wanyu/IteraTeR_full_sent huggingface dataset:
Original:  We analyze three antimicrobial peptides, a class of membrane-associated molecules that specifically target and destabilize bacterial membranes, and find qualitatively different sensing characteristics that would be difficult to resolve with other methods.
Revised:  We analyse three amphipathic antimicrobial peptides, a class of membrane-associated molecules that specifically target and destabilize bacterial membranes, and find qualitatively different sensing characteristics that would be difficult to resolve with other methods.
Edit intent: meaning-changed
Original:  Here, we apply the disparity filter method based on a high-flux fluctuation analysis to extract the metabolic backbones of two URLanisms, Escherichia coli and Mycoplasma pneumoniae, using computationally predicted fluxes that maximize their growth rate .
Revised:  Here, we disclose the metabolic backbone of Escherichia coli using computationally predicted fluxes that maximize their growth rate .
Edit intent: clarity
Original:  Here, we apply the disparity filter method based on a high-flux fluctuation analysis to extract the metabolic backbones of two URLanisms, Escherichia coli and Mycoplasma pneumoniae, using computationally predicted fluxes that maximize their growth rate .
Revised:  Here, we apply the disparity filter method based on a high-flux fluctuation analysis to extract the metabolic backbones of two URLanisms, Escherichia coli and Mycoplasma pneumoniae, using computationally predicted fluxes that maximize the growth rate in glucose medium, and we contrast it with the backbone of Mycoplasma pneumoniae, a much URLanism .
Edit intent: meaning-changed
Original:  We find that the metabolic backbones of URLanisms in minimal medium are mainly composed of a core of reactions belonging to ancient pathways, meaning that reactions in the early stages of the life of URLanisms still remain at present significant for biomass production.
Revised:  We find that the core of both backbones are mainly composed of a core of reactions belonging to ancient pathways, meaning that reactions in the early stages of the life of URLanisms still remain at present significant for biomass production.
Edit intent: clarity
Original:  We find that the metabolic backbones of URLanisms in minimal medium are mainly composed of a core of reactions belonging to ancient pathways, meaning that reactions in the early stages of the life of URLanisms still remain at present significant for biomass production.
Revised:  We find that the metabolic backbones of URLanisms in minimal medium are mainly composed of reactions in ancient pathways, meaning that reactions in the early stages of the life of URLanisms still remain at present significant for biomass production.
Edit intent: clarity
Original:  We find that the metabolic backbones of URLanisms in minimal medium are mainly composed of a core of reactions belonging to ancient pathways, meaning that reactions in the early stages of the life of URLanisms still remain at present significant for biomass production.
Revised:  We find that the metabolic backbones of URLanisms in minimal medium are mainly composed of a core of reactions belonging to ancient pathways, meaning that those reactions still remain at present significant for biomass production.
Edit intent: clarity
Original:  Here, we disclose the metabolic backbone of Escherichia coli using the computationally predicted fluxes which maximize the growth rate in glucose minimal medium, and we contrast it with the backbone of Mycoplasma pneumoniae, a much URLanism.
Revised:  Here, we disclose the metabolic backbone of Escherichia coli using the computationally predicted fluxes which maximize the growth rate in glucose minimal medium, and we compare it with the backbone of Mycoplasma pneumoniae, a much URLanism.
Edit intent: fluency
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We determine the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: clarity
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem between radially symmetric initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: meaning-changed
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: clarity
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R^d and show the uniqueness of optimizer . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: clarity
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: fluency
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p where 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: coherence
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% 4 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: coherence
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in \leq 1 , and the assumption of radial symmetry of \mu and \nu is important .
Edit intent: meaning-changed
Original: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the assumption of radial symmetry of \mu and \nu is important .
Revised: We consider the optimal structure of couplings for the Martingale transport problem with initial and terminal laws \mu, \nu on R^d \R . Here optimality means that such solutions will minimize the functional E \E |X-Y|^p . We show how such optimal couplings are described and unique when 0<p %DIFDELCMD < \leq1%%% . We apply the monotonicity principle introduced in 4 , and the dimension d is arbitrary .
Edit intent: clarity
Original:  Conversely, when considering a %DIFDELCMD < {\it %%% news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50 %DIFDELCMD < \\%%% %DIF < of the companies such signal Granger-causes price returns.
Revised:  Conversely, when considering a %DIFDELCMD < {\it %%% news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50 %DIFDELCMD < \\%%% %DIF < of the companies such signal Granger-causes price returns.
Edit intent: fluency
Original:  Our result indicates a "wisdom-of-the-crowd" effect that allows to exploit users' activity to identify and weigh properly the relevant and surprising news, enhancing considerably the forecasting power of the news sentiment.abstract 
Revised:  Our result indicates a "wisdom-of-the-crowd" effect that allows to exploit users' activity to identify and weigh properly the relevant and surprising news, enhancing considerably the forecasting power of the news sentiment.abstract \% of the companies such signal Granger-causes price returns. Our result indicates a "wisdom-of-the-crowd" effect that allows to exploit users' activity to identify and weigh properly the relevant and surprising news, enhancing considerably the forecasting power of the news sentiment.
Edit intent: meaning-changed
Original:  Conversely, when considering a news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50\% of the companies such signal Granger-causes  price returns.
Revised:  Conversely, when considering a "news signal" where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50\% of the companies such signal Granger-causes price returns.
Edit intent: fluency
Original:  Conversely, when considering a news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50\% of the companies such signal Granger-causes  price returns.
Revised:  Conversely, when considering a news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for nearly 50\% of the companies such signal Granger-causes price returns.
Edit intent: clarity
Original:  Conversely, when considering a news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50\% of the companies such signal Granger-causes  price returns.
Revised:  Conversely, when considering a news signal where in a given time interval we compute the average sentiment of the clicked news, weighted by the number of clicks, we show that for more the 50\% of the companies such signal Granger-causes hourly price returns.
Edit intent: meaning-changed
Original: The paper studies equilibrium sharing of risk among limited number of strategically-behaved agents. We propose a Nash game where agents' strategic sets consist of all possible sharing securities and pricing kernels that are consistent with Arrow-Debreu sharing rules.
Revised: The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing securities and pricing kernels that are consistent with Arrow-Debreu sharing rules.
Edit intent: meaning-changed
Original:  The risk-sharing Nash equilibrium admits a finite-dimensional characterisation and it is proved to  be unique in the case of two agents. In Nash risk-sharing equilibrium agents choose to share random endowments that are different than their actual ones , and the shared securities are endogenously bounded, implying (amongst other things) loss of efficiency.
Revised:  The risk-sharing Nash equilibrium admits a finite-dimensional characterisation and it is proved to be unique in the two-agent game. In equilibrium, agents choose to share random endowments that are different than their actual ones , and the shared securities are endogenously bounded, implying (amongst other things) loss of efficiency.
Edit intent: clarity
Original:  In Nash risk-sharing equilibrium agents choose to share random endowments that are different than their actual ones , and the shared securities are endogenously bounded, implying (amongst other things) loss of efficiency.
Revised:  In Nash risk-sharing equilibrium agents choose to declare beliefs on future random outcomes different from their actual probability assessments , and the shared securities are endogenously bounded, implying (amongst other things) loss of efficiency.
Edit intent: clarity
Original:  In Nash risk-sharing equilibrium agents choose to share random endowments that are different than their actual ones , and the shared securities are endogenously bounded, implying (amongst other things) loss of efficiency.
Revised:  In Nash risk-sharing equilibrium agents choose to share random endowments that are different than their actual ones , and the risk-sharing securities are endogenously bounded, implying (amongst other things) loss of efficiency.
Edit intent: fluency
Original:  In equilibrium, agents choose to declare beliefs on future random outcomes different from their actual probability assessments, and the risk-sharing securities are endogenously bounded, implying ( amongst other things) loss of efficiency.
Revised:  In equilibrium, agents choose to declare beliefs on future random outcomes different than their actual probability assessments, and the risk-sharing securities are endogenously bounded, implying ( amongst other things) loss of efficiency.
Edit intent: fluency
Original:  In equilibrium, agents choose to declare beliefs on future random outcomes different from their actual probability assessments, and the risk-sharing securities are endogenously bounded, implying ( amongst other things) loss of efficiency.
Revised:  In equilibrium, agents choose to declare beliefs on future random outcomes different from their actual probability assessments, and the risk-sharing securities are endogenously bounded, implying ( among other things) loss of efficiency.
Edit intent: fluency
Original: We introduce econometric methods to perform estimation and inference on the permanent and transitory components of the stochastic discount factor (SDF ) in dynamic Markov environments.
Revised: Stochastic discount factor (SDF) processes in dynamic economies admit a permanent-transitory decomposition in which the permanent component characterizes pricing over long investment horizons. This paper introduces econometric methods to perform estimation and inference on the permanent and transitory components of the stochastic discount factor (SDF ) in dynamic Markov environments.
Edit intent: meaning-changed
Original: We introduce econometric methods to perform estimation and inference on the permanent and transitory components of the stochastic discount factor (SDF ) in dynamic Markov environments. The approach is nonparametric in that it does not impose parametric restrictions on the law of motion of the state process. We propose sieve estimators of the eigenvalue-eigenfunction pair which are used to decompose the SDF into its permanent and transitory components , as well as estimators of the long-run yield and the entropy of the permanent component of the SDF, allowing for a wide variety of empirically relevant setups.
Revised: We introduce econometric methods to perform estimation and inference on the permanent and transitory components of the SDF process. We show how to estimate the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009) using data on the Markov state and the SDF process. Estimating directly the eigenvalue and eigenfunction allows one to (1) construct empirically the time series of the permanent and transitory components , as well as estimators of the long-run yield and the entropy of the permanent component of the SDF, allowing for a wide variety of empirically relevant setups.
Edit intent: meaning-changed
Original:  We propose sieve estimators of the eigenvalue-eigenfunction pair which are used to decompose the SDF into its permanent and transitory components , as well as estimators of the long-run yield and the entropy of the permanent component of the SDF, allowing for a wide variety of empirically relevant setups.
Revised:  We propose sieve estimators of the eigenvalue-eigenfunction pair which are used to decompose the SDF into its permanent and transitory components of the SDF process and (2) estimate the yield and the entropy of the permanent component of the SDF, allowing for a wide variety of empirically relevant setups.
Edit intent: meaning-changed
Original:  We propose sieve estimators of the eigenvalue-eigenfunction pair which are used to decompose the SDF into its permanent and transitory components , as well as estimators of the long-run yield and the entropy of the permanent component of the SDF, allowing for a wide variety of empirically relevant setups.Consistency and convergence rates are established.The estimators of the eigenvalue, yield and entropy are shown to be asymptotically normal and semiparametrically efficient when the SDF is observable. We also introduce nonparametric estimators of the continuation value under Epstein-Zin preferences, thereby extending the scope of our estimators to an important class of recursive preferences. The estimators are simple to implement, perform favorably in simulations, and may be used to numerically compute the eigenfunction and its eigenvalue in fully specified models when analytical solutions are not available .
Revised:  We propose sieve estimators of the eigenvalue-eigenfunction pair which are used to decompose the SDF into its permanent and transitory components , as well as estimators of the long-run yield and the change of measure which characterize pricing over long investment horizons. The methodology is nonparametric, i.e., it does not impose any tight parametric restrictions on the dynamics of the state variables and the SDF process. We derive the large-sample properties of the estimators and illustrate favorable performance in simulations. The methodology is applied to study an economy where the representative agent is endowed with recursive preferences, allowing for general (nonlinear) consumption and earnings growth dynamics .
Edit intent: clarity
Original:  This paper introduces econometric methods to extract the permanent and transitory components of the SDF process. We show how to estimate  the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009) using data on the Markov state and the SDF process.
Revised:  This paper introduces an empirical framework to analyze the permanent-transitory decomposition of SDF processes. Specifically, we show how to estimate the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009) using data on the Markov state and the SDF process.
Edit intent: clarity
Original:  We show how to estimate  the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009) using data on the Markov state and the SDF process.
Revised:  We show how to estimate nonparametrically the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009) using data on the Markov state and the SDF process.
Edit intent: meaning-changed