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Senior Lecturer
Name: Dr Jules Mba
Location: D Ring 238 Auckland Park Kingsway Campus
School of Economics Academic Staff听 Staff Members
Contact Details:
Tel: +27 (0)11 559 4100
Email:听jmba@uj.ac.za
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.” –听Sadhguru.
Academic History
PhD in Mathematics – 欧美福利100000 of the Western Cape, South Africa, Department of Mathematics and Applied mathematics.
Master of Commerce (MCom) in Financial Economics (Financial Economics, Quantitative Analysis) – 欧美福利100000 of Johannesburg, South Africa, Department of Economics and Econometrics
MSc in Mathematics (Differential geometry) – 欧美福利100000 of Yaound茅 1, Cameroon, Department of Mathematics
Advanced Diploma in Education (DPLEG: Diplome de Professeurs d鈥橢nseignement General) – 欧美福利100000 of Yaound茅 1, ENS (Ecole Normale Superieure), Cameroon, department of Mathematics.
BSc (Honours): Maitrise (Analysis and Differential geometry) -欧美福利100000 of Yaound茅 1, Cameroon, Department of Mathematics,
BSc: Licence (Mathematics and Physics) – 欧美福利100000 of Douala, Cameroon, Department of Mathematics
Most Recent Publications听
- Mba, J. C., & Biyase, M. (2023). Threshold of Depression Measure in the Framework of Sentiment Analysis of Tweets: Managing Risk during a Crisis Period Like the COVID-19 Pandemic.听Journal of Risk and Financial Management,听16(2), 115.
- Hasan, A., & Mba, J. C. (2022). On QTAG-Modules Having All N-High Submodules h-Pure.听Mathematics,听10(19), 3523.
- Umeorah, N., & Mba, J. C. (2022). Approximation of single鈥恇arrier options partial differential equations using feed鈥恌orward neural network.听Applied Stochastic Models in Business and Industry.
- Mba, J. C., & Mai, M. M. (2022). A Particle Swarm Optimization Copula-Based Approach with Application to Cryptocurrency Portfolio Optimisation.听Journal of Risk and Financial Management,听15(7), 285.
- Gatabazi, P., Mba, J. C., & Pindza, E. (2022). Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption.听Decisions in Economics and Finance, 1-15.
- Tenkam, H. M., Mba, J. C., & Mwambi, S. M. (2022). Optimization and Diversification of Cryptocurrency Portfolios: A Composite Copula-Based Approach.听Applied Sciences,听12(13), 6408.
