Publish rewritten long articles

docs/maintenance.md

@@ -40,7 +40,7 @@ Paths below are relative to `website/`.
 | Coursework | `app/lib/content/about.ts` | `app/coursework/page.tsx` | `/coursework/` |
 | Experience | `content/experience-showcase.json`; AI fields are generated from the manuscript below | `app/lib/content/experience-showcase.ts` | `/experience/`, `/experience/[slug]/` |
 | AI research | `content/sources/ai-portfolio/ai-research-and-engineering.md` | `scripts/import-ai-portfolio.mjs`, `app/lib/content/ai-projects.ts` | `/past-experience/artificial-intelligence/[paper]/` |
-| Selected Research | `content/sources/selected-research/` | Research import scripts, `app/lib/content/selected-research.ts` | `/education/[paper]/` |
+| Selected Research | `content/sources/selected-research/` (frozen import), `content/selected-research/site-edition/` (published text) | Research import scripts, `app/lib/content/selected-research.ts` | `/education/[paper]/` |
 | Legal research | `content/legal-papers/` structured manuscripts | `app/lib/content/legal-papers.ts` | `/past-experience/legal-research-and-policy-analysis/[paper]/` |
 | Architecture | `../architecture/site.json` | Archify and `scripts/integrate-architecture.mjs` | `/architecture/` |
 
@@ -108,6 +108,13 @@ limits. Distinguish the Asian paper's projected-Euler certificate from its
 continuous-model comparison, and retain the Rough Heston paper's stated
 configurations and finite-candidate scope.
 
+Each page publishes its file in `content/selected-research/site-edition/`, which begins
+with a one-line `description` and revises expository prose only. The frozen JSON stays
+pinned to upstream. `tests/site-edition.test.mjs` requires the edition to keep the frozen
+mathematics, formal statements, tables, references, and chapter structure. Edit the
+edition for wording; rerun the importers only when the upstream manuscript changes, then
+reconcile the edition with the new import.
+
 The dependence source tree includes supporting TeX inputs needed to resolve
 cross-references. Its four PNG figures are source evidence; copies in
 `public/assets/research/dependence/` are served assets. Tests check their byte

website/app/components/AboutContent.tsx

@@ -6,15 +6,15 @@ import styles from "../home.module.css";
 const researchSummaries: Record<string, ReactNode[]> = {
   "critical-dependence-stress-for-portfolio-diversification": [
     <>
-      I develop a variational framework for measuring the dependence stress needed to reverse a portfolio’s Expected Shortfall advantage while preserving individual loss distributions. I prove a quadratic law for the critical stress budget and characterize exactly when marginal restoration adds a premium. In a uniform benchmark, the asymptotic reversal budget is <strong>at least 30% higher</strong> than the initial-sensitivity prediction. Continuous flow–cut duality characterizes the premium’s sensitivity to background displacement costs, turning local risk sensitivity into a mathematically derived threshold for portfolio decision reversal.
+      I develop a variational framework that measures how much dependence stress it takes to reverse a portfolio’s Expected Shortfall advantage while every individual loss distribution stays fixed. I prove a quadratic law for the critical stress budget, introduce the marginal-restoration premium, and characterize exactly when it is positive. In a uniform benchmark, the asymptotic reversal budget is <strong>at least 30% higher</strong> than the initial-sensitivity prediction. At equal effective costs, continuous flow–cut duality characterizes how the premium responds to background displacement costs. Together these results turn local risk sensitivity into a mathematically derived threshold for portfolio decision reversal.
     </>,
   ],
   "certified-valuation-arithmetic-asian-options": [
-    "I develop a weighted payoff-remainder method that turns an exact conditional price representation into certified arithmetic Asian valuations. Combining shared Gaussian smoothing with validated Heston transforms, I obtain a complete projected Euler discretization-error bound below 0.011025 price units for a one-year call spread with twelve monthly fixings. I also derive a direct coupling bound that reduces the nonlinear remainder width by 99.4% in a deterministic-variance example, with proofs and executable certificates supporting both results.",
+    "I develop a weighted payoff-remainder method and use it to turn an exact conditional price representation into certified valuations of arithmetic Asian options. Shared Gaussian smoothing and validated Heston transforms together give a complete projected Euler discretization-error bound below 0.011025 price units for a one-year call spread with twelve monthly fixings at a specified Heston parameter point and step size. I also derive a direct coupling bound, which cuts the nonlinear remainder width by 99.4% in a deterministic-variance example. Both results come with proofs and executable certificates.",
   ],
   "certified-rough-heston-valuation": [
     <>
-      I develop a deterministic framework for certifying rough Heston portfolio valuations. I derive a finite-history propagation kernel and the exact support function of a joint error enclosure, capturing shared Fourier errors that separate option-by-option bounds lose. In a matched benchmark, finite-history propagation tightens the complete pricing-error upper bound by <strong>72.91%</strong> without changing the pricing output. Mathematical proofs and executable certificates connect the theoretical advances to verifiable financial results.
+      I develop a deterministic framework for certifying rough Heston portfolio valuations. I derive a finite-history propagation kernel and the exact support function of a joint error enclosure, which captures the shared Fourier errors that separate option-by-option bounds lose. In a matched benchmark, finite-history propagation tightens the complete pricing-error upper bound by <strong>72.91%</strong> with the pricing output unchanged. Mathematical proofs and executable certificates tie these theoretical advances to financial results that can be verified.
     </>,
   ],
 };

website/app/lib/content/selected-research.ts

@@ -12,12 +12,22 @@ type SelectedResearchSource = Omit<ResearchArticleContent, "blocks"> & {
   sourceBlob: string;
 };
 
+// The frozen import in content/selected-research/ stays pinned to its upstream commit. The site
+// edition revises the expository prose for this site; tests hold its mathematics to that import.
+function readSiteEdition(slug: string) {
+  const source = readFileSync(join(process.cwd(), "content", "selected-research", "site-edition", `${slug}.md`), "utf8").replace(/\r\n?/gu, "\n");
+  const edition = source.match(/^---\ndescription: (.+)\n---\n\n([\s\S]+)$/u);
+  if (!edition) throw new Error(`Incomplete site edition: ${slug}.`);
+  return { description: edition[1], markdown: edition[2] };
+}
+
 function readResearch(slug: string, repository = slug) {
   const source = JSON.parse(readFileSync(join(process.cwd(), "content", "selected-research", `${slug}.json`), "utf8")) as SelectedResearchSource;
   if (source.slug !== slug || !source.title || !source.markdown || !source.description || !/^[a-f0-9]{40}$/u.test(source.sourceCommit) || !/^[a-f0-9]{40}$/u.test(source.sourceBlob) || source.repositoryUrl !== `https://github.com/130U/${repository}` || !source.sourceUrl.startsWith(`${source.repositoryUrl}/blob/${source.sourceCommit}/`)) {
     throw new Error(`Incomplete selected research source: ${slug}.`);
   }
-  return { ...source, path: `/education/${slug}/`, blocks: parseResearchMarkdown(source.markdown, { joinSoftLines: true }) };
+  const edition = readSiteEdition(slug);
+  return { ...source, ...edition, path: `/education/${slug}/`, blocks: parseResearchMarkdown(edition.markdown, { joinSoftLines: true }) };
 }
 
 export const selectedResearch = readResearch("certified-valuation-arithmetic-asian-options");