Course of GLM, s for the students of the Master in Actuarial and Financial Sciences
April 23, 2019

Course of GLM, s for the students of the Master in Actuarial and Financial Sciences

Professor Dr. Jesús Simón del Potro, has taught, as in previous years, a course of GLM, s for 2nd-year students of the Master.

The Generalized Linear Model (GLM) is a flexible generalization of ordinary linear regression that allows for response variables that have error distribution models other than a normal distribution. The GLM generalizes linear regression by allowing the linear model to be related to the response variable via a link function and by allowing the magnitude of the variance of each measurement to be a function of its predicted value.

Generalized linear models were formulated by John Nelder and Robert Wedderburn as a way of unifying various other statistical models, including linear regression, logistic regression and Poisson regression

Jesús Simón is accredited by the ACAP as a contracted doctor professor, is Associate Professor of the Carlos III University of Madrid and has taught in the Master since its inception, He is also Actuary by the Complutense University of Madrid, Doctor in Armament Engineering by the ESPOL, Industrial Engineer of ICAI by the Pontificia de Comillas University and Diploma in Statistics and Economics by the Complutense University of Madrid.

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