wanyu/IteraTeR_full_sent huggingface dataset:
Original:  We also investigate the role of the network in aggregate fluctuations and show that at least 37%DIFDELCMD < \\%%% %DIF < of the aggregate fluctuations can be explained by the network effect.
Revised:  We also investigate the role of the network in aggregate fluctuations %DIFDELCMD < \\%%% %DIF < of the aggregate fluctuations can be explained by the network effect.
Edit intent: coherence
Original: The aim of this work is to build financial crisis indicators based on market data time series . After choosing an optimal size for a rolling window, the market data is seen every trading day as a random matrix from which a covariance and correlation matrix is obtained.
Revised: The aim of this work is to build financial crisis indicators based on time series of market data . After choosing an optimal size for a rolling window, the market data is seen every trading day as a random matrix from which a covariance and correlation matrix is obtained.
Edit intent: clarity
Original: The aim of this work is to build financial crisis indicators based on market data time series . After choosing an optimal size for a rolling window, the market data is seen every trading day as a random matrix from which a covariance and correlation matrix is obtained.
Revised: The aim of this work is to build financial crisis indicators based on market data time series . After choosing an optimal size for a rolling window, the historical market data in this window is seen every trading day as a random matrix from which a covariance and correlation matrix is obtained.
Edit intent: meaning-changed
Original: The aim of this work is to build financial crisis indicators based on market data time series . After choosing an optimal size for a rolling window, the market data is seen every trading day as a random matrix from which a covariance and correlation matrix is obtained. Our indicators deal with the spectral properties of these covariance and correlation matrices.
Revised: The aim of this work is to build financial crisis indicators based on market data time series . After choosing an optimal size for a rolling window, the market data is seen every trading day as a random matrix from which a covariance and a correlation matrix are obtained. The indicators that we have built deal with the spectral properties of these covariance and correlation matrices.
Edit intent: clarity
Original:  Our basic financial intuition is that correlation and volatility are like the heartbeat of the financial market: when correlations between asset prices increase or develop abnormal patterns, when volatility starts to increase, then a crisis event might be around the corner.
Revised:  The simple intuitive idea that we rely upon is that correlation and volatility are like the heartbeat of the financial market: when correlations between asset prices increase or develop abnormal patterns, when volatility starts to increase, then a crisis event might be around the corner.
Edit intent: clarity
Original:  As reference distributions we will use the theoretical Marchenko Pastur distribution and , mainly, simulated ones using a random matrix of the same size as the empirical rolling matrix and constituted of Gaussian or Student-t coefficients with some simulated correlations.
Revised:  As reference distributions we use the theoretical Marchenko Pastur distribution and , mainly, simulated ones using a random matrix of the same size as the empirical rolling matrix and constituted of Gaussian or Student-t coefficients with some simulated correlations.
Edit intent: coherence
Original:  As reference distributions we will use the theoretical Marchenko Pastur distribution and , mainly, simulated ones using a random matrix of the same size as the empirical rolling matrix and constituted of Gaussian or Student-t coefficients with some simulated correlations.
Revised:  As reference distributions we will use the theoretical Marchenko Pastur distribution and numerically computed ones using a random matrix of the same size as the empirical rolling matrix and constituted of Gaussian or Student-t coefficients with some simulated correlations.
Edit intent: meaning-changed
Original:  The  indicators that we have built deal with the spectral properties of these covariance and correlation matrices . The simple intuitive idea that we rely upon is that correlation and volatility are like the heartbeat of the financial market: when correlations between asset prices increase or develop abnormal patterns, when volatility starts to increase, then a crisis event might be around the corner. The financial crisis indicators that we have built are of two kinds.
Revised:  The indicators that we have built deal with the spectral properties of these covariance and correlation matrices and they are of two kinds.
Edit intent: coherence
Original:  The first one is based on the Hellinger distance, computed between the distribution of the eigenvalues of the empirical covariance matrix and the distribution of the eigenvalues of a reference covariance matrix . As reference distributions we use the theoretical Marchenko Pastur distribution and numerically computed ones using a random matrix of the same size as the empirical rolling matrix and constituted of Gaussian or Student-t coefficients with some simulated correlations .
Revised:  The first one is based on the Hellinger distance, computed between the distribution of the eigenvalues of the empirical covariance matrix and the distribution of the eigenvalues of a reference covariance matrix representing either a calm or agitated market .
Edit intent: meaning-changed
Original:  This extends the network model of Cifuentes, Shin Ferrucci (2005) that incorporates a single asset with fire sales. We prove sufficient conditions for the existence and uniqueness of equilibrium clearing payments and liquidation prices. We prove sufficient conditions for the existence of an equilibrium liquidation strategy with corresponding  clearing payments and liquidation prices.
Revised:  This extends the network model of Cifuentes, Shin work generalizes the paper by Amini, Filipovic and Minca (2016) by allowing for differing liquidation strategies. The main result is a proof of sufficient conditions for the existence of an equilibrium liquidation strategy with corresponding clearing payments and liquidation prices.
Edit intent: meaning-changed
Original:  We illustrate that dynamical arrest in a highly confined space as a discriminating marker for URLanization, by modeling chromosome inside a nucleus as a self-avoiding homopolymer confined to a sphere of varying sizes.
Revised:  We illustrate dynamical arrest in a highly confined space as a discriminating marker for URLanization, by modeling chromosome inside a nucleus as a self-avoiding homopolymer confined to a sphere of varying sizes.
Edit intent: fluency
Original:  Using finite size scaling analysis, we determine \phi_c^{\infty}\approx 0.44 for a sufficiently long polymer (N\gg 1)  .
Revised:  Using finite size scaling analysis, we determine \phi_c^{\infty}\approx 0.44 for a sufficiently long polymer (N\gg 1) allows us to discuss genome dynamics using \phi as a single parameter .
Edit intent: meaning-changed
Original:  Our study shows that the onset of glassy dynamics is the reason for the formation of URLanization in human chromosomes (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 1.2\times 10 ^7 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Revised:  Our study shows that the onset of glassy dynamics is the reason for the segregated URLanization in human chromosomes (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 1.2\times 10 ^7 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Edit intent: clarity
Original:  Our study shows that the onset of glassy dynamics is the reason for the formation of URLanization in human chromosomes (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 1.2\times 10 ^7 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Revised:  Our study shows that the onset of glassy dynamics is the reason for the formation of URLanization in human (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 1.2\times 10 ^7 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Edit intent: clarity
Original:  Our study shows that the onset of glassy dynamics is the reason for the formation of URLanization in human chromosomes (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 1.2\times 10 ^7 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Revised:  Our study shows that the onset of glassy dynamics is the reason for the formation of URLanization in human chromosomes (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 10 ^7 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Edit intent: meaning-changed
Original:  Our study shows that the onset of glassy dynamics is the reason for the formation of URLanization in human chromosomes (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 1.2\times 10 ^7 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Revised:  Our study shows that the onset of glassy dynamics is the reason for the formation of URLanization in human chromosomes (N\approx 3\times 10^9, \phi\gtrsim\phi_c^{\infty}), whereas chromosomes of budding yeast (N\approx 1.2\times 10 ^8 , \phi<\phi_c^{\infty}) are equilibrated with no clear signature of URLanization.
Edit intent: meaning-changed
Original: This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of  non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model which is known as a semi-Markov modulated GBM model  .
Revised: This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of degenerate non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model which is known as a semi-Markov modulated GBM model .
Edit intent: meaning-changed
Original: This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of  non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model which is known as a semi-Markov modulated GBM model  .
Revised: This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model . In a semi-Markov modulated GBM model .
Edit intent: coherence
Original: This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of  non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model which is known as a semi-Markov modulated GBM model  .
Revised: This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model which is known as a semi-Markov modulated GBM model the locally risk minimizing price function satisfies a special case of this problem .
Edit intent: meaning-changed
Original: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Revised: In a market of deterministic cash flows, given as an additive, symmetric relation of exchangeability on the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Edit intent: meaning-changed
Original: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Revised: With the finite signed Borel measures on the non-negative real time axis , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Edit intent: clarity
Original: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Revised: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Edit intent: clarity
Original: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Revised: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Edit intent: clarity
Original: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the measures that represent the cash flows .
Revised: With the finite signed Borel measures on the non-negative real time axis representing deterministic cash flows , it is shown that the only arbitrage-free price functional on these cash flows that fulfills some additional mild , economically motivated, requirements is the integral of the unit zero-coupon bond prices with respect to the payment measures .
Edit intent: clarity
Original:  Under mild assumptions, it is shown that a foreign cash flow's worth in local currency is identical to the value of the cash flow in local currency for which the Radon-Nikodym derivative with respect to the foreign cash flow is the forward FX rate . While the derived valuation principles are ubiquitously used in theory and practice, they are usually neither stated in this general way, nor do derivations of them exhibit the here presented mathematical rigor, which is based on the definition of a market as an equivalence relation of exchangeability .
Revised:  Under mild assumptions, it is shown that a foreign cash flow's worth in local currency is identical to the value of the cash flow in local currency for which the Radon-Nikodym derivative with respect to the foreign cash flow is the forward FX rate .
Edit intent: coherence
Original:  Holding the Sharpe ratio constant, higher  volatility leads to superior returns through lower costs . For funds replicating benchmark multiples, such as leveraged ETFs, we identify the strategies that optimally trade off alpha against tracking error, and find that they depend on the target multiple and the benchmark's liquidity, but not its volatility .
Revised:  Holding the Sharpe ratio constant, higher volatility leads to superior returns through lower costs .
Edit intent: coherence
Original: We propose a scheme for computing Maximum Likelihood Estimators for Log-Linear modelsusing reaction networks, and prove its correctness. Our scheme exploits the toric structure of equilibrium points of reaction networks .
Revised: We propose a novel molecular computing scheme for statistical inference. We focus on the much-studied statistical inference problem of computing maximum likelihood estimators for log-linear models. Our scheme takes log-linear models to reaction systems, and the observed data to initial conditions, so that the corresponding equilibrium of each reaction system encodes the corresponding maximum likelihood estimator. The main idea is to exploit the coincidence between thermodynamic entropy and statistical entropy. We map a Maximum Entropy characterization of the maximum likelihood estimator onto a Maximum Entropy characterization of the equilibrium concentrations for the reaction system .
Edit intent: meaning-changed
Original:   In the case of computed values of the J factor, deviations of the harmonic approximation from the exact value of J as a function of DNA length have not been characterized.
Revised:  However, the harmonic approximation is only applicable for small systems, because the accessible conformation space of larger systems is increasingly dominated by anharmonic contributions. In the case of computed values of the J factor, deviations of the harmonic approximation from the exact value of J as a function of DNA length have not been characterized.
Edit intent: meaning-changed
Original:  We find that the error in J arising from the harmonic approximation is generally negligible , amounting to free energies less than the thermal energy  k_B T , for wormlike chains having contour lengths less than four times the persistence length .
Revised:  For wormlike chains having contour lengths less than four times the persistence length the error in J arising from the harmonic approximation is generally negligible , amounting to free energies less than the thermal energy k_B T , for wormlike chains having contour lengths less than four times the persistence length .
Edit intent: coherence
Original:  We find that the error in J arising from the harmonic approximation is generally negligible , amounting to free energies less than the thermal energy  k_B T , for wormlike chains having contour lengths less than four times the persistence length .
Revised:  We find that the error in J arising from the harmonic approximation is generally small , amounting to free energies less than the thermal energy k_B T , for wormlike chains having contour lengths less than four times the persistence length .
Edit intent: clarity
Original:  We find that the error in J arising from the harmonic approximation is generally negligible , amounting to free energies less than the thermal energy  k_B T , for wormlike chains having contour lengths less than four times the persistence length .
Revised:  We find that the error in J arising from the harmonic approximation is generally negligible , amounting to free energies less than the thermal energy , k_B T , for wormlike chains having contour lengths less than four times the persistence length .
Edit intent: fluency
Original:  We find that the error in J arising from the harmonic approximation is generally negligible , amounting to free energies less than the thermal energy  k_B T , for wormlike chains having contour lengths less than four times the persistence length .
Revised:  We find that the error in J arising from the harmonic approximation is generally negligible , amounting to free energies less than the thermal energy k_B T .
Edit intent: clarity
Original:  Examples are: individual cells forming multicellular systems whose various parts pool and share nutrients; pack animals pooling and sharing prey; families firms, or modern nation states pooling and sharing financial resources. In these examples, each atomistic decision, at a point in time, of the better-off entity to cooperate poses a puzzle: the better-off entity will book an immediate net loss -- why should it cooperate? For each example, specific explanations have been put forward. Here we point out a very general mechanism -- a sufficient null model -- whereby cooperation can evolve. The mechanism is based the following insight : natural growth processes tend to be multiplicative . In multiplicative growth, ergodicity is broken in such a way that fluctuations have a net-negative effect on the time-average growth rate , although they have no effect on the growth rate of the ensemble average.
Revised:  Its ubiquity in nature poses a conundrum. Whenever two entities cooperate, one must willingly relinquish something of value to the other. Why is this apparent altruism favored in evolution? Classical solutions assume a net fitness gain in a cooperative transaction which, through reciprocity or relatedness, finds its way back from recipient to donor. We seek the source of this fitness gain. Our analysis rests on the insight that evolutionary processes are typically multiplicative and noisy. Fluctuations have a net negative effect on the time-average growth rate , although they have no effect on the growth rate of the ensemble average.
Edit intent: coherence
Original:  In multiplicative growth, ergodicity is broken in such a way that fluctuations have a net-negative effect on the time-average growth rate , although they have no effect on the growth rate of the ensemble average.
Revised:  In multiplicative growth, ergodicity is broken in such a way that fluctuations have a net-negative effect on the long-time growth rate of resources but no effect on the growth rate of the ensemble average.
Edit intent: meaning-changed
Original:  In multiplicative growth, ergodicity is broken in such a way that fluctuations have a net-negative effect on the time-average growth rate , although they have no effect on the growth rate of the ensemble average. Pooling and sharing resources reduces fluctuations, which leaves ensemble averages unchanged but -- contrary to common perception -- increases the time-average growth rate for each cooperator .
Revised:  In multiplicative growth, ergodicity is broken in such a way that fluctuations have a net-negative effect on the time-average growth rate , although they have no effect on the growth rate of their expectation value. This is an example of non-ergodicity. By reducing the amplitude of fluctuations, pooling and sharing increases the long-time growth rate for each cooperator .
Edit intent: clarity