Details about Jules Clement Mba

Access statistics for papers by Jules Clement Mba.

Last updated 2025-01-09. Update your information in the RePEc Author Service.

Short-id: pmb33

Working Papers

2023

1. Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model
   Papers, arXiv.org

Journal Articles

2024

1. Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach
   Financial Innovation, 2024, 10, (1), 1-36

2023

2. Asymmetric Connectedness within Cryptocurrency Ecosystem: An asymmetric Power ARCH (APARCH) Approach
   The African Finance Journal, 2023, 25, (2), 18-30
3. Threshold of Depression Measure in the Framework of Sentiment Analysis of Tweets: Managing Risk during a Crisis Period Like the COVID-19 Pandemic
   JRFM, 2023, 16, (2), 1-12 View citations (1)

2022

4. A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process
   Forecasting, 2022, 4, (2), 1-11 View citations (1)
5. A Particle Swarm Optimization Copula-Based Approach with Application to Cryptocurrency Portfolio Optimisation
   JRFM, 2022, 15, (7), 1-14
6. Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (2), 173-190
7. Cryptocurrencies and Tokens Lifetime Analysis from 2009 to 2021
   Economies, 2022, 10, (3), 1-14 View citations (5)
8. Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption
   Decisions in Economics and Finance, 2022, 45, (1), 327-341
9. Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence
   IJFS, 2022, 10, (2), 1-16
10. On QTAG -Modules Having All N -High Submodules h -Pure
    Mathematics, 2022, 10, (19), 1-7

2020

11. A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
    Financial Markets and Portfolio Management, 2020, 34, (2), 199-214 View citations (6)
12. Does uncertainty predict cryptocurrency returns? A copula-based approach
    Macroeconomics and Finance in Emerging Market Economies, 2020, 13, (1), 67-88 View citations (9)
13. Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach
    Cogent Economics & Finance, 2020, 8, (1), 1780838 View citations (1)

2019

14. Grey Lotka–Volterra models with application to cryptocurrencies adoption
    Chaos, Solitons & Fractals, 2019, 122, (C), 47-57 View citations (6)
15. Modeling cryptocurrencies transaction counts using variable-order Fractional Grey Lotka-Volterra dynamical system
    Chaos, Solitons & Fractals, 2019, 127, (C), 283-290 View citations (5)

2018

16. A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
    Financial Markets and Portfolio Management, 2018, 32, (4), 399-418 View citations (8)
17. Behavioral portfolio selection and optimization: an application to international stocks
    Financial Markets and Portfolio Management, 2018, 32, (3), 311-328 View citations (4)
18. Risk, Uncertainty and Exchange Rate Behavior in South Africa
    Journal of African Business, 2018, 19, (2), 262-278 View citations (1)