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In this paper we study the singularities of holomorphic functions of bicomplex variables introduced by G. B. Price ($An Introduction to Multicomplex Spaces and Functions$, Dekker, New York,1991). In particular, we use computational algebra techniques to show that even in the case of one bicomplex variable, there cannot be compact singularities. The same techniques allow us to prove a duality theorem for such functions.

We investigate mirror symmetry for toric Calabi-Yau manifolds from the perspective of the SYZ conjecture. Starting with a non-toric special Lagrangian torus fibration on a toric Calabi-Yau manifold $X$, we construct a complex manifold $\check{X}$ using T-duality modified by quantum corrections. These corrections are encoded by Fourier transforms of generating functions of certain open Gromov-Witten invariants. We conjecture that this complex manifold $\check{X}$, which belongs to the Hori-Iqbal-Vafa mirror family, is inherently written in canonical flat coordinates. In particular, we obtain an enumerative meaning for the (inverse) mirror maps, and this gives a geometric reason for why their Taylor series expansions in terms of the K\"ahler parameters of $X$ have integral coefficients. Applying the results in \cite{Chan10} and \cite{LLW10}, we compute the open Gromov-Witten invariants in terms of local BPS invariants and give evidences of our conjecture for several 3-dimensional examples including $K_{\proj^2}$ and $K_{\proj^1\times\proj^1}$.

We study the Newton polygon jumping locus of a Mumford family in char p. Our main result says that, under a mild assumption on p, the jumping locus consists of only supersingular points and its cardinality is equal to (p^r − 1)(g − 1), where r is the degree of the defining field of the base curve of a Mumford family in char p and g is the genus of the curve. The underlying technique is the p-adic Hodge theory.

This article introduces the large portfolio selection using gross-exposure constraints. It shows that with gross-exposure constraints, the empirically selected optimal portfolios based on estimated covariance matrices have similar performance to the theoretical optimal ones and there is no error accumulation effect from estimation of vast covariance matrices. This gives theoretical justification to the empirical results by Jagannathan and Ma. It also shows that the no-short-sale portfolio can be improved by allowing some short positions. The applications to portfolio selection, tracking, and improvements are also addressed. The utility of our new approach is illustrated by simulation and empirical studies on the 100 FamaFrench industrial portfolios and the 600 stocks randomly selected from Russell 3000.