wanyu/IteraTeR_full_sent huggingface dataset:
Original: The total duration of drawdowns is shown to be an efficient and robust estimator of Sharpe ratios , especially for heavy-tailed price returns. Because such type of data mechanically reduces the expected total drawdown duration with respect to Gaussian price returns , moment-based estimators are prone to overestimate true Sharpe ratios in leptokurtic market conditions and may further amplify large price returns when they are used by trend-followers .
Revised: The total duration of drawdowns is shown to be an efficient and robust estimator of Sharpe ratios . Its properties are distribution-dependent: the expected total drawdown duration with respect to Gaussian price returns , moment-based estimators are prone to overestimate true Sharpe ratios in leptokurtic market conditions and may further amplify large price returns when they are used by trend-followers .
Edit intent: meaning-changed
Original:  Because such type of data mechanically reduces the expected total drawdown duration with respect to Gaussian price returns , moment-based estimators are prone to overestimate true Sharpe ratios in leptokurtic market conditions and may further amplify large price returns when they are used by trend-followers .
Revised:  Because such type of data mechanically reduces the expected total drawdown duration is smaller for heavy-tailed returns than for Gaussian ones. As a consequence, in leptokurtic market conditions and may further amplify large price returns when they are used by trend-followers .
Edit intent: meaning-changed
Original:  Because such type of data mechanically reduces the expected total drawdown duration with respect to Gaussian price returns , moment-based estimators are prone to overestimate true Sharpe ratios in leptokurtic market conditions and may further amplify large price returns when they are used by trend-followers .
Revised:  Because such type of data mechanically reduces the expected total drawdown duration with respect to Gaussian price returns , moment-based estimators are prone to overestimate true Sharpe ratios in leptokurtic market conditions , the new estimator yields smaller Sharpe ratios than moment-based estimators, which implies that the standard estimator overestimates the information content of prices when the return distribution has heavy tails. Accordingly, using the standard estimator for taking trend-following decisions enhances large price fluctuations .
Edit intent: meaning-changed
Original:  Its properties are distribution-dependent: the expected total drawdown duration is smaller for heavy-tailed returns than for Gaussian ones. As a consequence, in leptokurtic market conditions, the new estimator yields smaller Sharpe ratios than moment-based estimators, which implies that the standard estimator overestimates the information content of prices when the return distribution has heavy tails.
Revised:  Its properties are distribution-dependent: the expected total drawdown duration is smaller for heavy-tailed price returns. We then use this quantity to infer an analytic expression of the the bias of moment-based estimators, which implies that the standard estimator overestimates the information content of prices when the return distribution has heavy tails.
Edit intent: clarity
Original:  As a consequence, in leptokurtic market conditions, the new estimator yields smaller Sharpe ratios than moment-based estimators, which implies that the standard estimator overestimates the information content of prices when the return distribution has heavy tails. Accordingly, using the standard estimator for taking trend-following decisions enhances large price fluctuations .
Revised:  As a consequence, in leptokurtic market conditions, the new estimator yields smaller Sharpe ratios than moment-based Sharpe ratio estimators and the tail exponent of the distribution of heavy-tailed price returns. The heterogeneity of tail exponents at any given time among assets implies that our new methods yields significantly different asset rankings than moment-based methods, especially in periods large volatility. This is fully confirmed by using 20 years of historical data on 3449 liquid US equities .
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Original:  In the paper we implement a selected numerical algorithm (bandwidth selection for kernel density estimators, KDE) using HLS and show techniques which were used to optimise the final FPGA implementation  .
Revised:  In the paper we implement a selected numerical algorithm (bandwidth selection for kernel density estimators, KDE) using HLS and show techniques which were used to optimise the final FPGA implementation . We are also going to show that FPGA speedups, comparing to highly optimized CPU and GPU implementations, are quite substantial. Moreover, power consumption for FPGA devices is usually much less than typical power consumption of the present CPUs and GPUs .
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Original: We propose a complexity-theoretic approach to studying biological networks . We use a simple graph representation of biological networks capturing objects (molecules : DNA, RNA, proteins and chemicals) as nodes, and relations between them as directed and signed (promotional (+) or inhibitory (-)) edges.
Revised: We propose a complexity-theoretic approach to studying biological networks is proposed. A simple graph representation of biological networks capturing objects (molecules : DNA, RNA, proteins and chemicals) as nodes, and relations between them as directed and signed (promotional (+) or inhibitory (-)) edges.
Edit intent: coherence
Original:  We use a simple graph representation of biological networks capturing objects (molecules : DNA, RNA, proteins and chemicals) as nodes, and relations between them as directed and signed (promotional (+) or inhibitory (-)) edges.
Revised:  We use a simple graph representation of biological networks capturing objects (molecules : DNA, RNA, proteins and chemicals) are vertices and relations between them as directed and signed (promotional (+) or inhibitory (-)) edges.
Edit intent: meaning-changed
Original:  We use a simple graph representation of biological networks capturing objects (molecules : DNA, RNA, proteins and chemicals) as nodes, and relations between them as directed and signed (promotional (+) or inhibitory (-)) edges.
Revised:  We use a simple graph representation of biological networks capturing objects (molecules : DNA, RNA, proteins and chemicals) as nodes, and relations between them are directed and signed (promotional (+) or inhibitory (-)) edges.
Edit intent: fluency
Original:  Based on this model, we formally define the problem of network evolution (NE) and subsequently prove it to be fundamentally hard  by means of reduction from the Knapsack problem (KP).
Revised:  Based on this model, we formally define the problem of network evolution (NE) is defined formally as an optimization problem and subsequently proven to be fundamentally hard by means of reduction from the Knapsack problem (KP).
Edit intent: meaning-changed
Original:  Based on this model, we formally define the problem of network evolution (NE) and subsequently prove it to be fundamentally hard  by means of reduction from the Knapsack problem (KP).
Revised:  Based on this model, we formally define the problem of network evolution (NE) and subsequently prove it to be fundamentally hard (NP-hard) by means of reduction from the Knapsack problem (KP).
Edit intent: meaning-changed
Original:  The performance of the search strategy is  evaluated for a reference data set extracted from a database with amino acid dipeptide conformers obtained by an extensive combined force field and first-principles search  .
Revised:  The performance of the search strategy is evaluated for a reference data set extracted from a database with amino acid dipeptide conformers obtained by an extensive combined force field and first-principles search and (ii) compared to the performance of a systematic search and a random conformer generator for the example of a drug-like ligand with 43 atoms, 8 rotatable bonds and 1 cis/trans bond .
Edit intent: meaning-changed
Original:  In particular, transaction costs can be approximately compensated  applying the Leland adjusting volatility principle and  asymptotic property of the hedging error due to discrete readjustments is characterized.
Revised:  Assuming some mild condition on the jump size distribution we show that transaction costs can be approximately compensated applying the Leland adjusting volatility principle and asymptotic property of the hedging error due to discrete readjustments is characterized.
Edit intent: meaning-changed
Original:  The study also confirms that for  constant trading cost rate, the  results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are  valid in jump-diffusion models with deterministic volatility using the classical Leland parameter  .
Revised:  The study also confirms that for the case of constant trading cost rate, the results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are valid in jump-diffusion models with deterministic volatility using the classical Leland parameter .
Edit intent: clarity
Original:  The study also confirms that for  constant trading cost rate, the  results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are  valid in jump-diffusion models with deterministic volatility using the classical Leland parameter  .
Revised:  The study also confirms that for constant trading cost rate, the approximate results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are valid in jump-diffusion models with deterministic volatility using the classical Leland parameter .
Edit intent: meaning-changed
Original:  The study also confirms that for  constant trading cost rate, the  results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are  valid in jump-diffusion models with deterministic volatility using the classical Leland parameter  .
Revised:  The study also confirms that for constant trading cost rate, the results established by Kabanov and Safarian (1997)and by Pergamenschikov (2003) are valid in jump-diffusion models with deterministic volatility using the classical Leland parameter .
Edit intent: fluency
Original:  The study also confirms that for  constant trading cost rate, the  results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are  valid in jump-diffusion models with deterministic volatility using the classical Leland parameter  .
Revised:  The study also confirms that for constant trading cost rate, the results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are still valid in jump-diffusion models with deterministic volatility using the classical Leland parameter .
Edit intent: clarity
Original:  The study also confirms that for  constant trading cost rate, the  results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are  valid in jump-diffusion models with deterministic volatility using the classical Leland parameter  .
Revised:  The study also confirms that for constant trading cost rate, the results established by Kabanov and Safarian (1997)and Pergamenshchikov (2003) are valid in jump-diffusion models with deterministic volatility using the classical Leland parameter in Leland (1986) .
Edit intent: meaning-changed
Original:  The proposed problem is a generalization of the results obtained by Stirzaker and Kupferman where the authors do not present a situation where the sale of a quantity from some goods is constrained by the marketing of another.
Revised:  The proposed problem is a generalization of the results obtained by Stirzaker (Probability and Random Variables: A Beginner's Guide, 1999) and Kupferman (Lecture Notes in Probability, 2009) where the authors do not present a situation where the sale of a quantity from some goods is constrained by the marketing of another.
Edit intent: meaning-changed
Original:  The proposed problem is a generalization of the results obtained by Stirzaker and Kupferman where the authors do not present a situation where the sale of a quantity from some goods is constrained by the marketing of another.
Revised:  The proposed problem is a generalization of the results obtained by Stirzaker and Kupferman where the authors do not present a situation where the sale of a quantity from some commodities is constrained by the marketing of another.
Edit intent: clarity
Original: Energy consumption of the software running on a device has become increasingly important as a growing number of devices rely on batteries or other limited sources of power. Of particular interest is constructing a bounded measure of the energy consumption - the maximum energy a program could consume for any input given to it. We explore the effect of different data on the energy consumption of individual instructions, instruction sequences and full programs. The whole program energy consumption of two benchmarks is analysed over random and hand-crafted data , and maximized with genetic algorithms for two embedded processors .
Revised: This paper examines the impact of operand values upon instruction level energy models of embedded processors, to explore whether the requirements for safe worst case energy consumption (WCEC) analysis can be met. WCEC is similar to worst case execution time (WCET) analysis, but seeks to determine whether a task can be completed within an energy budget rather than within a deadline. Existing energy models that underpin such analysis typically use energy measurements from random input data, providing average or otherwise unbounded estimates not necessarily suitable for worst case analysis. We examine energy consumption distributions of two benchmarks is analysed over random and hand-crafted data , and maximized with genetic algorithms for two embedded processors .
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Original:  We find that the worst case can be predicted from the distribution created by the random data, however, hand-crafted data can often achieve lower energy consumption. A model is constructed that allows the worst case energy for a sequence of instructions to be predicted. This is based on the observation that the transition between instructions is important and thus is not a single energy cost - it is a distribution dependent on the input and output values of the two consecutive instructions.
Revised:  We find that the worst case can be predicted with a distribution created from random data. We propose a model to obtain energy distributions for instruction sequences that can be composed, enabling WCEC analysis on program basic blocks. Data dependency between instructions is important and thus is not a single energy cost - it is a distribution dependent on the input and output values of the two consecutive instructions.
Edit intent: clarity
Original:  This is based on the observation that the transition between instructions is important and thus is not a single energy cost - it is a distribution dependent on the input and output values of the two consecutive instructions. We characterise the transition distributions for several instructions in the AVR instruction set, and show that this gives a useful upper bound on the energy consumption. We explore the effect that the transfer function of the instruction has on the data, and give an example which leads to a bimodal energy distribution. Finally, we conclude that a probabilistic approach is appropriate for estimating the energy consumption of programs .
Revised:  This is based on the observation that the transition between instructions is also examined, giving a case where dependencies create a bimodal energy distribution. The worst case energy prediction remains safe. We conclude that worst-case energy models based on a probabilistic approach are suitable for safe WCEC analysis .
Edit intent: clarity
Original: This paper examines the impact of  operand values upon instruction level energy models of embedded processors, to explore whether the requirements for safe worst case energy consumption (WCEC) analysis can be met.
Revised: Safely meeting Worst Case Energy Consumption (WCEC) criteria requires accurate energy modeling of software. We investigate the impact of operand values upon instruction level energy models of embedded processors, to explore whether the requirements for safe worst case energy consumption (WCEC) analysis can be met.
Edit intent: meaning-changed
Original: This paper examines the impact of  operand values upon instruction level energy models of embedded processors, to explore whether the requirements for safe worst case energy consumption (WCEC) analysis can be met. WCEC is similar to worst case execution time (WCET) analysis, but seeks to determine whether a task can be completed within an energy budget rather than within a deadline. Existing energy models that underpin such analysis typically use energy measurements from random input data, providing average or otherwise unbounded estimates not necessarily suitable for worst case analysis.
Revised: This paper examines the impact of operand values upon energy models that underpin such analysis typically use energy measurements from random input data, providing average or otherwise unbounded estimates not necessarily suitable for worst case analysis.
Edit intent: clarity
Original:  We examine energy consumption distributions of two benchmarks under a range of input data on two cache-less embedded architectures, AVR and XS1-L. We find that the worst case can be predicted with a distribution created from random data. We propose a model to obtain energy distributions for instruction sequences that can be composed , enabling WCEC analysis on program basic blocks.
Revised:  We examine probabilistic energy distributions of instructions and propose a model to obtain energy distributions for instruction sequences that can be composed , enabling WCEC analysis on program basic blocks.
Edit intent: clarity
Original:  Convergence of BTM and explicit difference schemes for the variational inequality model of American put options to viscosity solution is proved .
Revised:  Convergence of BTM and explicit difference schemes for the variational inequality model of American put options to viscosity solution the decreasing property of the price of American put options and increasing property of the optimal exercise boundary on time variable are proved. First, put options are considered. Then the linear homogeneity and call-put symmetry of the price functions in the BTM and the EDS for the variational inequality model of American options with time dependent coefficients are studied and using them call options are studied .
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Original: Using an extended version of the credit risk model CreditRisk^+ , we develop a flexible framework to estimate stochastic life tables and to model credit, life insurance and annuity portfolios , including actuarial reserves.
Revised: We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain Monte Carlo (MCMC) is used for parameter estimation. We then link our proposed model to an extended version of the credit risk model CreditRisk^+ , we develop a flexible framework to estimate stochastic life tables and to model credit, life insurance and annuity portfolios , including actuarial reserves.
Edit intent: meaning-changed
Original: Using an extended version of the credit risk model CreditRisk^+ , we develop a flexible framework to estimate stochastic life tables and to model credit, life insurance and annuity portfolios , including actuarial reserves.
Revised: Using an extended version of the credit risk model CreditRisk^+ . This allows exact risk aggregation via an efficient numerically stable Panjer recursion algorithm and provides numerous applications in credit, life insurance and annuity portfolios , including actuarial reserves.
Edit intent: meaning-changed
Original: Using an extended version of the credit risk model CreditRisk^+ , we develop a flexible framework to estimate stochastic life tables and to model credit, life insurance and annuity portfolios , including actuarial reserves. Deaths are driven by common stochastic risk factors which may be interpreted as death causes like neoplasms, circulatory diseases or idiosyncratic components. Our approach provides an efficient, numerically stable algorithm for an exact calculation of the one-period loss distribution where various sources of risk are considered. As required by many regulators, we can then derive risk measures for the one-period loss distribution such as value at risk and expected shortfall.
Revised: Using an extended version of the credit risk model CreditRisk^+ , we develop a flexible framework to estimate stochastic life tables and to model credit, life insurance and annuity portfolios to derive P\&L distributions. Furthermore, the model allows exact (without Monte Carlo simulation error) calculation of risk measures and their sensitivities with respect to model parameters for P\&L distributions such as value-at-risk and expected shortfall.
Edit intent: clarity
Original:  Using publicly available data, we provide estimation procedures for model parameters including classical approaches, as well as Markov chain Monte Carlo methods. We conclude with a real world example using Australian death data . In particular, our model allows stress testing and, therefore, offers insight into how certain health scenarios influence annuity payments of an insurer. Such scenarios may include outbreaks of epidemics, improvement in health treatment, or development of better medication. Further applications of our model include modelling of stochastic life tables with corresponding forecasts of death probabilities and demographic changes .
Revised:  Numerous examples, including an application to partial internal models under Solvency II, using Austrian and Australian data are shown .
Edit intent: coherence
Original:  Moreover, it is observed that an interchange exists among the first two moments in service and switch-over times such that the HT limits remain unchanged. \geq2
Revised:  Moreover, it is observed that an interchange exists among the first two moments in service and switch-over times such that the HT limits remain unchanged. \geq2) queue polling systems, but one can also easily relax the distributional assumptions. The results and insights of this note prove their worth in the performance analysis of Wireless Personal Area Networks (WPAN) and mobile networks, where different users compete for access to the shared scarce resources.
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Original: Each mammalian olfactory sensory neuron stochastically expresses only one out of  thousands of olfactory receptor alleles and the molecular mechanism for this selection remains as one of the biggest puzzles in neurobiology.
Revised: Multiple-objective optimization is common in biological systems. In the mammalian olfactory system, each sensory neuron stochastically expresses only one out of thousands of olfactory receptor alleles and the molecular mechanism for this selection remains as one of the biggest puzzles in neurobiology.
Edit intent: meaning-changed
Original: Each mammalian olfactory sensory neuron stochastically expresses only one out of  thousands of olfactory receptor alleles and the molecular mechanism for this selection remains as one of the biggest puzzles in neurobiology.
Revised: Each mammalian olfactory sensory neuron stochastically expresses only one out of up to thousands of olfactory receptor alleles and the molecular mechanism for this selection remains as one of the biggest puzzles in neurobiology.
Edit intent: meaning-changed