Essays about: "Jacob Winberg"

Found 2 essays containing the words Jacob Winberg.

  1. 1. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Charles Gyllhamn; Jacob Winberg; [2022]
    Keywords : Market microstructure; invariance; bid-ask spread; liquidity; Cryptocurrencies;

    Abstract : By integrating dimensional analysis and principles of market microstructure invariance, this study documents a nearly invariant relationship between relative bid-ask spreads and illiquidity for the cryptocurrency market. The relationship is found by studying cryptocurrency trading data in two dimensions; Along a time series dimension, where data is aggregated on a daily level, and along an intraday dimension, where variables are aggregated at five-minute intervals across all trading days. READ MORE

  2. 2. Pedestrian detection and tracking in 3D point cloud data on limited systems

    University essay from Lunds universitet/Institutionen för datavetenskap

    Author : Jacob Berntsson; William Winberg; [2021]
    Keywords : Technology and Engineering;

    Abstract : .... READ MORE