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Kinesins are biomolecular motors which move on cylindrical nano-tubes called microtubules . | <meaning-changed> Kinesins are biomolecular motors which move on cylindrical nano-tubes called microtubules . | KIF1A kinesins are single-headed motor proteins which move on cylindrical nano-tubes called microtubules . | meaning-changed | 0.9986953 | 0712.4304 | 1 |
Kinesins are biomolecular motors which move on cylindrical nano-tubes called microtubules . | <meaning-changed> Kinesins are biomolecular motors which move on cylindrical nano-tubes called microtubules . | Kinesins are biomolecular motors which move on cylindrical nano-tubes called microtubules (MT) . | meaning-changed | 0.99914503 | 0712.4304 | 1 |
A normal microtubule consists of more than one protofilament on which the equispaced motor binding sites form a periodic array. | <meaning-changed> A normal microtubule consists of more than one protofilament on which the equispaced motor binding sites form a periodic array. | A normal MT consists of 13 protofilaments on which the equispaced motor binding sites form a periodic array. | meaning-changed | 0.65283555 | 0712.4304 | 1 |
The collective movement of the kinesins on a microtubule is, therefore, analogous to vehicular traffic on multi-lane highways where each protofilament is the analogue of a single lane. | <clarity> The collective movement of the kinesins on a microtubule is, therefore, analogous to vehicular traffic on multi-lane highways where each protofilament is the analogue of a single lane. | The collective movement of the kinesins on a MT is, therefore, analogous to vehicular traffic on multi-lane highways where each protofilament is the analogue of a single lane. | clarity | 0.99717736 | 0712.4304 | 1 |
We extend a recent model of the traffic of single-headed kinesin KIF1A [{\it Phys. | <meaning-changed> We extend a recent model of the traffic of single-headed kinesin KIF1A [{\it Phys. | Does lane-changing increase or decrease the motor flux per lane? We address this fundamental question here by appropriately extending a recent model of the traffic of single-headed kinesin KIF1A [{\it Phys. | meaning-changed | 0.9989478 | 0712.4304 | 1 |
We extend a recent model of the traffic of single-headed kinesin KIF1A [{\it Phys. | <meaning-changed> We extend a recent model of the traffic of single-headed kinesin KIF1A [{\it Phys. | We extend a recent model [{\it Phys. | meaning-changed | 0.78076863 | 0712.4304 | 1 |
Rev. E {\bf 75}, 041905 (2007)}] by incorporating processes which correspond to shifting of the motor proteins from one protofilament to another. On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors . | <meaning-changed> Rev. E {\bf 75}, 041905 (2007)}] by incorporating processes which correspond to shifting of the motor proteins from one protofilament to another. On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors . | Rev. E {\bf 75}, 041905 (2007)}] . By carrying out analytical calculations and computer simulations of this extended model, we predict the effects of lane changing on the flux of the KIF1A motors . | meaning-changed | 0.61292505 | 0712.4304 | 1 |
On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors . | <clarity> On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors . | On the basis of analytical treatment of our model, we predict that the flux per lane can increase or decrease with the increasing rate of lane changing on the flux of the KIF1A motors . | clarity | 0.8504078 | 0712.4304 | 1 |
On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors . Our quantitative predictions can be tested, in principle, by carrying out {\it in-vitro} experiments with fluorescently labelled KIF1A molecules. | <meaning-changed> On the basis of analytical treatment of our model, we predict the effects of lane changing on the flux of the KIF1A motors . Our quantitative predictions can be tested, in principle, by carrying out {\it in-vitro} experiments with fluorescently labelled KIF1A molecules. | On the basis of analytical treatment of our model, we predict the effects of lane changing , depending on the concentrations of motors and the rate of hydrolysis of ATP, the ``fuel'' molecules. Our predictions can be tested, in principle, by carrying out {\it in-vitro} experiments with fluorescently labelled KIF1A molecules. | meaning-changed | 0.999316 | 0712.4304 | 1 |
In \mbox{%DIFAUXCMD Gua the notion of stickiness for stochastic processes was introduced. | <meaning-changed> In \mbox{%DIFAUXCMD Gua the notion of stickiness for stochastic processes was introduced. | In 2 the notion of stickiness for stochastic processes was introduced. | meaning-changed | 0.9987791 | 0801.0718 | 1 |
In particular, we show that stickiness is invariant under composition with continuous functions. We also prove a time change result on stickiness. As an application we provide sufficient conditions for continuous semimartingales to be sticky (A counter example show that not all semi-martingales are sticky). As a result, our paper provides an extended class of stochastic processes that are consistent with the no arbitrage property in a market with friction . | <clarity> In particular, we show that stickiness is invariant under composition with continuous functions. We also prove a time change result on stickiness. As an application we provide sufficient conditions for continuous semimartingales to be sticky (A counter example show that not all semi-martingales are sticky). As a result, our paper provides an extended class of stochastic processes that are consistent with the no arbitrage property in a market with friction . | In particular, we give examples of processes that are consistent with the no arbitrage property in a market with friction . | clarity | 0.99892265 | 0801.0718 | 1 |
As a result, our paper provides an extended class of stochastic processes that are consistent with the no arbitrage property in a market with friction . | <meaning-changed> As a result, our paper provides an extended class of stochastic processes that are consistent with the no arbitrage property in a market with friction . | As a result, our paper provides an extended class of stochastic processes that are not semimartingales but are sticky . | meaning-changed | 0.9992899 | 0801.0718 | 1 |
A mean-field description can be solved analytically via a mapping to a restricted random-graph ensemble . | <clarity> A mean-field description can be solved analytically via a mapping to a restricted random-graph ensemble . | A mean-field approximation can be described analytically via a mapping to a restricted random-graph ensemble . | clarity | 0.99878746 | 0801.1480 | 1 |
A mean-field description can be solved analytically via a mapping to a restricted random-graph ensemble . | <meaning-changed> A mean-field description can be solved analytically via a mapping to a restricted random-graph ensemble . | A mean-field description can be solved analytically via a mapping to a restricted random-graph ensemble having local degree constraints and global constraints on the number of connected components . | meaning-changed | 0.9994543 | 0801.1480 | 1 |
It is well-known that power control can affect the wireless network capacity. However, recent works show conflicting results: network capacity may increase or decrease with higher transmission power under different scenarios. | <coherence> It is well-known that power control can affect the wireless network capacity. However, recent works show conflicting results: network capacity may increase or decrease with higher transmission power under different scenarios. | Recent works show conflicting results: network capacity may increase or decrease with higher transmission power under different scenarios. | coherence | 0.9963511 | 0801.4592 | 1 |
In this work, we want to explore this paradoxand provide fundamental understanding on power control . | <clarity> In this work, we want to explore this paradoxand provide fundamental understanding on power control . | In this work, we want to understand this paradox . | clarity | 0.9990288 | 0801.4592 | 1 |
Specifically, we want to explore the following questions: (1)Theoretically, should we increase or decrease transmission power to maximize network capacity? | <clarity> Specifically, we want to explore the following questions: (1)Theoretically, should we increase or decrease transmission power to maximize network capacity? | Specifically, we address the following questions: (1)Theoretically, should we increase or decrease transmission power to maximize network capacity? | clarity | 0.9957397 | 0801.4592 | 1 |
(2) Theoretically, how much network capacity gain can we achieve when using power control? | <clarity> (2) Theoretically, how much network capacity gain can we achieve when using power control? | (2) Theoretically, how much network capacity gain can we achieve by power control? | clarity | 0.96787083 | 0801.4592 | 1 |
Extensive simulations are carried out to verify our analysis . This work provides a deeper understanding on how power control can affect network capacity. Besides the theoretical contributions, it offers some design intuitions to wireless network researchers . | <clarity> Extensive simulations are carried out to verify our analysis . This work provides a deeper understanding on how power control can affect network capacity. Besides the theoretical contributions, it offers some design intuitions to wireless network researchers . | Extensive simulations are carried out to verify our analysis . | clarity | 0.9560204 | 0801.4592 | 1 |
By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) . | <fluency> By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) . | By using support arguments we prove that the resulting model is arbitrage free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) . | fluency | 0.99935013 | 0802.1288 | 1 |
By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) . | <meaning-changed> By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) . | By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni Math. Finance 16 (2006 , 2007) . | meaning-changed | 0.9994672 | 0802.1288 | 1 |
By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) . | <meaning-changed> By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 , 2007) . | By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al (2006 ) 569-582 . | meaning-changed | 0.99948114 | 0802.1288 | 1 |
It turns out that similar to the Brownian case such family does not go well with the fractional HJM dynamics with deterministic volatility. | <fluency> It turns out that similar to the Brownian case such family does not go well with the fractional HJM dynamics with deterministic volatility. | It turns out that similar to the Brownian case such a family does not go well with the fractional HJM dynamics with deterministic volatility. | fluency | 0.9991264 | 0802.1288 | 1 |
We show that a simple model reproduces very closely the evolution of the GDP in constant dollars of many countries during the times of recession and recovery. | <meaning-changed> We show that a simple model reproduces very closely the evolution of the GDP in constant dollars of many countries during the times of recession and recovery. | We show that a simple model reproduces very closely the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during the times of recession and recovery. | meaning-changed | 0.9546861 | 0802.2004 | 1 |
We propose a criterion to distinguish a posteriori a dynamical policy from a static one . | <meaning-changed> We propose a criterion to distinguish a posteriori a dynamical policy from a static one . | We propose a criterion to distinguish a posteriori a dynamical policy from a static one . Finally, we predict that Ukraine will recover its current and constant dollar 1990 GDPs in 2009 and Moldova in 2015 in current dollars and 2009 in constant dollars . | meaning-changed | 0.9994242 | 0802.2004 | 1 |
We show that a simple model reproduces very closely the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during the times of recession and recovery. | <clarity> We show that a simple model reproduces very closely the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during the times of recession and recovery. | We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during the times of recession and recovery. | clarity | 0.98679894 | 0802.2004 | 2 |
A theoretical analysis illustrates how an optimal dynamical policy reduces both recession duration and severity, and increases the value of GDP at all times. We propose a criterion to distinguish a posteriori a dynamical policy from a static one. Finally, we predict that Ukraine will recover its current and constant dollar 1990 GDPs in 2009 and Moldova in 2015 in current dollars and 2009 in constant dollars . | <meaning-changed> A theoretical analysis illustrates how an optimal dynamical policy reduces both recession duration and severity, and increases the value of GDP at all times. We propose a criterion to distinguish a posteriori a dynamical policy from a static one. Finally, we predict that Ukraine will recover its current and constant dollar 1990 GDPs in 2009 and Moldova in 2015 in current dollars and 2009 in constant dollars . | We then argue that it can be used to detect shocks and discuss its predictive power. Finally, a two-sector theoretical model of recession and recovery illustrates how the severity and length of recession depends on the dynamics of transfer rate between the growing and failing parts of the economy . | meaning-changed | 0.99630356 | 0802.2004 | 2 |
We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during the times of recession and recovery. | <fluency> We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during the times of recession and recovery. | We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during times of recession and recovery. | fluency | 0.9993124 | 0802.2004 | 3 |
We then argue that it can be used to detect shocks and discuss its predictive power. | <meaning-changed> We then argue that it can be used to detect shocks and discuss its predictive power. | We then argue that this equation is the response function of the economy to isolated shocks, hence that it can be used to detect shocks and discuss its predictive power. | meaning-changed | 0.9995208 | 0802.2004 | 3 |
We then argue that it can be used to detect shocks and discuss its predictive power. | <meaning-changed> We then argue that it can be used to detect shocks and discuss its predictive power. | We then argue that it can be used to detect large and small shocks, including those which do not lead to a recession; we also discuss its predictive power. | meaning-changed | 0.9995534 | 0802.2004 | 3 |
Finally, a two-sector theoretical model of recession and recovery illustrates how the severity and length of recession depends on the dynamics of transfer rate between the growing and failing parts of the economy. | <clarity> Finally, a two-sector theoretical model of recession and recovery illustrates how the severity and length of recession depends on the dynamics of transfer rate between the growing and failing parts of the economy. | Finally, a two-sector toy model of recession and recovery illustrates how the severity and length of recession depends on the dynamics of transfer rate between the growing and failing parts of the economy. | clarity | 0.96261454 | 0802.2004 | 3 |
In that paper, we solve dynamically a partial hedging problem for an American contingent claim: assuming superhedging is not feasible, we explain in this context the notion of efficient hedging by introducing a risk minimization criterion: we consider here the problem of minimizing the conditional expected loss for a given convex and non decreasing loss function. To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations . | <coherence> In that paper, we solve dynamically a partial hedging problem for an American contingent claim: assuming superhedging is not feasible, we explain in this context the notion of efficient hedging by introducing a risk minimization criterion: we consider here the problem of minimizing the conditional expected loss for a given convex and non decreasing loss function. To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations . | In that paper, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations . | coherence | 0.9960848 | 0802.2172 | 1 |
To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations . | <meaning-changed> To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations . | To solve this problem, we provide a new characterization of the solutions of specific reflected backward stochastic differential equations (or RBSDEs) whose driver g is convex and has quadratic growth in its second variable: this is done by introducing the extended notion of g-Snell enveloppe. Then, in a second step, we relate this representation to a specific class of dynamic monetary concave functionals already introduced in a discrete time setting. This connection implies that the solution, characterized by means of non linear expectations . | meaning-changed | 0.99952185 | 0802.2172 | 1 |
To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations . | <meaning-changed> To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations . | To solve this problem, we provide a connection between the dynamic convex risk functional introduced and the solutionof a quadratic RBSDE (Reflected Backward Stochastic Differential Equations): this is achieved by studying the properties of specific non linear expectations , has again the time consistency property . | meaning-changed | 0.9995302 | 0802.2172 | 1 |
We propose to include \theta as the proportion of nodes with one or no neighbors to estimate the contribution of these cases to the mean clustering value. | <meaning-changed> We propose to include \theta as the proportion of nodes with one or no neighbors to estimate the contribution of these cases to the mean clustering value. | We propose to include \theta as the proportion of leafs and isolated nodes to estimate the contribution of these cases to the mean clustering value. | meaning-changed | 0.99773264 | 0802.2512 | 1 |
We find that the definition of the clustering coefficient has a major effect when comparing different networks. | <meaning-changed> We find that the definition of the clustering coefficient has a major effect when comparing different networks. | This novel definition leads to values which are up to 140\% higher than the traditional values for the observed networks indicating that neighborhood connectivity is normally underestimated. We find that the definition of the clustering coefficient has a major effect when comparing different networks. | meaning-changed | 0.99951684 | 0802.2512 | 1 |
For metabolic networks of URLanisms, relations changed for 58\% of the comparisons when a different definition was applied . | <meaning-changed> For metabolic networks of URLanisms, relations changed for 58\% of the comparisons when a different definition was applied . | For metabolic networks of URLanisms, relations changed for 58\% of the comparisons when a different definition was applied . Values for the clustering coefficient vary with the ratio of isolated and leaf nodes which is critical for comparing networks. We suggest including ratio and definition in publications to enable comparisons across different studies . | meaning-changed | 0.99944276 | 0802.2512 | 1 |
However, the standard measure of local neighborhood clustering is typically not defined if a node has one or no neighbor . | <coherence> However, the standard measure of local neighborhood clustering is typically not defined if a node has one or no neighbor . | However, the standard measure of local neighborhood clustering is typically not defined if a node has one or no neighbors . | coherence | 0.6548108 | 0802.2512 | 2 |
In such cases, local clustering has traditionally been set to zero and the node was included in the global clustering coefficient. | <clarity> In such cases, local clustering has traditionally been set to zero and the node was included in the global clustering coefficient. | In such cases, local clustering has traditionally been set to zero and this value influenced the global clustering coefficient. | clarity | 0.9979996 | 0802.2512 | 2 |
Such a procedure leads to under-estimation of the neighborhood clustering in sparse networks. | <clarity> Such a procedure leads to under-estimation of the neighborhood clustering in sparse networks. | Such a procedure leads to underestimation of the neighborhood clustering in sparse networks. | clarity | 0.9981641 | 0802.2512 | 2 |
We propose to include \theta as the proportion of leafs and isolated nodes to estimate the contribution of these cases to the mean clustering value. Furthermore, we provide a formula for estimating a clustering coefficient that excludes these undefined cases . | <clarity> We propose to include \theta as the proportion of leafs and isolated nodes to estimate the contribution of these cases to the mean clustering value. Furthermore, we provide a formula for estimating a clustering coefficient that excludes these undefined cases . | We propose to include \theta as the proportion of leafs and isolated nodes to estimate the contribution of these cases and provide a formula for estimating a clustering coefficient that excludes these undefined cases . | clarity | 0.9984238 | 0802.2512 | 2 |
Furthermore, we provide a formula for estimating a clustering coefficient that excludes these undefined cases . This novel definition leads to values which are up to 140\% higher than the traditional values for the observed networks indicating that neighborhood connectivity is normally underestimated. | <meaning-changed> Furthermore, we provide a formula for estimating a clustering coefficient that excludes these undefined cases . This novel definition leads to values which are up to 140\% higher than the traditional values for the observed networks indicating that neighborhood connectivity is normally underestimated. | Furthermore, we provide a formula for estimating a clustering coefficient excluding these cases from the Watts and Strogatz (1998 Nature 393 440-2) definition of the clustering coefficient. Excluding leafs and isolated nodes leads to values which are up to 140\% higher than the traditional values for the observed networks indicating that neighborhood connectivity is normally underestimated. | meaning-changed | 0.99943846 | 0802.2512 | 2 |
Values for the clustering coefficient vary with the ratio of isolated and leaf nodes which is critical for comparing networks. We suggest including ratio and definition in publications to enable comparisons across different studies . | <meaning-changed> Values for the clustering coefficient vary with the ratio of isolated and leaf nodes which is critical for comparing networks. We suggest including ratio and definition in publications to enable comparisons across different studies . | We also show that the definition influences small-world features and that the classification can change from non-small-world to small-world network. We discuss the use of an alternative measure, disconnectedness D, which is less influenced by leafs and isolated nodes . | meaning-changed | 0.9994017 | 0802.2512 | 2 |
In Black-Scholes delta-hedging method generalization, a "mirror-diffusion" inverse stochastic process is introduced with condition determined by the underlying price variance and payoff function. The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. | <meaning-changed> In Black-Scholes delta-hedging method generalization, a "mirror-diffusion" inverse stochastic process is introduced with condition determined by the underlying price variance and payoff function. The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. | The proposed model modifies option pricing formulas for the basic case of log-normal probability distribution providing correspondence to formulated criteria of efficiency and completeness. The model is self-calibrating by historic volatility data; it maintains the constant expected value at maturity under equivalent martingale measure back to the current time. | meaning-changed | 0.9992532 | 0802.3679 | 1 |
The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. | <meaning-changed> The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. | The process reduces an expected option value at maturity of the hedged instantaneously self-financing portfolio. The payoff variance dependent on random stock price at maturity obtained under an equivalent martingale measure back to the current time. | meaning-changed | 0.9994192 | 0802.3679 | 1 |
The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. | <meaning-changed> The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. | The process reduces an expected option value at maturity under equivalent martingale measure is taken as a condition for introduced "mirror-time" derivative diffusion discount process. Introduced ksi-return distribution , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. | meaning-changed | 0.9994137 | 0802.3679 | 1 |
The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. | <clarity> The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. | The normalized ksi-returns , correspondent to the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. | clarity | 0.99893886 | 0802.3679 | 1 |
The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. The model minimizes implied volatility bias (for 2004-2007 S& P100 index options) and theoretically yields skews correspondent to practical term structure for interest rate derivatives. | <meaning-changed> The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data. The model minimizes implied volatility bias (for 2004-2007 S& P100 index options) and theoretically yields skews correspondent to practical term structure for interest rate derivatives. | The normalized ksi-returns , correspondent to the kernel function in the found general solution of backward drift-diffusion equation and normalized by theoretical diffusion coefficient, does not contain so-called "long tails" and unbiased for considered 2004-2007 S& P100 index options) and theoretically yields skews correspondent to practical term structure for interest rate derivatives. | meaning-changed | 0.9994293 | 0802.3679 | 1 |
The model minimizes implied volatility bias (for 2004-2007 S& P100 index options) and theoretically yields skews correspondent to practical term structure for interest rate derivatives. | <clarity> The model minimizes implied volatility bias (for 2004-2007 S& P100 index options) and theoretically yields skews correspondent to practical term structure for interest rate derivatives. | The model minimizes implied volatility bias (for 2004-2007 S& P 100 index data. The model theoretically yields skews correspondent to practical term structure for interest rate derivatives. | clarity | 0.98819774 | 0802.3679 | 1 |
It allows increasing the number of stock price distribution parameters. | <clarity> It allows increasing the number of stock price distribution parameters. | The method allows increasing the number of stock price distribution parameters. | clarity | 0.9986884 | 0802.3679 | 1 |
It allows increasing the number of stock price distribution parameters. | <clarity> It allows increasing the number of stock price distribution parameters. | It allows increasing the number of asset price probability distribution parameters. | clarity | 0.9350639 | 0802.3679 | 1 |
We present a positivity preserving numerical scheme for the pathwise solution of nonlinear stochastic differential equations driven by a multi-dimensional Wiener process and governed by non-commutative linear and non-Lipschitz vector fields. | <clarity> We present a positivity preserving numerical scheme for the pathwise solution of nonlinear stochastic differential equations driven by a multi-dimensional Wiener process and governed by non-commutative linear and non-Lipschitz vector fields. | For nonlinear stochastic differential equations driven by a multi-dimensional Wiener process and governed by non-commutative linear and non-Lipschitz vector fields. | clarity | 0.9972084 | 0802.4411 | 1 |
We present a positivity preserving numerical scheme for the pathwise solution of nonlinear stochastic differential equations driven by a multi-dimensional Wiener process and governed by non-commutative linear and non-Lipschitz vector fields. This strong order one scheme uses: (i) Strang exponential splitting, an approximation that decomposes the stochastic flow separately into the drift flow, and the pure diffusion flow governed by the diffusion vector fields; (ii) an implicit Euler method to approximate the drift flow; and (iii) an implicit Milstein method to approximate the pure diffusion flow. The separate approximations for the drift and pure diffusion flows preserve positivity. Therefore the Strang exponential splitting approximation does also. We demonstrate the efficacy of our method by applying it to the Heston model and a variance curve model , and compare it against well-established positivity preserving schemes . | <meaning-changed> We present a positivity preserving numerical scheme for the pathwise solution of nonlinear stochastic differential equations driven by a multi-dimensional Wiener process and governed by non-commutative linear and non-Lipschitz vector fields. This strong order one scheme uses: (i) Strang exponential splitting, an approximation that decomposes the stochastic flow separately into the drift flow, and the pure diffusion flow governed by the diffusion vector fields; (ii) an implicit Euler method to approximate the drift flow; and (iii) an implicit Milstein method to approximate the pure diffusion flow. The separate approximations for the drift and pure diffusion flows preserve positivity. Therefore the Strang exponential splitting approximation does also. We demonstrate the efficacy of our method by applying it to the Heston model and a variance curve model , and compare it against well-established positivity preserving schemes . | We present a positivity preserving numerical scheme for the pathwise solution of nonlinear stochastic differential systems, we develop strong fully implicit positivity preserving numerical methods in the case that the zero boundary is non-attracting. These methods are implicit in the diffusion vector fields. They thus apply to a restricted class, namely those with sublinear form. This however, still includes most Langevin derived processes typical of volatility models in finance and molecular simulation in physics. When the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. We thus consider the non-central chi-squared transition density with fractional degrees of freedom. We prove that we can sample from this density by simulating Poisson distributed sums of powers of generalized Gaussian random variables. Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. We apply our methods to a variance curve model , and compare it against well-established positivity preserving schemes . | meaning-changed | 0.99918646 | 0802.4411 | 1 |
We demonstrate the efficacy of our method by applying it to the Heston model and a variance curve model , and compare it against well-established positivity preserving schemes . | <coherence> We demonstrate the efficacy of our method by applying it to the Heston model and a variance curve model , and compare it against well-established positivity preserving schemes . | We demonstrate the efficacy of our method by applying it to the Heston model and a variance curve model and the Heston model . | coherence | 0.80339265 | 0802.4411 | 1 |
For nonlinear stochastic differential systems, we develop strong fully implicit positivity preserving numerical methods in the case that the zero boundary is non-attracting. These methods are implicit in the diffusion vector fields. They thus apply to a restricted class, namely those with sublinear form. This however, still includes most Langevin derived processes typical of volatility models in finance and molecular simulation in physics. When the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. | <coherence> For nonlinear stochastic differential systems, we develop strong fully implicit positivity preserving numerical methods in the case that the zero boundary is non-attracting. These methods are implicit in the diffusion vector fields. They thus apply to a restricted class, namely those with sublinear form. This however, still includes most Langevin derived processes typical of volatility models in finance and molecular simulation in physics. When the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. | In the Heston stochastic volatility model, the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. | coherence | 0.98107636 | 0802.4411 | 2 |
When the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. | <meaning-changed> When the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. | When the transition probability of the variance process can be represented by a non-central chi-square density. We focus on the case when the number of degrees of freedom is small and the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. | meaning-changed | 0.99950063 | 0802.4411 | 2 |
When the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. We thus consider the non-central chi-squared transition density with fractional degrees of freedom. We prove that we can sample from this density by simulating Poisson distributed sums of powers of generalized Gaussian random variables. | <meaning-changed> When the zero boundary is attracting and attainable, we specialize to a prototypical model, namely the mean-reverting Cox--Ingersoll--Ross process. We thus consider the non-central chi-squared transition density with fractional degrees of freedom. We prove that we can sample from this density by simulating Poisson distributed sums of powers of generalized Gaussian random variables. | When the zero boundary is attracting and attainable, typical in foreign exchange markets. We prove a new representation for this density based on sums of powers of generalized Gaussian random variables. | meaning-changed | 0.9988319 | 0802.4411 | 2 |
Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. | <fluency> Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. | Further we prove Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. | fluency | 0.9983773 | 0802.4411 | 2 |
Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. | <clarity> Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. | Further we prove that Marsaglia's polar method extends to this distribution, providing an exact and efficient method for generalized Gaussian sampling. | clarity | 0.99827516 | 0802.4411 | 2 |
Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. | <clarity> Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. | Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact method for generalized Gaussian sampling. | clarity | 0.99900776 | 0802.4411 | 2 |
We apply our methods to a variance curve model and the Heston model . | <meaning-changed> We apply our methods to a variance curve model and the Heston model . | The advantages are that for the mean-reverting square-root process in the Heston model and Cox-Ingersoll-Ross model, we can generate samples from the true transition density simply, efficiently and robustly . | meaning-changed | 0.9944602 | 0802.4411 | 2 |
In the Heston stochastic volatility model, the transition probability of the variance process can be represented by a non-central chi-square density. | <clarity> In the Heston stochastic volatility model, the transition probability of the variance process can be represented by a non-central chi-square density. | The transition probability of the variance process can be represented by a non-central chi-square density. | clarity | 0.9947897 | 0802.4411 | 3 |
In the Heston stochastic volatility model, the transition probability of the variance process can be represented by a non-central chi-square density. | <meaning-changed> In the Heston stochastic volatility model, the transition probability of the variance process can be represented by a non-central chi-square density. | In the Heston stochastic volatility model, the transition probability of a Cox-Ingersoll-Ross process can be represented by a non-central chi-square density. | meaning-changed | 0.99904627 | 0802.4411 | 3 |
We focus on the case when the number of degrees of freedom is small and the zero boundary is attracting and attainable, typical in foreign exchange markets. We prove a new representation for this density based on sums of powers of generalized Gaussian random variables. | <coherence> We focus on the case when the number of degrees of freedom is small and the zero boundary is attracting and attainable, typical in foreign exchange markets. We prove a new representation for this density based on sums of powers of generalized Gaussian random variables. | First we prove a new representation for this density based on sums of powers of generalized Gaussian random variables. | coherence | 0.88693744 | 0802.4411 | 3 |
We prove a new representation for this density based on sums of powers of generalized Gaussian random variables. | <meaning-changed> We prove a new representation for this density based on sums of powers of generalized Gaussian random variables. | We prove a new representation for the central chi-square density based on sums of powers of generalized Gaussian random variables. | meaning-changed | 0.9980792 | 0802.4411 | 3 |
Further we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling . | <fluency> Further we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling . | Second we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling . | fluency | 0.99189126 | 0802.4411 | 3 |
Further we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling . | <meaning-changed> Further we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling . | Further we prove Marsaglia's polar method extends to this distribution, providing a simple, exact, robust and efficient acceptance-rejection method for generalized Gaussian sampling . | meaning-changed | 0.9994802 | 0802.4411 | 3 |
Further we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling . The advantages are that for the mean-reverting square-root process in the Heston model and Cox-Ingersoll-Ross model, we can generate samples from the true transition density simply, efficiently and robustly . | <meaning-changed> Further we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling . The advantages are that for the mean-reverting square-root process in the Heston model and Cox-Ingersoll-Ross model, we can generate samples from the true transition density simply, efficiently and robustly . | Further we prove Marsaglia's polar method extends to this distribution, providing an exact method for generalized Gaussian sampling and thus central chi-square sampling. Third we derive a simple, high-accuracy, robust and efficient direct inversion method for generalized Gaussian sampling based on the Beasley-Springer-Moro method. Indeed the accuracy of the approximation to the inverse cumulative distribution function is to the tenth decimal place. We then apply our methods to non-central chi-square variance sampling in the Heston model and Cox-Ingersoll-Ross model, we can generate samples from the true transition density simply, efficiently and robustly . | meaning-changed | 0.99952555 | 0802.4411 | 3 |
The advantages are that for the mean-reverting square-root process in the Heston model and Cox-Ingersoll-Ross model, we can generate samples from the true transition density simply, efficiently and robustly . | <meaning-changed> The advantages are that for the mean-reverting square-root process in the Heston model and Cox-Ingersoll-Ross model, we can generate samples from the true transition density simply, efficiently and robustly . | The advantages are that for the mean-reverting square-root process in the Heston model . We focus on the case when the number of degrees of freedom is small and the zero boundary is attracting and attainable, typical in foreign exchange markets. Using the additivity property of the chi-square distribution, our methods apply in all parameter regimes . | meaning-changed | 0.999495 | 0802.4411 | 3 |
It is predicted that transport properties of such channels are dramatically different from the neutral wild type \alpha-hemolysin channel. | <fluency> It is predicted that transport properties of such channels are dramatically different from the neutral wild type \alpha-hemolysin channel. | It is predicted that transport properties of such channels are dramatically different from neutral wild type \alpha-hemolysin channel. | fluency | 0.9993624 | 0803.0483 | 1 |
Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at q_{b x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | <meaning-changed> Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at q_{b x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece , which is very small at x = 0 (neutral channel) grows with x and at q_{b x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | meaning-changed | 0.9994142 | 0803.0483 | 1 |
Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at q_{b x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | <meaning-changed> Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at q_{b x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | meaning-changed | 0.83752036 | 0803.0483 | 1 |
Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at q_{b x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | <meaning-changed> Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at q_{b x= 1. (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | Our prediction are as follows (i) At small concentration of salt the blocked ion current decreases with x. (ii) The effective charge q of DNA piece grows with x and at q_{b x= 1 reaches q_{b (iii) The rate of DNA capture by the channel exponentially grows with x. Our theory is also applicable to translocation of a double stranded DNA in narrow solid state nanopores with positively charged walls. | meaning-changed | 0.9992968 | 0803.0483 | 1 |
In the Kelly game (Kelly, 1956 ), a gambler is allowed to invest a part of the wealth in each turn. | <meaning-changed> In the Kelly game (Kelly, 1956 ), a gambler is allowed to invest a part of the wealth in each turn. | Financial markets, with their vast range of different investment opportunities, can be seen as a system of many different simultaneous games with diverse and often unknown levels of risk and reward. We introduce generalizations to the classic Kelly investment game 1956 ), a gambler is allowed to invest a part of the wealth in each turn. | meaning-changed | 0.99947983 | 0803.1364 | 1 |
In the Kelly game (Kelly, 1956 ), a gambler is allowed to invest a part of the wealth in each turn. | <meaning-changed> In the Kelly game (Kelly, 1956 ), a gambler is allowed to invest a part of the wealth in each turn. | In the Kelly game (Kelly, Kelly ( 1956 ), a gambler is allowed to invest a part of the wealth in each turn. | meaning-changed | 0.9989754 | 0803.1364 | 1 |
In the Kelly game (Kelly, 1956 ), a gambler is allowed to invest a part of the wealth in each turn. With a certain probability this investment is doubled, and otherwise it is lost. Motivated by the complexity of real investments, we propose several modifications of this game to investigate the influence of diversification and limited information on investment performance. | <coherence> In the Kelly game (Kelly, 1956 ), a gambler is allowed to invest a part of the wealth in each turn. With a certain probability this investment is doubled, and otherwise it is lost. Motivated by the complexity of real investments, we propose several modifications of this game to investigate the influence of diversification and limited information on investment performance. | In the Kelly game (Kelly, 1956 ) to investigate the influence of diversification and limited information on investment performance. | coherence | 0.7180611 | 0803.1364 | 1 |
Motivated by the complexity of real investments, we propose several modifications of this game to investigate the influence of diversification and limited information on investment performance. | <meaning-changed> Motivated by the complexity of real investments, we propose several modifications of this game to investigate the influence of diversification and limited information on investment performance. | Motivated by the complexity of real investments, we propose several modifications of this game that incorporates these features, and use them to investigate the influence of diversification and limited information on investment performance. | meaning-changed | 0.9995117 | 0803.1364 | 1 |
Motivated by the complexity of real investments, we propose several modifications of this game to investigate the influence of diversification and limited information on investment performance. Analytical and numerical results obtained from these toy games are well related to their real-life counterparts . | <meaning-changed> Motivated by the complexity of real investments, we propose several modifications of this game to investigate the influence of diversification and limited information on investment performance. Analytical and numerical results obtained from these toy games are well related to their real-life counterparts . | Motivated by the complexity of real investments, we propose several modifications of this game to investigate the influence of diversification and limited information on Kelly-optimal portfolios. In particular we present approximate formulas for optimizing diversified portfolios and exact results for optimal investment in unknown games where the only available information is past outcomes . | meaning-changed | 0.99853086 | 0803.1364 | 1 |
We introduce some new quantitative measures of fluctuations in the process of synthesis of proteins from a single messenger RNA (mRNA) template. | <clarity> We introduce some new quantitative measures of fluctuations in the process of synthesis of proteins from a single messenger RNA (mRNA) template. | Proteins are polymerized by cyclic machines called ribosome which use their messenger RNA (mRNA) template. | clarity | 0.98098075 | 0803.1558 | 1 |
We introduce some new quantitative measures of fluctuations in the process of synthesis of proteins from a single messenger RNA (mRNA) template. We calculate the statistical distributions of these fluctuating quantities and extract the strength of the corresponding translational noise. | <meaning-changed> We introduce some new quantitative measures of fluctuations in the process of synthesis of proteins from a single messenger RNA (mRNA) template. We calculate the statistical distributions of these fluctuating quantities and extract the strength of the corresponding translational noise. | We introduce some new quantitative measures of fluctuations in the process of synthesis of proteins from a single messenger RNA (mRNA) track also as the corresponding template and the process is called translation. We explore, in depth and detail, the stochastic nature of the corresponding translational noise. | meaning-changed | 0.9993498 | 0803.1558 | 1 |
We calculate the statistical distributions of these fluctuating quantities and extract the strength of the corresponding translational noise. For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | <meaning-changed> We calculate the statistical distributions of these fluctuating quantities and extract the strength of the corresponding translational noise. For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | We calculate the statistical distributions of these fluctuating quantities and extract the strength of the translation. We compute various distributions associated with the translation process; one of them, namely dwell time distribution, has been measured in recent single ribosome experiments (Wen et al. Nature{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | meaning-changed | 0.9994572 | 0803.1558 | 1 |
For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | <meaning-changed> For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | For these calculations{\bf 452 we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | meaning-changed | 0.99948263 | 0803.1558 | 1 |
For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | <meaning-changed> For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | For these calculations{\bf , 598 (2008)). The form of this distribution predicted by our theory is consistent with that extracted from the experimental data. For our quantitative calculations, we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. | meaning-changed | 0.9995061 | 0803.1558 | 1 |
For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | <clarity> For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions in ribosome traffic on the same mRNA track. By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | For these calculations{\bf we use a model that captures both the mechano-chemistry of each individual ribosome as well as their steric interactions %DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | clarity | 0.99921393 | 0803.1558 | 1 |
By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | <clarity> By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | clarity | 0.9963797 | 0803.1558 | 1 |
By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | <clarity> By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli . We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . | clarity | 0.9990042 | 0803.1558 | 1 |
By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . We also suggest {\it in-vitro} laboratory experimentsfor testing our theoretical predictions . | <meaning-changed> By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise . We also suggest {\it in-vitro} laboratory experimentsfor testing our theoretical predictions . | By comparing our results for a specific gene of the%DIFDELCMD < {\it %%% Escherichia coli bacteria with those for the corresponding homogeneous mRNA template, we demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. In principle, our new predictions can be tested by carrying out {\it in-vitro} laboratory experimentsfor testing our theoretical predictions . | meaning-changed | 0.97669244 | 0803.1558 | 1 |
We also suggest {\it in-vitro} laboratory experimentsfor testing our theoretical predictions . | <clarity> We also suggest {\it in-vitro} laboratory experimentsfor testing our theoretical predictions . | We also suggest {\it in-vitro} experiments . | clarity | 0.99909055 | 0803.1558 | 1 |
A financial market model where agents can only trade using realistic buy-and-hold strategies is considered. | <clarity> A financial market model where agents can only trade using realistic buy-and-hold strategies is considered. | A financial market model where agents trade using realistic buy-and-hold strategies is considered. | clarity | 0.9991124 | 0803.1890 | 1 |
A financial market model where agents can only trade using realistic buy-and-hold strategies is considered. | <meaning-changed> A financial market model where agents can only trade using realistic buy-and-hold strategies is considered. | A financial market model where agents can only trade using realistic combinations of buy-and-hold strategies is considered. | meaning-changed | 0.9594475 | 0803.1890 | 1 |
Minimal assumptions are made on the nature of the asset-price process - in particular, the semimartingale property is not assumed. | <clarity> Minimal assumptions are made on the nature of the asset-price process - in particular, the semimartingale property is not assumed. | Minimal assumptions are made on the asset-price process - in particular, the semimartingale property is not assumed. | clarity | 0.9987435 | 0803.1890 | 1 |
Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. | <clarity> Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. | Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. | clarity | 0.9986792 | 0803.1890 | 1 |
Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. | <meaning-changed> Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. | Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have to be semimartingales. In a slightly more specialized case, we extend the previous result in a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. | meaning-changed | 0.99833363 | 0803.1890 | 1 |
Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. Further, the utility maximization problem is considered and it is shown that using only buy-and-hold strategies, optimal utilities and wealth processes resulting from continuous trading can be approximated arbitrarily well . | <coherence> Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than equivalent martingale measures. Further, the utility maximization problem is considered and it is shown that using only buy-and-hold strategies, optimal utilities and wealth processes resulting from continuous trading can be approximated arbitrarily well . | Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the No-Unbounded-Profit-with-Bounded-Risk (NUPBR) condition, we establish that asset-prices have be semimartingales, as well as a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than Equivalent Martingale Measures . | coherence | 0.9983163 | 0803.1890 | 1 |
Minimal assumptions are made on the asset-price process - in particular, the semimartingale property is not assumed. | <meaning-changed> Minimal assumptions are made on the asset-price process - in particular, the semimartingale property is not assumed. | Minimal assumptions are made on the discounted asset-price process - in particular, the semimartingale property is not assumed. | meaning-changed | 0.9991204 | 0803.1890 | 2 |
Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , we establish that asset-prices have to be semimartingales. | <clarity> Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , we establish that asset-prices have to be semimartingales. | Via a natural market viability assumption , we establish that asset-prices have to be semimartingales. | clarity | 0.8794196 | 0803.1890 | 2 |
Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , we establish that asset-prices have to be semimartingales. | <meaning-changed> Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , we establish that asset-prices have to be semimartingales. | Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , namely, absence of arbitrages of the first kind, we establish that asset-prices have to be semimartingales. | meaning-changed | 0.999514 | 0803.1890 | 2 |
Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , we establish that asset-prices have to be semimartingales. | <meaning-changed> Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , we establish that asset-prices have to be semimartingales. | Via a natural assumption of limited opportunities for unlimited resulting wealth from trading, coined the "No Unbounded Profit with Bounded Risk" condition , we establish that discounted asset-prices have to be semimartingales. | meaning-changed | 0.99920005 | 0803.1890 | 2 |
In a slightly more specialized case, we extend the previous result in a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than Equivalent Martingale Measures. | <meaning-changed> In a slightly more specialized case, we extend the previous result in a weakened version of the Fundamental Theorem of Asset Pricing that involves supermartingale deflators rather than Equivalent Martingale Measures. | In a slightly more specialized case, we extend the previous result in a weakened version of the Fundamental Theorem of Asset Pricing that involves strictly positive supermartingale deflators rather than Equivalent Martingale Measures. | meaning-changed | 0.999438 | 0803.1890 | 2 |
We address the problem of proteasomal protein translocation . Proteasomes are important for all aspects of the cellular metabolism but the mechanism of protein transport remains unknown. We introduce a new stochastic model of the proteasomal transport. | <clarity> We address the problem of proteasomal protein translocation . Proteasomes are important for all aspects of the cellular metabolism but the mechanism of protein transport remains unknown. We introduce a new stochastic model of the proteasomal transport. | We address the problem of proteasomal protein translocation and introduce a new stochastic model of the proteasomal transport. | clarity | 0.9783654 | 0804.0682 | 1 |