Click the ellipsis button (3 horizontal dots) at the upper-left corner of your profile page just beside your profile name (1) and select Settings (2). Scroll down until you see the Notifications part (3) then update your settings. Don't forget to click Save at the bottom of the page when you're done (4).
(1) Profile page (click the ellipsis button at the upper-left corner just beside your profile name)
(2) Select Settings
(3) Scroll down until you see Notifications
(4) Click Save to finalize your changes