Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

We investigate the extension of the nonparametric regression technique of local polynomial fitting with a kernel weight to generalized linear models and quasi-likelihood contexts. In the ordinary ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

In a variety of problems involving models from genetics, latent-class analysis, and missing data, I apply a log-linear model to an indirectly observed frequency table. Current algorithms for ...