That's very easy: Go to your Publication settings, move your mouse over the publication's name that you'd like to change. Next to the publication you'll see a small edit icon appearing:
Click the icon, change the name and then hit enter on your keyboard or click with your mouse anywhere outside of the input field to confirm the new name:
+++ Please note that the edit icon is only visible on Desktop, not on your mobile devices (e.g. smartphone, tablet).