Matrix differential calculus and its applications

Order Description

I have used differential calculus and I interested in matrix calculus.
Then one option is to use differential calculus to
[1] study and use matrix calculus and/or review/develop useful relevant results involving e.g. vec operators and Kronecker products
[2] make applications to some areas in e.g. ecology, finance, insurance, physics and/or statistics where multivariate or matrix variables and optimisation can play a role.

Some examples can be studied to:
[1.1] find the Jacobin matrix for a function or transform of variables
[1.2] use the Jacobin to establish a new matrix-variate probability density with applications to describe and model data

[2.1] establish a portfolio selection optimisation problem
[2.2] find the optimal allocation as the solution to the optimisation problem with applications to financial data analysis

So, please start to put these or similar ideas to draft your proposal.