wanyu/IteraTeR_full_sent huggingface dataset:
Original:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected  when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or  unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Revised:  In our credit risk model, the risk free short rate is a constant and the default event occurs in an expected when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Edit intent: coherence
Original:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected  when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or  unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Revised:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected manner when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Edit intent: fluency
Original:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected  when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or  unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Revised:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected when the firm value reaches a given default barrier at predetermined discrete announcing dates or unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Edit intent: clarity
Original:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected  when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or  unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Revised:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or in an unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Edit intent: fluency
Original:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected  when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or  unexpected manner at the first jump time of a Poisson process with given default intensity , respectively and default recovery is related to the firm value (endogenous recovery) .
Revised:  In our credit risk model, the risk free short rate is a constant , the default event occurs in an expected when the firm value reaches a certain lower threshold - the default barrier at predetermined discrete announcing dates or unexpected manner at the first jump time of a Poisson process with given default intensity given by a step function of time variable, respectively. We consider both endogenous and exogenous default recovery .
Edit intent: meaning-changed
Original:  Our pricing problem is derived to a solving problem of inhomogeneous  Black-Scholes PDEs with different coefficients and terminal value of binary type in every subinterval between the two adjacent announcing dates.
Revised:  Our pricing problem is derived to a solving problem of inhomogeneous or homogeneous Black-Scholes PDEs with different coefficients and terminal value of binary type in every subinterval between the two adjacent announcing dates.
Edit intent: meaning-changed
Original:  So we consider a special binary option called intergral of i-th binary or nothing and then we obtain the pricing formulae of our defaultable corporate bond by using the pricing formulae of higher binary options and integrals of them.
Revised:  So we consider a special binary option called integral of i-th binary or nothing and then we obtain the pricing formulae of our defaultable corporate bond by using the pricing formulae of higher binary options and integrals of them.
Edit intent: fluency
Original:  They serve as proxies for measuring the interdependence of financial markets and the robustness of the global financial system from 2002 to 2012, covering the 2008 global financial crisis.
Revised:  They serve as network-proxies for measuring the interdependence of financial markets and the robustness of the global financial system from 2002 to 2012, covering the 2008 global financial crisis.
Edit intent: clarity
Original:  They serve as proxies for measuring the interdependence of financial markets and the robustness of the global financial system from 2002 to 2012, covering the 2008 global financial crisis. Focusing on the largest strongly-connected core component of the threshold network, while the edge threshold is set according to the percolation properties of the long-term debt securities network, we identify two early-warning indicators for global financial distress.
Revised:  They serve as proxies for measuring the interdependence of financial markets and the robustness of the global financial system and the interdependence of financial markets, respectively. Two early-warning indicators for global financial distress.
Edit intent: meaning-changed
Original:  Focusing on the largest strongly-connected core component of the threshold network, while the edge threshold is set according to the percolation properties of the long-term debt securities network, we identify two early-warning indicators for global financial distress. The spread of certain financial derivative products, such as credit default swaps and equity-linked derivatives, scales with the edge density of the long-term debt securities network .
Revised:  Focusing on the largest strongly-connected core component of the threshold network, while the edge threshold is set according to the percolation properties of the long-term debt securities network, we identify two early-warning indicators for financial crises are identified: First, the algebraic connectivity of the equity securities network, as a measure for structural robustness, drops close to zero already in 2005, while there is an over-representation of high-degree off-shore financial centres among the countries most-related to this observation, suggesting an investigation of such nodes with respect to the structural stability of the global financial system. Second, using a phenomenological model, the edge density of the long-term debt securities network .
Edit intent: meaning-changed
Original:  The spread of certain financial derivative products, such as credit default swaps and equity-linked derivatives, scales with the edge density of the long-term debt securities network . In addition, the algebraic connectivity of the equity securities network, taken as a measure for the robustness of financial markets, drops already sharply well ahead of the 2008 financial crisis .
Revised:  The spread of certain financial derivative products, such as credit default swaps and equity-linked derivatives, scales with the edge density of the long-term debt securities network is found to describe, and even forecast, the 2008 financial crisis .
Edit intent: meaning-changed
Original:  In addition, the algebraic connectivity of the equity securities network, taken as a measure for the robustness of financial markets, drops already sharply well ahead of the 2008 financial crisis .
Revised:  In addition, the algebraic connectivity of the equity securities network, taken as a measure for the robustness of financial markets, drops already sharply well ahead of the proliferation of several over-the-counter-traded financial derivatives, most prominently credit default swaps, enabling one to detect potentially dangerous levels of market interdependence and systemic risk .
Edit intent: meaning-changed
Original: We question the industry practice of economic scenario generation involving statistically dependent default times. In particular, we investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed in a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon.
Revised: We investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed in a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon.
Edit intent: coherence
Original:  In particular, we investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed in a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon.
Revised:  In particular, we investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed into a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon.
Edit intent: fluency
Original:   As a reasonable trade-off between realistic stylized facts, practical demands, and mathematical tractability, we propose models leading to a Markovian multi-variate default-indicator process.
Revised:  Besides the theoretical interest, this is also a practical problem as part of the industry has been working under the misleading assumption that the two approaches are equivalent for practical purposes. As a reasonable trade-off between realistic stylized facts, practical demands, and mathematical tractability, we propose models leading to a Markovian multi-variate default-indicator process.
Edit intent: meaning-changed
Original:   As a reasonable trade-off between realistic stylized facts, practical demands, and mathematical tractability, we propose models leading to a Markovian multi-variate default-indicator process. The well-known "looping default" case is shown to be equipped with this property, to be linked to the classical "Freund distribution" , and to allow for a new construction with immediate multi-variate extensions.
Revised:  As a reasonable trade-off between realistic stylized facts, practical demands, and mathematical tractability, we propose models leading to a Markovian multi-variate survival--indicator process, and we investigate two instances of static models for the vector of default times from the statistical literature that fall into this class. On the one hand, the "looping default" case is shown to be equipped with this property, to be linked to the classical "Freund distribution" , and to allow for a new construction with immediate multi-variate extensions.
Edit intent: meaning-changed
Original:  The well-known "looping default" case is shown to be equipped with this property, to be linked to the classical "Freund distribution" , and to allow for a new construction with immediate multi-variate extensions.
Revised:  The well-known "looping default" case is known to be equipped with this property, to be linked to the classical "Freund distribution" , and to allow for a new construction with immediate multi-variate extensions.
Edit intent: clarity
Original:  The well-known "looping default" case is shown to be equipped with this property, to be linked to the classical "Freund distribution" , and to allow for a new construction with immediate multi-variate extensions.
Revised:  The well-known "looping default" case is shown to be equipped with this property, and we point out that it coincides with the classical "Freund distribution" , and to allow for a new construction with immediate multi-variate extensions.
Edit intent: meaning-changed
Original:  The well-known "looping default" case is shown to be equipped with this property, to be linked to the classical "Freund distribution" , and to allow for a new construction with immediate multi-variate extensions. If, additionally, all sub-vectors of the default indicator process are also Markovian, this constitutes a new characterization of the Marshall-Olkin distribution, and hence of multi-variate lack-of-memory.
Revised:  The well-known "looping default" case is shown to be equipped with this property, to be linked to the classical "Freund distribution" in the bivariate case. On the other hand, if all sub-vectors of the default indicator process are also Markovian, this constitutes a new characterization of the Marshall-Olkin distribution, and hence of multi-variate lack-of-memory.
Edit intent: meaning-changed
Original:  If, additionally, all sub-vectors of the default indicator process are also Markovian, this constitutes a new characterization of the Marshall-Olkin distribution, and hence of multi-variate lack-of-memory.
Revised:  If, additionally, all sub-vectors of the survival indicator process are also Markovian, this constitutes a new characterization of the Marshall-Olkin distribution, and hence of multi-variate lack-of-memory.
Edit intent: clarity
Original:  If, additionally, all sub-vectors of the default indicator process are also Markovian, this constitutes a new characterization of the Marshall-Olkin distribution, and hence of multi-variate lack-of-memory.
Revised:  If, additionally, all sub-vectors of the default indicator process are Markovian, this constitutes a new characterization of the Marshall-Olkin distribution, and hence of multi-variate lack-of-memory.
Edit intent: coherence
Original:  If, additionally, all sub-vectors of the default indicator process are also Markovian, this constitutes a new characterization of the Marshall-Olkin distribution, and hence of multi-variate lack-of-memory.
Revised:  If, additionally, all sub-vectors of the default indicator process are also Markovian, this constitutes a new characterization of the Marshall--Olkin distribution, and hence of multi-variate lack-of-memory.
Edit intent: fluency
Original:  CellDesigner has been used to draw the structures of chemical reactions of Nuclear Receptor Binding to Promoter Regions  .
Revised:  CellDesigner has been used to draw the structures of chemical reactions of Nuclear Receptor Binding to Promoter Regions . After model reduction, the general analytical solution for reduced model is given and the number of species and reactions are reduced from 9 species and 6 reactions to 6 species and 5 reactions .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution 1 to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] ] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given to the data in ] ] ] ] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given 1] ] ] ] ] ] .
Edit intent: clarity
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ]. It was pointed out ] ] ] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] 2] ] ] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] by us recently that this 1D linear translocation model is equivalent to the one that was considered by Schrodinger ] ] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] 3] ] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] for the Enrenhaft-Millikan measurements ] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] 4,5] ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] ] on electron charge. Here we apply Schrodinger's first-passage-time distribution formula to the data set in ] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] ] 1] ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] ] ]. It is found that Schrodinger's formula can be used to describe the time distribution of DNA translocation in solid-state nanopores. These fittings yield two useful parameters: drift velocity of DNA translocation and diffusion constant of DNA inside the nanopore. The results suggest two regimes of DNA translocation: (I) at low voltages, there are clear deviations from Smoluchowski's linear law of electrophoresis ] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] ] ] 6] .
Edit intent: meaning-changed
Original: In this short note, a correction is made to the recently proposed solution  to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given  ] ]  ]  ]  ] ]  .
Revised: In this short note, a correction is made to the recently proposed solution to a 1D biased diffusion model for linear DNA translocation and a new analysis will be given ] ] ] ] ] ] which we attribute to the entropic barrier effects; (II) at high voltages, the translocation velocity is a linear function of the applied electric field. In regime II, the apparent diffusion constant exhibits a quadratic dependence on applied electric field, suggesting a mechanism of Taylor dispersion effect likely due the electro-osmotic flow field in the nanopore channel. This analysis yields a dispersion-free diffusion constant value for the segment of DNA inside the nanopore which is in agreement with Stokes-Einstein theory quantitatively. The implication of Schrodinger's formula for DNA sequencing is discussed .
Edit intent: meaning-changed
Original: For a given Markov process X and survival function %DIFDELCMD < \ovl %%% H on%DIFDELCMD < \mbb %%% R_+, the%DIFDELCMD < {\em %%% \overline  inverse first-passage time problem (IFPT) is to find a barrier function b:
Revised: For a given Markov process X and survival function %DIFDELCMD < \ovl %%% %DIFDELCMD < \mbb %%% R_+, the%DIFDELCMD < {\em %%% \overline inverse first-passage time problem (IFPT) is to find a barrier function b:
Edit intent: coherence
Original: For a given Markov process X and survival function %DIFDELCMD < \ovl %%% H on%DIFDELCMD < \mbb %%% R_+, the%DIFDELCMD < {\em %%% \overline  inverse first-passage time problem (IFPT) is to find a barrier function b:
Revised: For a given Markov process X and survival function %DIFDELCMD < \ovl %%% H on%DIFDELCMD < \mbb %%% %DIFDELCMD < {\em %%% \overline inverse first-passage time problem (IFPT) is to find a barrier function b:
Edit intent: meaning-changed
Original: For a given Markov process X and survival function %DIFDELCMD < \ovl %%% H on%DIFDELCMD < \mbb %%% R_+, the%DIFDELCMD < {\em %%% \overline  inverse first-passage time problem (IFPT) is to find a barrier function b:
Revised: For a given Markov process X and survival function %DIFDELCMD < \ovl %%% H on%DIFDELCMD < \mbb %%% R_+, the%DIFDELCMD < {\em %%% \overline H on \mathbb R^+, the inverse first-passage time problem (IFPT) is to find a barrier function b:
Edit intent: meaning-changed