables enumerative sampling of a 12 residue loop at a significant but achievable cost of thousands of CPU-hours. In a previously established benchmark, SWA recovers crystallographic conformations with sub-Angstrom accuracy for 19 of 20 loops, compared to 14 of 20 by KIC modeling with a comparable expenditure of computational power. Furthermore, SWA gives high accuracy results on an additional set of 15 loops highlighted in the biological literature for their irregularity or unusual length. Successes include cis-Pro touch turns, loops with lengths of up to 24 residues (well outside the range of previous methods), and five blind tests:
Edit intent: meaning-changed
Original:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 \AA%DIFDELCMD < }%%% . SWA successes include hairpin-like loops , cis-Pro touch turns, loops with lengths of up to 24 residues (well outside the range of previous methods), and five blind tests:
Revised:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 \AA%DIFDELCMD < }%%% . SWA successes include hairpin-like loops , cis-Pro touch turns, loops that pass through tunnels of other side-chains, and loops of lengths up to 24 residues (well outside the range of previous methods), and five blind tests:
Edit intent: meaning-changed
Original:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 \AA%DIFDELCMD < }%%% . SWA successes include hairpin-like loops , cis-Pro touch turns, loops with lengths of up to 24 residues (well outside the range of previous methods), and five blind tests: all four loops of an unreleased 275-residue protein structure and an RNA-binding loop of YbxF, a target in the fourth RNA-puzzle competition.
Revised:  For 32 of 40 loops that challenged prior approaches, at least one of five lowest energy SWA models agrees with the crystallographic conformation with C \alpha%DIFDELCMD < } %%% RMSD accuracy better than 1.0 \AA%DIFDELCMD < }%%% . SWA successes include hairpin-like loops , cis-Pro touch turns, loops with lengths of up to 24 residues . Remaining problem cases are traced to inaccuracies in the Rosetta all-atom energy function. In five additional blind tests, SWA achieves sub-Angstrom accuracy models, including the first such success in a protein/RNA binding interface, the YbxF/kink-turn interaction in the fourth RNA-puzzle competition.
Edit intent: meaning-changed
Original:  We establish machine models that describe the interaction of parallel code with the hardware, going beyond a simplebottleneck analysis .
Revised:  Going beyond a simple bottleneck analysis, we employ the recently published Execution-Cache-Memory (ECM) model to describe the single- and multi-core performance of streaming kernels. The model refines the well-known roofline model, since it can predict the scaling and the saturation behavior of bandwidth-limited loop kernels on a multicore chip. The saturation point is especially relevant for considerations of energy consumption. From power dissipation measurements of benchmark programs with vastly different requirements to the hardware, going beyond a simplebottleneck analysis .
Edit intent: meaning-changed
Original:  Together with a phenomenological power model we are able to explain many peculiarities in the performance and power behavior of multicore processors, and derive guidelines for power-efficient execution of parallel programs  .
Revised:  Together with a phenomenological power model we are able to explain many peculiarities in the performance and power behavior of multicore processors, and derive guidelines for power-efficient execution of parallel programs . Finally, we show that the ECM and power models can be successfully used to describe the scaling and power behavior of a lattice-Boltzmann flow solver code .
Edit intent: meaning-changed
Original:  We employ a quasi-maximum likelihood estimator of the MSMD parameters based on the Whittle approximation and show that it is a computationally simple and fast alternative to the maximum likelihoodestimator, and works for general MSMD specifications .
Revised:  We employ a quasi-maximum likelihood estimator of the MSMD parameters based on the Whittle approximation and establish its strong consistency and asymptotic normality for general MSMD specifications. We show that the Whittle estimation is a computationally simple and fast alternative to the maximum likelihoodestimator, and works for general MSMD specifications .
Edit intent: meaning-changed
Original:  We employ a quasi-maximum likelihood estimator of the MSMD parameters based on the Whittle approximation and show that it is a computationally simple and fast alternative to the maximum likelihoodestimator, and works for general MSMD specifications .
Revised:  We employ a quasi-maximum likelihood estimator of the MSMD parameters based on the Whittle approximation and show that it is a computationally simple and fast alternative to maximum likelihood .
Edit intent: clarity
Original: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S \epsilon (s, \nu ) depends on a parameter \epsilon%DIFDELCMD < }\geq0 %%% with S0 (s, \nu )=s corresponding to the perfect liquid situation.
Revised: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S ^{\epsilon (s, \nu ) depends on a parameter \epsilon%DIFDELCMD < }\geq0 %%% with S0 (s, \nu )=s corresponding to the perfect liquid situation.
Edit intent: meaning-changed
Original: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S \epsilon (s, \nu ) depends on a parameter \epsilon%DIFDELCMD < }\geq0 %%% with S0 (s, \nu )=s corresponding to the perfect liquid situation.
Revised: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S \epsilon (s, \nu ) depends on a parameter \epsilon%DIFDELCMD < }\geq0 %%% with S0 (s, \nu )=s corresponding to the perfect liquid situation.
Edit intent: fluency
Original: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S \epsilon (s, \nu ) depends on a parameter \epsilon%DIFDELCMD < }\geq0 %%% with S0 (s, \nu )=s corresponding to the perfect liquid situation.
Revised: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S \epsilon (s, \nu ) depends on a parameter %DIFDELCMD < }\geq0 %%% with S0 (s, \nu )=s corresponding to the perfect liquid situation.
Edit intent: clarity
Original: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S \epsilon (s, \nu ) depends on a parameter \epsilon%DIFDELCMD < }\geq0 %%% with S0 (s, \nu )=s corresponding to the perfect liquid situation.
Revised: We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [2004], where the supply function S \epsilon (s, \nu ) depends on a parameter \epsilon%DIFDELCMD < }\geq0 %%% \epsilon\geq 0 with S^0 (s, \nu )=s corresponding to the perfect liquid situation.
Edit intent: meaning-changed
Original:  Using the PDE characterization of Cetin, Soner and Touzi [2010] , of the super-hedging cost of an option written on such a stock, we provide a Taylor expansion of the super-hedging cost in powers of \epsilon .
Revised:  Using the PDE characterization of Cetin, Soner and Touzi [2010] of the super-hedging cost of an option written on such a stock, we provide a Taylor expansion of the super-hedging cost in powers of \epsilon .
Edit intent: fluency
Original:  Using the PDE characterization of Cetin, Soner and Touzi [2010] , of the super-hedging cost of an option written on such a stock, we provide a Taylor expansion of the super-hedging cost in powers of \epsilon .
Revised:  Using the PDE characterization of Cetin, Soner and Touzi [2010] , of the super-hedging cost of an option written on such a stock, we provide a Taylor expansion of the super-hedging cost in powers of \epsilon .
Edit intent: fluency
Original:  In this paper, we formalize a banking network model originally proposed by researchers from Bank of England and elsewhere that may be applicable to scenarios such as the OTC derivatives market, define a  global stability measure for this model, and comprehensively evaluate the stability measure over more than 700,000 combinations of networks types and parameter combinations.
Revised:  In this paper, we formalize an extension of a financial network model originally proposed by researchers from Bank of England and elsewhere that may be applicable to scenarios such as the OTC derivatives market, define a global stability measure for this model, and comprehensively evaluate the stability measure over more than 700,000 combinations of networks types and parameter combinations.
Edit intent: clarity
Original:  In this paper, we formalize a banking network model originally proposed by researchers from Bank of England and elsewhere that may be applicable to scenarios such as the OTC derivatives market, define a  global stability measure for this model, and comprehensively evaluate the stability measure over more than 700,000 combinations of networks types and parameter combinations.
Revised:  In this paper, we formalize a banking network model originally proposed by Nier et al. for scenarios such as the OTC derivatives market, define a global stability measure for this model, and comprehensively evaluate the stability measure over more than 700,000 combinations of networks types and parameter combinations.
Edit intent: meaning-changed
Original:  In this paper, we formalize a banking network model originally proposed by researchers from Bank of England and elsewhere that may be applicable to scenarios such as the OTC derivatives market, define a  global stability measure for this model, and comprehensively evaluate the stability measure over more than 700,000 combinations of networks types and parameter combinations.
Revised:  In this paper, we formalize a banking network model originally proposed by researchers from Bank of England and elsewhere that may be applicable to scenarios such as the OTC derivatives market, define a suitable global stability measure for this model, and comprehensively evaluate the stability measure over more than 700,000 combinations of networks types and parameter combinations.
Edit intent: style
Original:  In this paper, we formalize a banking network model originally proposed by researchers from Bank of England and elsewhere that may be applicable to scenarios such as the OTC derivatives market, define a  global stability measure for this model, and comprehensively evaluate the stability measure over more than 700,000 combinations of networks types and parameter combinations.
Revised:  In this paper, we formalize a banking network model originally proposed by researchers from Bank of England and elsewhere that may be applicable to scenarios such as the OTC derivatives market, define a global stability measure for this model, and perform a comprehensive empirical evaluation of this stability measure over more than 700,000 combinations of networks types and parameter combinations.
Edit intent: clarity
Original:  Based on such comprehensive evaluations, we discuss some interesting implications of our evaluations of this stability measure, and derive topological properties and parameters combinations that may be used to flag the network as a possible fragile network.
Revised:  Based on such comprehensive evaluations, we discover many interesting implications of our evaluations of this stability measure, and derive topological properties and parameters combinations that may be used to flag the network as a possible fragile network.
Edit intent: clarity
Original:  Based on our evaluations, we discover many interesting implications of our evaluations of this stability measure, and derive topological properties and parameters combinations that may be used to flag the network as a possible fragile network. 
Revised:  Based on our evaluations, we discover many interesting implications of our evaluations of this stability measure, and derive topological properties and parameters combinations that may be used to flag the network as a possible fragile network. An interactive software FIN-STAB for computing the stability is available from the website www2.cs.uic.edu/~dasgupta/financial-simulator-files
Edit intent: meaning-changed
Original: A fund manager is paid performance fees with a high-water mark provision, and invests both fund's assets and  private wealth in separate but potentially correlated risky assets, aiming to maximize expected utility from private wealth in the long run.
Revised: A fund manager is paid performance fees with a high-water mark provision, and invests both fund's assets and own private wealth in separate but potentially correlated risky assets, aiming to maximize expected utility from private wealth in the long run.
Edit intent: clarity
Original:   The manager invests earned fees in the safe asset, allocating remaining private wealth in a constant-proportion portfolio, while the fund is managed as another constant-proportion portfolio , with risk aversion shifted towards one .
Revised:  This conclusion is valid both for a hedge fund manager, who is paid performance fees with a high-water mark provision, and for a mutual fund manager, who is paid management fees proportional to the fund's assets. The manager invests earned fees in the safe asset, allocating remaining private wealth in a constant-proportion portfolio, while the fund is managed as another constant-proportion portfolio , with risk aversion shifted towards one .
Edit intent: meaning-changed
Original:  We propose a dynamic transition, which has potential application in understanding non-equilibrium processes such as transcription and replication of DNA, unfolding of proteins and RNA etc.
Revised: A simple model of DNA based on two interacting polymers has been used to study the unzipping of a double stranded DNA subjected to a periodic force. We propose a dynamic transition, which has potential application in understanding non-equilibrium processes such as transcription and replication of DNA, unfolding of proteins and RNA etc.
Edit intent: meaning-changed
Original:  We propose a dynamic transition, which has potential application in understanding non-equilibrium processes such as transcription and replication of DNA, unfolding of proteins and RNA etc. Here, we demonstrate that without changing the physiological condition, a DNA may be brought to a new dynamic state from the zipped or unzipped state by varying the frequency of the applied force.
Revised:  We propose a dynamical transition, where without changing the physiological condition, a DNA may be brought to a new dynamic state from the zipped or unzipped state by varying the frequency of the applied force.
Edit intent: clarity
Original:  Here, we demonstrate that without changing the physiological condition, a DNA may be brought to a new dynamic state from the zipped or unzipped state by varying the frequency of the applied force.
Revised:  Here, we demonstrate that without changing the physiological condition, a DNA may be brought to a new dynamic state from the zipped /unzipped state to a new dynamic (hysteretic) state by varying the frequency of the applied force.
Edit intent: meaning-changed
Original: In the present work, a novel second-order approximation for ATM option prices under an exponential tempered stable model, a rich class of L\'evy processes with desirable features for financial modeling, is derived and, then, extended to a model with an additional independent Brownian component .
Revised: In the present work, a novel second-order approximation for ATM option prices is derived for a large class of exponential L\'evy processes with desirable features for financial modeling, is derived and, then, extended to a model with an additional independent Brownian component .
Edit intent: clarity
Original: In the present work, a novel second-order approximation for ATM option prices under an exponential tempered stable model, a rich class of L\'evy processes with desirable features for financial modeling, is derived and, then, extended to a model with an additional independent Brownian component .
Revised: In the present work, a novel second-order approximation for ATM option prices under an exponential tempered stable model, a rich class of L\'evy models .
Edit intent: clarity
Original:  Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the   process becomes stable .
Revised:  Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the pure-jump component of the log-return process becomes stable .
Edit intent: meaning-changed
Original:  Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the   process becomes stable .
Revised:  Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the process becomes a Y-stable process becomes stable .
Edit intent: meaning-changed
Original:  In contrast, under  a pure-jump tempered stable model, the dependence on the overall jump intensity and Y is already reflected in the leading term, which is of the form d_{1} t^{1/Y}.
Revised:  In contrast, under such a pure-jump tempered stable model, the dependence on the overall jump intensity and Y is already reflected in the leading term, which is of the form d_{1} t^{1/Y}.
Edit intent: clarity
Original:  In contrast, under  a pure-jump tempered stable model, the dependence on the overall jump intensity and Y is already reflected in the leading term, which is of the form d_{1} t^{1/Y}.
Revised:  In contrast, under a pure-jump model, the dependence on the overall jump intensity and Y is already reflected in the leading term, which is of the form d_{1} t^{1/Y}.
Edit intent: clarity
Original:  In the presence of a Brownian component, the second-order term, in time-t, is of the form d_{2}  t^{(3-Y)/2}, with the coefficient d_{2 on Y, the degree of jump activity, on \sigma, the volatility of the continuous component, and on an additional parameter controlling the intensity of the "small" jumps (regardless of their signs).
Revised:  In the presence of a Brownian component, the second-order term, in time-t, is of the form d_{2} \, t^{(3-Y)/2}, with the coefficient d_{2 on Y, the degree of jump activity, on \sigma, the volatility of the continuous component, and on an additional parameter controlling the intensity of the "small" jumps (regardless of their signs).
Edit intent: meaning-changed
Original:  In the presence of a Brownian component, the second-order term, in time-t, is of the form d_{2}  t^{(3-Y)/2}, with the coefficient d_{2 on Y, the degree of jump activity, on \sigma, the volatility of the continuous component, and on an additional parameter controlling the intensity of the "small" jumps (regardless of their signs).
Revised:  In the presence of a Brownian component, the second-order term, in time-t, is of the form d_{2} t^{(3-Y)/2}, with d_{2 on Y, the degree of jump activity, on \sigma, the volatility of the continuous component, and on an additional parameter controlling the intensity of the "small" jumps (regardless of their signs).
Edit intent: clarity
Original:  /2\pi. } In contrast, under a pure-jump model, the dependence on Y and on the separate intensities of negative and positive small jumps are already reflected in the leading term, which is of the form d_{1}t^{1/Y}.
Revised:  This extends the well known result that the leading first-order term is \sigma t^{1/2/2\pi. } In contrast, under a pure-jump model, the dependence on Y and on the separate intensities of negative and positive small jumps are already reflected in the leading term, which is of the form d_{1}t^{1/Y}.
Edit intent: meaning-changed
Original:  Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the pure-jump component of the log-return process becomes a Y-stable process. Our approach is sufficiently general to cover a wide class of L\'evy processes which satisfy the latter property and whose L\'evy densitiy can be closely approximated by a stable density near the origin.
Revised:  Our approach is sufficiently general to cover a wide class of L\'evy processes which satisfy the latter property and whose L\'evy densitiy can be closely approximated by a stable density near the origin.
Edit intent: coherence
Original:  Our approach is sufficiently general to cover a wide class of L\'evy processes which satisfy the latter property and whose L\'evy densitiy can be closely approximated by a stable density near the origin.
Revised:  Our approach is sufficiently general to cover a wide class of L\'{e processes which satisfy the latter property and whose L\'evy densitiy can be closely approximated by a stable density near the origin.
Edit intent: meaning-changed
Original:  Our approach is sufficiently general to cover a wide class of L\'evy processes which satisfy the latter property and whose L\'evy densitiy can be closely approximated by a stable density near the origin.
Revised:  Our approach is sufficiently general to cover a wide class of L\'evy processes which satisfy the latter property and whose L\'{e densitiy can be closely approximated by a stable density near the origin.
Edit intent: fluency