wanyu/IteraTeR_full_sent huggingface dataset:
Original:  This leads to less screened and stronger electrostatic correlations of divalent counterions condensed on the DNA surface. This in turns results in a stronger overcharging of DNA by multivalent counterions .
Revised:  At large distance, the DNA-DNA repulsive interaction is stronger in the presence of divalent co-ions, suggesting that divalent co-ions role is not only that of simple stronger linear screening .
Edit intent: coherence
Original: We consider the dividends problem for both de Finetti's and Dual models for spectrally one-sided L\'evy processes subject to a constraint on the time of ruin . We0pt%DIFAUXCMD , now in context of one-sided L\'evy risk models.
Revised: We consider the dividends problem for both de Finetti's and Dual models for spectrally one-sided L\'evy processes subject to a constraint on the time of ruin of the firm. We extend the results in \mbox{%DIFAUXCMD HJ150pt%DIFAUXCMD , now in context of one-sided L\'evy risk models.
Edit intent: meaning-changed
Original: We treat proteins as amorphous learning matter: A `gene' encodes bonds in an `amino acid ' network making a `protein' .
Revised: How DNA is mapped to functional proteins is a basic question of living matter. We introduce and study a physical model of protein evolution which suggests a mechanical basis for this map. Many proteins rely on large-scale motion to function. We therefore treat protein as learning amorphous matter that evolves towards such a mechanical function: Genes are binary sequences that encode the connectivity of the amino acid network that makes a protein .
Edit intent: meaning-changed
Original: Mathematical modeling has become an established tool for studying biological dynamics . Current applications range from building models that reproduce quantitative data to identifying models with predefined qualitative features, such as switching behavior , bistability or oscillations.
Revised: Mathematical modelling has become an established tool for studying biological dynamics . Current applications range from building models that reproduce quantitative data to identifying models with predefined qualitative features, such as switching behavior , bistability or oscillations.
Edit intent: fluency
Original: Mathematical modeling has become an established tool for studying biological dynamics . Current applications range from building models that reproduce quantitative data to identifying models with predefined qualitative features, such as switching behavior , bistability or oscillations.
Revised: Mathematical modeling has become an established tool for studying the dynamics of biological systems . Current applications range from building models that reproduce quantitative data to identifying models with predefined qualitative features, such as switching behavior , bistability or oscillations.
Edit intent: clarity
Original:  We demonstrate the algorithm on models of gene transcription and cell signaling, and argue that the parameter constraints defining each region have biological meaningful interpretations .
Revised:  A particular strength of the procedure is the avoidance of numerical analysis and parameter sampling. The procedure consists of a number of steps. Each of these steps might be addressed algorithmically using various computer programs and available software, or manually. We demonstrate our procedure on several models of gene transcription and cell signaling, and argue that the parameter constraints defining each region have biological meaningful interpretations .
Edit intent: meaning-changed
Original: This paper introduces a more general modeling world than available under the classical no-arbitrage paradigm in finance. New research questions and interesting related econometric studies emerge naturally. To explain in this paper the new approach and illustrate first important consequences, we show how to hedge a zero coupon bond with a smaller amount of initial capital than required by the classical risk neutral paradigm, whose (trivial) hedging strategy does not suggest to invest in the risky assets.
Revised: In this paper we show how to hedge a zero coupon bond with a smaller amount of initial capital than required by the classical risk neutral paradigm, whose (trivial) hedging strategy does not suggest to invest in the risky assets.
Edit intent: coherence
Original:  The conventional wisdom of financial planners suggesting investor to invest in risky securities when they are young and mostly in fixed income when they approach retirement, is here made rigorous . The main reason for the existence of less expensive zero coupon bonds is the strict supermartingale property of benchmarked savings accounts under the real world probability measure, which the calibrated parameters identify under the proposed model. We provide intuition and insight on the strict supermartingale property. The less expensive zero coupon bonds provide only one first example that is indicative for the changes that the new approach offers in the much wider modeling world .
Revised:  The conventional wisdom of financial planners suggesting investor to invest in risky securities when they are young and mostly in fixed income when they approach retirement, is here made rigorous .
Edit intent: coherence
Original:   The discussion focuses on three risk measures, value-at-risk , expected shortfall and expectiles, and is supported by a simulation study and data analysis.
Revised:  We argue that supplementing traditional backtests with comparative backtests will enhance the existing trading book regulatory framework for banks by providing the correct incentive for accuracy of risk measure forecasts. In addition, the comparative backtesting framework could be used by banks internally as well as by researchers to guide selection of forecasting methods. The discussion focuses on three risk measures, value-at-risk , expected shortfall and expectiles, and is supported by a simulation study and data analysis.
Edit intent: meaning-changed
Original:  For the latter, our main mathematical tool is a recent generalization of Strassen's theorem [S. Gerhold, I.C. G\"ul\"um , arXiv:1512.06640] , which characterizes the existence of martingales in balls w.r.t. the infinity Wasserstein distance .
Revised:  For the latter, our main mathematical tool is a recent result on approximation by peacocks [S. Gerhold, I.C. G\"ul\"um , arXiv:1512.06640] , which characterizes the existence of martingales in balls w.r.t. the infinity Wasserstein distance .
Edit intent: meaning-changed
Original:  For the latter, our main mathematical tool is a recent generalization of Strassen's theorem [S. Gerhold, I.C. G\"ul\"um , arXiv:1512.06640] , which characterizes the existence of martingales in balls w.r.t. the infinity Wasserstein distance .
Revised:  For the latter, our main mathematical tool is a recent generalization of Strassen's theorem [S. Gerhold, I.C. G\"ul\"uum , arXiv:1512.06640] , which characterizes the existence of martingales in balls w.r.t. the infinity Wasserstein distance .
Edit intent: fluency
Original:  For the latter, our main mathematical tool is a recent generalization of Strassen's theorem [S. Gerhold, I.C. G\"ul\"um , arXiv:1512.06640] , which characterizes the existence of martingales in balls w.r.t. the infinity Wasserstein distance .
Revised:  For the latter, our main mathematical tool is a recent generalization of Strassen's theorem [S. Gerhold, I.C. G\"ul\"um , arXiv:1512.06640] .
Edit intent: coherence
Original: We consider a dynamic market model where buyers and sellers submit limit orders . If at a given moment in time, the buyer is unable to complete his entire order due to the shortage of sell orders at the required limit price, the unmatched part of the order is recorded in the order book. Subsequently these buy unmatched orders may be matched with new incoming sell orders. The resulting demand curve constitutes the sole input to our model.
Revised: We consider a dynamic market model of liquidity where unmatched buy and sell limit orders are stored in order books. The resulting net demand surface constitutes the sole input to our model.
Edit intent: clarity
Original:  The resulting demand curve constitutes the sole input to our model. The clearing price is then mechanically calculated using the market clearing condition. We model liquidity by considering the impact of a large trader on the market and on the clearing price. We assume a continuous model for the demand curve. We show that generically there exists an equivalent martingale measure for the clearing price , for all possible strategies of the large trader, if the driving noise is a Brownian sheet, while there may not be if the driving noise is multidimensional Brownian motion.
Revised:  The resulting demand curve constitutes the sole input to the model. We prove that generically there is no arbitrage in the model when the driving noise is a stochastic string. Under the equivalent martingale measure for the clearing price , for all possible strategies of the large trader, if the driving noise is a Brownian sheet, while there may not be if the driving noise is multidimensional Brownian motion.
Edit intent: meaning-changed
Original:  We show that generically there exists an equivalent martingale measure for the clearing price , for all possible strategies of the large trader, if the driving noise is a Brownian sheet, while there may not be if the driving noise is multidimensional Brownian motion.
Revised:  We show that generically there exists an equivalent martingale measure , the clearing price , for all possible strategies of the large trader, if the driving noise is a Brownian sheet, while there may not be if the driving noise is multidimensional Brownian motion.
Edit intent: fluency
Original:  We show that generically there exists an equivalent martingale measure for the clearing price , for all possible strategies of the large trader, if the driving noise is a Brownian sheet, while there may not be if the driving noise is multidimensional Brownian motion. Another contribution of this paper is to prove that, if there exists such an equivalent martingalemeasure, then, under mild conditions, there is no arbitrage. We use the Ito-Wentzell formula to obtain both results. We also characterize the dynamics of the  demand curve and of the clearing price in the equivalent martingale measure.
Revised:  We show that generically there exists an equivalent martingale measure for the clearing price is a martingale, and options can be priced under the demand curve and of the clearing price in the equivalent martingale measure.
Edit intent: clarity
Original:  We also characterize the dynamics of the  demand curve and of the clearing price in the equivalent martingale measure. We find that the volatility of the clearing price is inversely proportional to the sum of buy and sell order flow density (evaluated at the clearing price ), which confirms the intuition that volatility is inversely proportional to volume. We also demonstrate that our approach is implementable. We use real order book data and simulate option prices under a particularly simple parameterization of our model.
Revised:  We also characterize the dynamics of the demand curve as quantity as a function of price (as opposed to price as a function of quantity). We calibrate our model to real order book data and simulate option prices under a particularly simple parameterization of our model.
Edit intent: clarity
Original:  Expressions are obtained for the L\'evy-Vasicek bond prices and interest rates, along with a formula for the corresponding long-bond return process defined by L_t = lim _{T %DIFDELCMD < \to %%%  \infty} P_{tT} / P_{0T}, where P_{tT} is the price at time t of a T-maturity discount bond.
Revised:  Expressions are obtained for the L\'evy-Vasicek bond prices and interest rates, along with a formula for the return on a unit investment in the long bond, defined by L_t = lim _{T %DIFDELCMD < \to %%% \infty} P_{tT} / P_{0T}, where P_{tT} is the price at time t of a T-maturity discount bond.
Edit intent: clarity
Original:  Expressions are obtained for the L\'evy-Vasicek bond prices and interest rates, along with a formula for the corresponding long-bond return process defined by L_t = lim _{T %DIFDELCMD < \to %%%  \infty} P_{tT} / P_{0T}, where P_{tT} is the price at time t of a T-maturity discount bond.
Revised:  Expressions are obtained for the L\'evy-Vasicek bond prices and interest rates, along with a formula for the corresponding long-bond return process defined by L_t = \lim _{T %DIFDELCMD < \to %%% \infty} P_{tT} / P_{0T}, where P_{tT} is the price at time t of a T-maturity discount bond.
Edit intent: fluency
Original:  Expressions are obtained for the L\'evy-Vasicek bond prices and interest rates, along with a formula for the corresponding long-bond return process defined by L_t = lim _{T %DIFDELCMD < \to %%%  \infty} P_{tT} / P_{0T}, where P_{tT} is the price at time t of a T-maturity discount bond.
Revised:  Expressions are obtained for the L\'evy-Vasicek bond prices and interest rates, along with a formula for the corresponding long-bond return process defined by L_t = lim _{T %DIFDELCMD < \to %%% \rightarrow \infty} P_{tT} / P_{0T}, where P_{tT} is the price at time t of a T-maturity discount bond.
Edit intent: meaning-changed
Original:  Oscillatory dynamics are thought to be widespread due to their superior information encoding capabilities, and single cell live imaging of gene expression has lead to a surge of dynamic, possibly oscillatory, data for different gene networks.
Revised:  Pulsatile dynamics are thought to be widespread due to their superior information encoding capabilities, and single cell live imaging of gene expression has lead to a surge of dynamic, possibly oscillatory, data for different gene networks.
Edit intent: clarity
Original:  However, the regulation of gene expression at the level of an individual cell involves reactions between finite numbers of molecules, and this can result in inherent randomness in oscillatory dynamics. Furthermore, the process of transcription has been shown to be bursty, which blurs the boundaries between aperiodic fluctuations and noisy oscillators.
Revised:  However, the regulation of gene expression at the level of an individual cell involves reactions between finite numbers of molecules, and this can result in inherent randomness in expression dynamics, which blurs the boundaries between aperiodic fluctuations and noisy oscillators.
Edit intent: coherence
Original:  We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model  . Analysis of bioluminescent live cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a {\it Hes1 promoter (10/19), which has previously been reported to oscillate, than the constitutive MMLV promoter (0/25).
Revised:  We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model and in experimental data . Analysis of bioluminescent live cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a {\it Hes1 promoter (10/19), which has previously been reported to oscillate, than the constitutive MMLV promoter (0/25).
Edit intent: meaning-changed
Original:  We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model  . Analysis of bioluminescent live cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a {\it Hes1 promoter (10/19), which has previously been reported to oscillate, than the constitutive MMLV promoter (0/25).
Revised:  We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model . Analysis of bioluminescent live cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a {\it Hes1 promoter (10/19), which has previously been reported to oscillate, than the constitutive MoMuLV 5' LTR (MMLV) promoter (0/25).
Edit intent: meaning-changed
Original:   We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor and that at any time, investors may observe the risky asset price and know if default has occurred or not .
Revised:  In particular, we consider an endowment insurance contract, that is a combination of a term insurance policy and a pure endowment, whose final value depends on the trend of a stock market where the premia the policyholder pays are invested. We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor and that at any time, investors may observe the risky asset price and know if default has occurred or not .
Edit intent: meaning-changed
Original:   We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor and that at any time, investors may observe the risky asset price and know if default has occurred or not .
Revised:  We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor that also influences the mortality rate of the policyholder. To allow for mutual dependence between the financial and the insurance markets, we use the progressive enlargement of filtration approach .
Edit intent: meaning-changed
Original:  We characterize the optimal  strategy in terms of the integrand in the Galtchouk-Kunita-Watanabe decomposition of the defaultable claim with respect to the minimal martingale measure and the available information flow.
Revised:  We characterize the optimal hedging strategy in terms of the integrand in the Galtchouk-Kunita-Watanabe decomposition of the defaultable claim with respect to the minimal martingale measure and the available information flow.
Edit intent: clarity
Original:  We characterize the optimal  strategy in terms of the integrand in the Galtchouk-Kunita-Watanabe decomposition of the defaultable claim with respect to the minimal martingale measure and the available information flow.
Revised:  We characterize the optimal strategy in terms of the integrand in the Galtchouk-Kunita-Watanabe decomposition of the insurance claim with respect to the minimal martingale measure and the available information flow.
Edit intent: meaning-changed
Original:  Finally, we provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure  in a Markovian setting via filtering.
Revised:  We provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure in a Markovian setting via filtering.
Edit intent: fluency
Original:  Finally, we provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure  in a Markovian setting via filtering.
Revised:  Finally, we provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure . Finally, we discuss applications in a Markovian setting via filtering.
Edit intent: clarity
Original:  We prove exactly that, when the receptor system does not perturb the signal dynamics , the free energy consumed by the measurement process is lower bounded by the product of the mutual informationand the time-scale of signal dynamics.
Revised:  We prove exactly that, when the receptor system does not perturb the signal dynamics is not perturbed by the receptors, lower bounded by the product of the mutual informationand the time-scale of signal dynamics.
Edit intent: meaning-changed
Original:  We prove exactly that, when the receptor system does not perturb the signal dynamics , the free energy consumed by the measurement process is lower bounded by the product of the mutual informationand the time-scale of signal dynamics. Our results apply to arbitrary network topologies and transition rates , and therefore should hold as a general principle for biomolecular information processing .
Revised:  We prove exactly that, when the receptor system does not perturb the signal dynamics , the free energy consumed by the measurement process is lower bounded by a quantity proportional to the mutual information. Our result is completely independent of the receptor architecture and dependent on signal properties alone , and therefore should hold as a general principle for biomolecular information processing .
Edit intent: meaning-changed
Original:  Our results apply to arbitrary network topologies and transition rates , and therefore should hold as a general principle for biomolecular information processing .
Revised:  Our results apply to arbitrary network topologies and transition rates , and therefore should hold as a general principle for molecular information processing. A Maxwell's Demon performing non-perturbing measurements must produce entropy at a rate greater than or equal to our bound, irrespective of how it is designed .
Edit intent: meaning-changed
Original:  Our result is completely independent of the receptor architecture and dependent on signal properties alone, and therefore holds as a general principle for molecular information processing . A Maxwell's Demon performing non-perturbing measurements must produce entropy at a rate greater than or equal to our bound, irrespective of how it is designed .
Revised:  Our result is completely independent of the receptor architecture and dependent on signal properties alone, and therefore holds as a general principle for molecular information processing .
Edit intent: coherence
Original:  The estimated inverse mean square deviations \b{eta show a power law behavior in time with exponent values between -0.91 and -1.1 indicating normal to mildly subdiffusive behavior.
Revised:  The estimated inverse mean square deviations (beta) show a power law behavior in time with exponent values between -0.91 and -1.1 indicating normal to mildly subdiffusive behavior.
Edit intent: meaning-changed
Original:  For negligible drift term, the inverse mean square deviation \b{eta from the FP model follows a power law with exponent values between -1.25 and -1.48 indicating superdiffusion.
Revised:  For negligible drift term, the inverse mean square deviations (betaFP) from the FP model follows a power law with exponent values between -1.25 and -1.48 indicating superdiffusion.
Edit intent: meaning-changed
Original:  For negligible drift term, the inverse mean square deviation \b{eta from the FP model follows a power law with exponent values between -1.25 and -1.48 indicating superdiffusion.
Revised:  For negligible drift term, the inverse mean square deviation \b{eta from the FP model follow a power law with exponent values between -1.25 and -1.48 indicating superdiffusion.
Edit intent: fluency
Original:  When the drift term is non-negligible, the corresponding \b{eta not follow a power law and becomes stationary after a certain characteristic time that depends on the values of the drift parameter and q. Neither of these behaviors is supported by the results of the empirical fit 
Revised:  When the drift term is non-negligible, the corresponding betaFP do not follow a power law and becomes stationary after a certain characteristic time that depends on the values of the drift parameter and q. Neither of these behaviors is supported by the results of the empirical fit 
Edit intent: meaning-changed