wanyu/IteraTeR_full_sent huggingface dataset:
Original: The cusp catastrophe theory has been primarily developed as a deterministic theory for systems that may respond to continuous changes in a control variables by a discontinuous change. While most of the systems in behavioral sciences are subject to noise, and in behavioral finance moreover to time-varying volatility, it may be difficult to apply the theory in these fields. This paper addresses the issue and proposes a two-step estimation methodology, which will allow us to apply the catastrophe theory to  model stock market crashes.
Revised: This paper develops a two-step estimation methodology, which will allow us to apply the catastrophe theory to model stock market crashes.
Edit intent: coherence
Original:  Utilizing high frequency data, we estimate the daily realized volatility from the returns in the first step and use the stochastic cusp catastrophe on the data normalized by the estimated volatility in the second step to study possible discontinuities in markets.
Revised:  Utilizing high frequency data, we estimate the daily realized volatility from the returns in the first step and use stochastic cusp catastrophe on the data normalized by the estimated volatility in the second step to study possible discontinuities in markets.
Edit intent: fluency
Original:  Utilizing high frequency data, we estimate the daily realized volatility from the returns in the first step and use the stochastic cusp catastrophe on the data normalized by the estimated volatility in the second step to study possible discontinuities in markets.
Revised:  Utilizing high frequency data, we estimate the daily realized volatility from the returns in the first step and use the stochastic cusp catastrophe on data normalized by the estimated volatility in the second step to study possible discontinuities in markets.
Edit intent: fluency
Original:  Due to the very long sample period we also develop a rolling estimation approach , where we study the dynamics of the parameters and we find that while in the first half of the period stock markets showed strong marks of bifurcations, in the second half catastrophe theory was not able to confirm this behavior.
Revised:  Due to the very long sample period we also develop a rolling estimation approach and we find that while in the first half of the period stock markets showed strong marks of bifurcations, in the second half catastrophe theory was not able to confirm this behavior.
Edit intent: coherence
Original:  Due to the very long sample period we also develop a rolling estimation approach , where we study the dynamics of the parameters and we find that while in the first half of the period stock markets showed strong marks of bifurcations, in the second half catastrophe theory was not able to confirm this behavior.
Revised:  Due to the very long sample period we also develop a rolling estimation approach , where we study the dynamics of the parameters and we find that while in the first half of the period stock markets showed marks of bifurcations, in the second half catastrophe theory was not able to confirm this behavior.
Edit intent: clarity
Original: Machupo virus (MACV) is a New World arenavirus that is currently emerging from a rodent reservoir into the human population. For New World arenaviruses, it is known that transferrin receptor binding is a major determinate of host range variation. To better understand the relationship between the virus and its human host, we used a structure-based computational model to interrogate the effects of mutations in the interfacebetween the MACV spike glycoprotein ( MACVGP) and the Human transferrin receptor (hTfR1) . Existing computational methods to probe protein-protein interactions perform poorly with non-alanine mutations and on the flexible loops encountered in many host-virus interactions.
Revised: Existing computational methods to predict protein--protein interaction affinity often perform poorly in important test cases. In particular, the effects of multiple mutations, non-alanine substitutions, and flexible loops are difficult to predict with available tools and protocols. We present here a new method to interrogate affinity differences resulting from mutations in a host-virus protein--protein interface. Our method is based on extensive non-equilibrium all-atom simulations: We computationally pull the machupo virus (MACV) spike glycoprotein ( MACVGP) and the Human transferrin receptor (hTfR1) . Existing computational methods to probe protein-protein interactions perform poorly with non-alanine mutations and on the flexible loops encountered in many host-virus interactions.
Edit intent: meaning-changed
Original:  To better understand the relationship between the virus and its human host, we used a structure-based computational model to interrogate the effects of mutations in the interfacebetween the MACV spike glycoprotein ( MACVGP) and the Human transferrin receptor (hTfR1) . Existing computational methods to probe protein-protein interactions perform poorly with non-alanine mutations and on the flexible loops encountered in many host-virus interactions.
Revised:  To better understand the relationship between the virus and its human host, we used a structure-based computational model to interrogate the effects of mutations in the interfacebetween the MACV spike glycoprotein ( GP1) away from the human transferrin receptor (hTfR1) . Existing computational methods to probe protein-protein interactions perform poorly with non-alanine mutations and on the flexible loops encountered in many host-virus interactions.
Edit intent: clarity
Original:  To better understand the relationship between the virus and its human host, we used a structure-based computational model to interrogate the effects of mutations in the interfacebetween the MACV spike glycoprotein ( MACVGP) and the Human transferrin receptor (hTfR1) . Existing computational methods to probe protein-protein interactions perform poorly with non-alanine mutations and on the flexible loops encountered in many host-virus interactions. We applied steered molecular dynamics (SMD) simulations to induce protein dissociation; using descriptive statistics, we were able to differentiate mutant complexes and biochemically rationalize available infectivity data. The previously published co-crystal structure implies two important hydrogen bonding networks in the MACVGP /hTfR1 interface ;
Revised:  To better understand the relationship between the virus and its human host, we used a structure-based computational model to interrogate the effects of mutations in the interfacebetween the MACV spike glycoprotein ( MACVGP) and the Human transferrin receptor (hTfR1) and estimate affinity using the maximum applied force during a pulling simulation and the area under the force-versus-distance curve. We find that these quantities provide novel biophysical insight into the GP1/hTfR1 interaction. First, with no prior knowledge of the system we can differentiate among wild-type and mutant complexes. Second, although the static co-crystal structure implies two important hydrogen bonding networks in the MACVGP /hTfR1 interface ;
Edit intent: meaning-changed
Original:  The previously published co-crystal structure implies two important hydrogen bonding networks in the MACVGP /hTfR1 interface ; our simulations confirm one of them is critical for viral binding .
Revised:  The previously published co-crystal structure implies two important hydrogen bonding networks in the MACVGP /hTfR1 interface , our simulations indicate that only one of them is critical for viral binding .
Edit intent: clarity
Original:  our simulations confirm one of them is critical for viral binding . Also, since mutations in polar residues in another putative network do not change viral binding, we can conclude the second network is likely an artifact of crystallization. Finally, we found a viral site known to be critical for infection , may mark an important evolutionary suppressor site for infection-diminishing hTfR1 mutants.
Revised:  our simulations confirm one of them is critical for the binding interaction. Third, one viral site known to be critical for infection , may mark an important evolutionary suppressor site for infection-diminishing hTfR1 mutants.
Edit intent: clarity
Original:  We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to the  properties of (weak) martingale deflators and to the characteristics of the discounted asset price process .
Revised:  We provide a complete characterisation of the considered no-arbitrage conditions, linking their validity to the existence and to the properties of (weak) martingale deflators and to the characteristics of the discounted asset price process .
Edit intent: meaning-changed
Original:  We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to the  properties of (weak) martingale deflators and to the characteristics of the discounted asset price process .
Revised:  We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the characteristics of the discounted asset price process and to the properties of (weak) martingale deflators and to the characteristics of the discounted asset price process .
Edit intent: clarity
Original:  We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to the  properties of (weak) martingale deflators and to the characteristics of the discounted asset price process .
Revised:  We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to the existence and the properties of (weak) martingale deflators and to the characteristics of the discounted asset price process .
Edit intent: coherence
Original:  We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to the  properties of (weak) martingale deflators and to the characteristics of the discounted asset price process .
Revised:  We provide a complete characterisation of all no-arbitrage conditions, linking their validity to the existence and to the properties of (weak) martingale deflators , and review classical as well as recent results .
Edit intent: meaning-changed
Original: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Revised: Given a linearly ordered set I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Edit intent: meaning-changed
Original: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Revised: Given a loset I, every surjective map p: A -- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Edit intent: fluency
Original: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Revised: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of set of preferences by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Edit intent: clarity
Original: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Revised: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " balloons " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Edit intent: fluency
Original: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles.
Revised: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the linear order on A, and "agglutinating" this structure with the bubbles.
Edit intent: clarity
Original: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles. Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Revised: Given a loset I, every surjective map p: A --- > I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as " bubbles " (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the balloons. Every ballooning A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Edit intent: clarity
Original:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Revised:  Every bubbling A of a structure of linearly ordered set I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Edit intent: meaning-changed
Original:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Revised:  Every bubbling A of a structure of loset I is a set of preferences whose preference relation (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Edit intent: clarity
Original:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Revised:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) is negatively transitive and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Edit intent: clarity
Original:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Revised:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by ballooning of certain structure of a loset I, intrinsically encoded in A.
Edit intent: clarity
Original:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a loset I, intrinsically encoded in A.
Revised:  Every bubbling A of a structure of loset I is a structure of preordered set A (not necessarily complete) whose preorder has negatively transitive asymmetric part and every such structure on a given set A can be obtained by bubbling up of certain structure of a linearly ordered set I, intrinsically encoded in A.
Edit intent: meaning-changed
Original:  The pricing of vanilla options on FX rates can be performed effciently through the FFT methodology thanks to the affinity of the model . A joint calibration exercise of the implied volatility surfaces of a triangle of FX rates shows the flexibility of our framework in dealing with the typical symmetries that characterize the FX market.
Revised:  The pricing of vanilla options on FX rates can be performed effciently through the FFT methodology thanks to the affinity of the model 
Edit intent: clarity
Original: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time  . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem  , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Revised: This paper studies the problem of maximizing expected utility from terminal wealth in a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Edit intent: meaning-changed
Original: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time  . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem  , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Revised: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time and are modeled as locally-bounded semi-martingales . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Edit intent: meaning-changed
Original: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time  . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem  , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Revised: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time . Using a general utility function defined on the positive real line, we first study existence and uniqueness of the solution, and then we consider the dependence of the outputs of the utility maximization problem , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Edit intent: meaning-changed
Original: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time  . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem  , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Revised: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem on the price of the derivatives , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Edit intent: meaning-changed
Original: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time  . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem  , investigating not only stability but also differentiability, monotonicity, convexity and asymptotic properties.
Revised: We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time . Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem , investigating not only stability but also differentiability, monotonicity, convexity and limiting properties.
Edit intent: clarity