Jules Clement Mba

Names

Identifer

Contact

Affiliations

• University of Johannesburg / College of Business and Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Asymmetric Connectedness within Cryptocurrency Ecosystem: An asymmetric Power ARCH (APARCH) Approach (RePEc:afj:journl:v:25:y:2023:i:2:p:18-30)
  by Jules Clément Mba & Magdaline Mbong Mai
• Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model (RePEc:arx:papers:2310.09622)
  by Edson Pindza & Jules Clement Mba & Sutene Mwambi & Nneka Umeorah
• Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach (RePEc:bpj:sndecm:v:26:y:2022:i:2:p:173-190:n:6)
  by Mba Jules Clement & Mwambetania Mwambi Sutene
• Grey Lotka–Volterra models with application to cryptocurrencies adoption (RePEc:eee:chsofr:v:122:y:2019:i:c:p:47-57)
  by Gatabazi, P. & Mba, J.C. & Pindza, E. & Labuschagne, C.
• Modeling cryptocurrencies transaction counts using variable-order Fractional Grey Lotka-Volterra dynamical system (RePEc:eee:chsofr:v:127:y:2019:i:c:p:283-290)
  by Gatabazi, P. & Mba, J.C. & Pindza, E.
• Cryptocurrencies and Tokens Lifetime Analysis from 2009 to 2021 (RePEc:gam:jecomi:v:10:y:2022:i:3:p:60-:d:767689)
  by Paul Gatabazi & Gaëtan Kabera & Jules Clement Mba & Edson Pindza & Sileshi Fanta Melesse
• A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process (RePEc:gam:jforec:v:4:y:2022:i:2:p:23-419:d:782889)
  by Jules Clément Mba & Sutene Mwambetania Mwambi & Edson Pindza
• Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence (RePEc:gam:jijfss:v:10:y:2022:i:2:p:28-:d:800312)
  by Jules Clément Mba & Kofi Agyarko Ababio & Samuel Kwaku Agyei
• A Particle Swarm Optimization Copula-Based Approach with Application to Cryptocurrency Portfolio Optimisation (RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:285-:d:849511)
  by Jules Clément Mba & Magdaline Mbong Mai
• Threshold of Depression Measure in the Framework of Sentiment Analysis of Tweets: Managing Risk during a Crisis Period Like the COVID-19 Pandemic (RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:115-:d:1065369)
  by Jules Clement Mba & Mduduzi Biyase
• On QTAG -Modules Having All N -High Submodules h -Pure (RePEc:gam:jmathe:v:10:y:2022:i:19:p:3523-:d:926958)
  by Ayazul Hasan & Jules Clement Mba
• Behavioral portfolio selection and optimization: an application to international stocks (RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0313-8)
  by Beatrice D. Simo-Kengne & Kofi A. Ababio & Jules Mba & Ur Koumba
• A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization (RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9)
  by Jules Clement Mba & Edson Pindza & Ur Koumba
• A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization (RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4)
  by Jules Clement Mba & Sutene Mwambi
• Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption (RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00368-9)
  by P. Gatabazi & J. C. Mba & E. Pindza
• Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach (RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00559-2)
  by Jules Clement Mba
• Does uncertainty predict cryptocurrency returns? A copula-based approach (RePEc:taf:macfem:v:13:y:2020:i:1:p:67-88)
  by Ur Koumba & Calvin Mudzingiri & Jules Mba
• Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach (RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1780838)
  by Kofi Agyarko Ababio & Jules Clement Mba & Ur Koumba & Lau Evan
• Risk, Uncertainty and Exchange Rate Behavior in South Africa (RePEc:taf:wjabxx:v:19:y:2018:i:2:p:262-278)
  by Beatrice D. Simo-Kengne & Kofi Agyarko Ababio & Jules Mba & Ur Koumba & Makgale Molepo