wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The resulting dynamics are highly diverse, lead to local calcium ``puffs'' as well as global waves propagating through cells, as observed in {\it Xenopus} oocytes, neurons, and other cell types.
Revised:  The resulting dynamics are highly diverse, lead to local calcium "puffs" as well as global waves propagating through cells, as observed in {\it Xenopus} oocytes, neurons, and other cell types.
Edit intent: fluency
Original:  In the market consisting of one riskless bond and one risky asset, we obtain a type of the super-hedging result for some workable contingent claims . Based on this characterization of the working space, the existence and uniqueness of the optimal solution for the utility maximization problem are established using the convex duality analysis.
Revised:  In the market consisting of one riskless bond and one risky asset, we obtain a type of the super-hedging result . Based on this characterization of the working space, the existence and uniqueness of the optimal solution for the utility maximization problem are established using the convex duality analysis.
Edit intent: clarity
Original:  In the market consisting of one riskless bond and one risky asset, we obtain a type of the super-hedging result for some workable contingent claims . Based on this characterization of the working space, the existence and uniqueness of the optimal solution for the utility maximization problem are established using the convex duality analysis.
Revised:  In the market consisting of one riskless bond and one risky asset, we obtain a type of the super-hedging result for some workable contingent claims . Based on this characterization of the primal space, the existence and uniqueness of the optimal solution for the utility maximization problem are established using the convex duality analysis.
Edit intent: fluency
Original:  As an important application of the duality theory, we provide some sufficient conditions for the existence of a shadow price process with random endowments in a generalized form as well as in the classical sense using our definition of acceptable portfolios.
Revised:  As an important application of the duality theory, we provide some sufficient conditions for the existence of a shadow price process with random endowments in a generalized form as well as in the usual sense using acceptable portfolios.
Edit intent: clarity
Original:  As an important application of the duality theory , we provide some sufficient conditions for the existence of a shadow price process with random endowments in a generalized form as well as in the usual sense using acceptable portfolios.
Revised:  As an important application of the duality theorem , we provide some sufficient conditions for the existence of a shadow price process with random endowments in a generalized form as well as in the usual sense using acceptable portfolios.
Edit intent: clarity
Original: Charge hydration asymmetry (CHA) -- a characteristic dependence of hydration free energy on the sign of the solute charge -- quantifies the asymmetric response of water to electric field at microscopic level.
Revised: Charge hydration asymmetry (CHA) --a characteristic dependence of hydration free energy on the sign of the solute charge -- quantifies the asymmetric response of water to electric field at microscopic level.
Edit intent: fluency
Original: Charge hydration asymmetry (CHA) -- a characteristic dependence of hydration free energy on the sign of the solute charge -- quantifies the asymmetric response of water to electric field at microscopic level.
Revised: Charge hydration asymmetry (CHA) -- a characteristic dependence of hydration free energy on the sign of the solute charge--quantifies the asymmetric response of water to electric field at microscopic level.
Edit intent: fluency
Original:  Further, we extend the model, which was previously parameterised to just one salt concentration ([Na + ]=0.5M), so that it can be used for a range of salt concentrations including those corresponding to physiological conditions.
Revised:  Further, we extend the model, which was previously parameterised to just one salt concentration ([Na ^+ ]=0.5M), so that it can be used for a range of salt concentrations including those corresponding to physiological conditions.
Edit intent: meaning-changed
Original: We prove the uniqueness of an equilibrium solution to a general time-inconsistent LQ control problem under mild conditions which ensure the existence of a solution. This is the first positive result on the uniqueness of the solution to a time inconsistent dynamic decision problem in continuous-time setting. Key words. time-inconsistency, stochastic linear-quadratic control, uniqueness of equilibrium control, ] forward--backward stochastic differential equation, mean--variance portfolio selection  .
Revised: We prove the uniqueness of an equilibrium solution to a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in ] forward--backward stochastic differential equation, mean--variance portfolio selection .
Edit intent: clarity
Original:  Key words. time-inconsistency, stochastic linear-quadratic control, uniqueness of equilibrium control, ] forward--backward stochastic differential equation, mean--variance portfolio selection  .
Revised:  Key words. time-inconsistency, stochastic linear-quadratic control, uniqueness of equilibrium control, ]. We derive a necessary and sufficient condition for equilibrium controls via a flow of forward--backward stochastic differential equation, mean--variance portfolio selection .
Edit intent: meaning-changed
Original:  Key words. time-inconsistency, stochastic linear-quadratic control, uniqueness of equilibrium control, ] forward--backward stochastic differential equation, mean--variance portfolio selection  .
Revised:  Key words. time-inconsistency, stochastic linear-quadratic control, uniqueness of equilibrium control, ] forward--backward stochastic differential equations. When the state is one dimensional and the coefficients in the problem are all deterministic, we prove that the explicit equilibrium control constructed in \mbox{%DIFAUXCMD HJZ mean--variance portfolio selection .
Edit intent: meaning-changed
Original:  Key words. time-inconsistency, stochastic linear-quadratic control, uniqueness of equilibrium control, ] forward--backward stochastic differential equation, mean--variance portfolio selection  .
Revised:  Key words. time-inconsistency, stochastic linear-quadratic control, uniqueness of equilibrium control, ] forward--backward stochastic differential equation, mean--variance portfolio selection model in a complete financial market where the risk-free rate is a deterministic function of time but all the other market parameters are possibly stochastic processes .
Edit intent: meaning-changed
Original: The effects of soft errors in processor cores have been widely studied in literature. On the contrary , little has been published about soft errors in uncore components, such as memory subsystem and I/O controllers, in a System-on-Chip (SoC).
Revised: The effects of soft errors in processor cores have been widely studied . However , little has been published about soft errors in uncore components, such as memory subsystem and I/O controllers, in a System-on-Chip (SoC).
Edit intent: coherence
Original:  For the L2 cache controller and the DRAM controller components of OpenSPARC T2, our new technique reduces the probability that an application run results in an erroneous outcome due to soft errors by more than 100x with only 3.13\% and 5.69 \% chip-level area and power impact, respectively.
Revised:  For the L2 cache controller and the DRAM controller components of OpenSPARC T2, our new technique reduces the probability that an application run fails to produce correct results due to soft errors by more than 100x with only 3.13\% and 5.69 \% chip-level area and power impact, respectively.
Edit intent: clarity
Original:  For the L2 cache controller and the DRAM controller components of OpenSPARC T2, our new technique reduces the probability that an application run results in an erroneous outcome due to soft errors by more than 100x with only 3.13\% and 5.69 \% chip-level area and power impact, respectively.
Revised:  For the L2 cache controller and the DRAM controller components of OpenSPARC T2, our new technique reduces the probability that an application run results in an erroneous outcome due to soft errors by more than 100x with 3.32\% and 6.09 \% chip-level area and power impact, respectively.
Edit intent: meaning-changed
Original:  We show that network effects  generate an amplification of exogenous shocks of a factor ranging between three (in normal periods) and six (during the crisis) , when we stress the system with a 0.5\% shock on external (i.e. non-interbank) assets for all banks.
Revised:  We find that network effects generate an amplification of exogenous shocks of a factor ranging between three (in normal periods) and six (during the crisis) , when we stress the system with a 0.5\% shock on external (i.e. non-interbank) assets for all banks.
Edit intent: clarity
Original:  We show that network effects  generate an amplification of exogenous shocks of a factor ranging between three (in normal periods) and six (during the crisis) , when we stress the system with a 0.5\% shock on external (i.e. non-interbank) assets for all banks.
Revised:  We show that network effects can generate an amplification of exogenous shocks of a factor ranging between three (in normal periods) and six (during the crisis) , when we stress the system with a 0.5\% shock on external (i.e. non-interbank) assets for all banks.
Edit intent: clarity
Original:  We show that network effects  generate an amplification of exogenous shocks of a factor ranging between three (in normal periods) and six (during the crisis) , when we stress the system with a 0.5\% shock on external (i.e. non-interbank) assets for all banks.
Revised:  We show that network effects generate an amplification of exogenous shocks of a factor ranging between three (in normal periods) and six (during the crisis) when we stress the system with a 0.5\% shock on external (i.e. non-interbank) assets for all banks.
Edit intent: fluency
Original: We propose a new method, detrended partial cross-correlation analysis (DPXA) , to uncover the intrinsic power-law cross-correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces.
Revised: When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) , to uncover the intrinsic power-law cross-correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces.
Edit intent: meaning-changed
Original: We propose a new method, detrended partial cross-correlation analysis (DPXA) , to uncover the intrinsic power-law cross-correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces.
Revised: We propose a new method, detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross-correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces.
Edit intent: fluency
Original:  We illustrate the performance of the method using bivariate fractional Brownian motions and multifractal binomial measures with analytical expressions and apply it to extract the intrinsic cross-correlation between crude oil and gold futures by considering the impact of the US dollar index  .
Revised:  We demonstrate the method by using bivariate fractional Brownian motions and multifractal binomial measures with analytical expressions and apply it to extract the intrinsic cross-correlation between crude oil and gold futures by considering the impact of the US dollar index .
Edit intent: clarity
Original:  We illustrate the performance of the method using bivariate fractional Brownian motions and multifractal binomial measures with analytical expressions and apply it to extract the intrinsic cross-correlation between crude oil and gold futures by considering the impact of the US dollar index  .
Revised:  We illustrate the performance of the method using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multi-scale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross-correlation between crude oil and gold futures by considering the impact of the US dollar index .
Edit intent: meaning-changed
Original:  We illustrate the performance of the method using bivariate fractional Brownian motions and multifractal binomial measures with analytical expressions and apply it to extract the intrinsic cross-correlation between crude oil and gold futures by considering the impact of the US dollar index  .
Revised:  We illustrate the performance of the method using bivariate fractional Brownian motions and multifractal binomial measures with analytical expressions and apply it to extract the intrinsic cross-correlation between crude oil and gold futures by taking into consideration the impact of the US dollar index .
Edit intent: clarity
Original:  We illustrate the performance of the method using bivariate fractional Brownian motions and multifractal binomial measures with analytical expressions and apply it to extract the intrinsic cross-correlation between crude oil and gold futures by considering the impact of the US dollar index  .
Revised:  We illustrate the performance of the method using bivariate fractional Brownian motions and multifractal binomial measures with analytical expressions and apply it to extract the intrinsic cross-correlation between crude oil and gold futures by considering the impact of the US dollar index . We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the MF-DCCA method fails .
Edit intent: meaning-changed
Original:  By rewriting the maximization problem in terms of a convex-analytical support function of a weakly-compact set, crucially leveraging on the recent work by Backhoff and Fontbona arXiv:1405.0251 , the previous formulation let us prove the Hadamard directional differentiability of the value function w.r.t. the drift and interest rate parameters, as well as for volatility matrices under a stability condition on their Kernel, and derive explicit expressions for the directional derivatives.
Revised:  By rewriting the maximization problem in terms of a convex-analytical support function of a weakly-compact set, crucially leveraging on the work of Backhoff and Fontbona arXiv:1405.0251 , the previous formulation let us prove the Hadamard directional differentiability of the value function w.r.t. the drift and interest rate parameters, as well as for volatility matrices under a stability condition on their Kernel, and derive explicit expressions for the directional derivatives.
Edit intent: clarity
Original:  By rewriting the maximization problem in terms of a convex-analytical support function of a weakly-compact set, crucially leveraging on the recent work by Backhoff and Fontbona arXiv:1405.0251 , the previous formulation let us prove the Hadamard directional differentiability of the value function w.r.t. the drift and interest rate parameters, as well as for volatility matrices under a stability condition on their Kernel, and derive explicit expressions for the directional derivatives.
Revised:  By rewriting the maximization problem in terms of a convex-analytical support function of a weakly-compact set, crucially leveraging on the recent work by Backhoff and Fontbona (SIFIN 2016) , the previous formulation let us prove the Hadamard directional differentiability of the value function w.r.t. the drift and interest rate parameters, as well as for volatility matrices under a stability condition on their Kernel, and derive explicit expressions for the directional derivatives.
Edit intent: meaning-changed
Original:  We contrast our proposed weak perturbations against what we call strong perturbations, whereby the wealth equation is directly influenced by the changing parameters , and find that both points of view generally yield different sensitivities unless e.g. if initial parameters and their perturbations are deterministic.
Revised:  We contrast our proposed weak perturbations against what we call strong perturbations, where the wealth equation is directly influenced by the changing parameters , and find that both points of view generally yield different sensitivities unless e.g. if initial parameters and their perturbations are deterministic.
Edit intent: clarity
Original:  We contrast our proposed weak perturbations against what we call strong perturbations, whereby the wealth equation is directly influenced by the changing parameters , and find that both points of view generally yield different sensitivities unless e.g. if initial parameters and their perturbations are deterministic.
Revised:  We contrast our proposed weak perturbations against what we call strong perturbations, whereby the wealth equation is directly influenced by the changing parameters . Contrary to conventional wisdom, we find that both points of view generally yield different sensitivities unless e.g. if initial parameters and their perturbations are deterministic.
Edit intent: clarity
Original:  Our main result is a classification of such models in the spirit of Filipovic's maximal degree theorem for exponential polynomial models  .
Revised:  Our main result is a classification of such models in the spirit of Filipovic's maximal degree theorem for exponential polynomial models , as well as an explicit characterisation of the set of feasible parameters in the case when the factor process is bounded. Extensions to time-inhomogeneous and multi-factor polynomial models are also considered .
Edit intent: meaning-changed
Original:  interesting results  were found.
Revised:  interesting results (e.g. (i) the species that has the clearly and highly ordered S2-H2 loop usually owns a 3-10-helix in this loop, (ii) a "pi-circle" Y128-F175-Y218-Y163-F175-Y169-R164-Y128(-Y162) is around the S2-H2 loop of prion protein structures) were found.
Edit intent: meaning-changed
Original:  To minimize a potential energy function, about 95 \% efforts are spent on the Lennard-Jones potential of van der Waals interactions; we also give a detailed review on some effective computational optimization methods listed in the Cambridge Cluster Database to solve the problem of Lennard-Jones clusters. From the reviews, we found the hybrid idea of optimization methods is effective, necessary and efficient for solving the potential energy minimization problem and the Lennard-Jones clusters problem. An application to prion protein structures is then done by the hybrid idea; interesting results (e.g. (i) the species that has the clearly and highly ordered S2-H2 loop usually owns a 3-10-helix in this loop, (ii) a "pi-circle" Y128-F175-Y218-Y163-F175-Y169-R164-Y128(-Y162) is around the S2-H2 loop of prion protein structures) were found.
Revised:  To minimize a potential energy function, about 95 
Edit intent: meaning-changed
Original: A graph representation of the financial relations in a given monetary structure is proposed. It is argued that the graph of debt-liability relations is URLanized and simplified into a tree structure, around banks and a central bank. Indeed, this optimal graph allows to perform payments very easily as it amounts to the suppression of loops introduced by pending payments. Using this language of graphs to analyze the monetary system, we first examine the systems based on commodity money and show their incompatibility with credit.
Revised: The nature of monetary arrangements is often discussed without any reference to its detailed construction. We present a graph representation which allows for a clear understanding of modern monetary systems. First, we show that systems based on commodity money and show their incompatibility with credit.
Edit intent: clarity
Original:  After dealing with the role of the state via its ability to spend and raise taxes, we discuss the chartalist systems based on pure fiat money, which are the current systems. We argue that in those cases, the Treasury and the central bank can be meaningfully consolidated.
Revised:  After dealing with the role of the state via its ability to spend and raise taxes, we discuss the chartalist systems based on pure fiat money, and we discuss the consolidation of the central bank with the Treasury. We obtain a visual explanation about how commercial banks are responsible for endogenous money creation whereas the Treasury and the central bank can be meaningfully consolidated.
Edit intent: meaning-changed
Original:  We argue that in those cases, the Treasury and the central bank can be meaningfully consolidated. After describing the interactions of various autonomous currencies, we argue that fixed exchanged rates can never be maintained , and we discuss the controversial role of the IMF in international financial relations.
Revised:  We argue that in those cases, the Treasury and the central bank are in charge of the total amount of net money. Finally we draw an analogy between systems based on gold convertibility and currency pegs to show that fixed exchange rates can never be maintained , and we discuss the controversial role of the IMF in international financial relations.
Edit intent: meaning-changed
Original:  After describing the interactions of various autonomous currencies, we argue that fixed exchanged rates can never be maintained , and we discuss the controversial role of the IMF in international financial relations. We finally use graph representations to give our interpretation on open problems, such as the monetary aggregates, the sectoral financial balances and the endogenous nature of money. Indeed, once appropriately consolidated, graphs of financial relations allow to formulate easily unambiguous statements about the monetary arrangements .
Revised:  After describing the interactions of various autonomous currencies, we argue that fixed exchanged rates can never be maintained .
Edit intent: coherence
Original:  We discuss application of this model to the problem of prediction of the native conformation of a protein from its primary structure and to the description of the dynamics of a protein.
Revised:  We also consider contribution of contacts of fragments to the energy of protein conformation, and contribution from statistical potentials of some hierarchical set of larger protein fragments. This set of fragments is constructed using the distribution of frequencies of occurrence of short fragments. We discuss analogy between this approach and deep learning methods. We discuss applications of this model to the problem of prediction of the native conformation of a protein from its primary structure and to the description of the dynamics of a protein.
Edit intent: meaning-changed