About Dr Jules Mba
I am a holder of a PhD in Mathematics and a MCom in Financial Economics and an NRF Category C rated researcher.
My research focus areas are Portfolio optimisation, Risk analysis and Decentralized finance driving the 4th Industrial Revolution.
I have graduated 4 MSc (Mathematics) and 1 PhD (Financial Mathematics) students, and I am currently supervising 1 MSc (Mathematics), 1 PhD (Mathematics), 4 MCom (Financial Economics) students. Additionally, I have 2 postdoctoral students working on Survival analysis in the cryptocurrency ecosystem, and a non-parametric deep learning technique in the valuation, calibration and hedging of exotic financial derivatives respectively.
I live by and believe in the quote: “A human being is like a seed. Either you can keep it as it is, or you can make it grow into a wonderful tree with flowers and fruits.” – Sadhguru.
PhD in Mathematics – University of the Western Cape, South Africa, Department of Mathematics and Applied mathematics.
Master of Commerce (MCom) in Financial Economics (Financial Economics, Quantitative Analysis) – University of Johannesburg, South Africa, Department of Economics and Econometrics
MSc in Mathematics (Differential geometry) – University of Yaoundé 1, Cameroon, Department of Mathematics
Advanced Diploma in Education (DPLEG: Diplome de Professeurs d’Enseignement General) – University of Yaoundé 1, ENS (Ecole Normale Superieure), Cameroon, department of Mathematics.
BSc (Honours): Maitrise (Analysis and Differential geometry) -University of Yaoundé 1, Cameroon, Department of Mathematics,
BSc: Licence (Mathematics and Physics) – University of Douala, Cameroon, Department of Mathematics
Most Recent Publications
- Mba, J.C., Mwambi, S.M. (2021). “Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach” Studies in Nonlinear Dynamics & Econometrics, vol. , no. , pp. 20200072. https://doi.org/10.1515/snde-2020-0072
- Ababio K.A., Mba J.C., Koumba U. (2020), Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach. Cogent Economics and Finance, 8 (1), 1780838. http://dx.doi.org/10.1080/23322039.2020.1780838.
- Mba, J.C., Mwambi, S. (2020). A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. Financial Markets and Portfolio Management, 34(2), 199-214. https://doi.org/10.1007/s11408-020-00346-4
- Gatabazi, J.C. Mba, E Pindza (2019), Fractional Grey Lotka-Volterra models with application to cryptocurrencies adoption, Chaos: An Interdisciplinary Journal of Nonlinear Science, Chaos, 29 (7), 073116.
- Ur Koumba, Calvin Mudzingiri & Jules Mba(2020). Does uncertainty predict cryptocurrency returns? A copula-based approach, Macroeconomics and Finance in Emerging Market Economies, 13:1, 67-88, DOI: 1080/17520843.2019.1650090