Rossitsa Yalamova

Rossitsa Yalamova is an Associate Professor in the Department of Finance at the Dhillon School of Business, University of Lethbridge. She holds a PhD in Finance from Kent State University (2003), an MBA from the University of Pittsburgh (1995), and an MD from Saint Petersburg State Medical Academy (1985).

• Education:
  • PhD in Finance (2003), Kent State University
  • MBA (1995), University of Pittsburgh
  • MD (1985), Saint Petersburg State Medical Academy
  • ABD in Microbiology (1991), University of Sofia

Her research focuses on nonlinear dynamics, fractal analysis, and complexity theory applied to financial markets. She explores how chaotic systems and multifractality manifest in stock prices, market crashes, and risk assessment models.

Yalamova's publications highlight trends in financial econophysics, including power laws, beta scaling, and herding behaviors in trading. She collaborates with scholars like Bill McKelvey to model market critical points and resilience engineering.

She has participated in international workshops such as the MSRI Berkeley Workshop on Percolation and Interactive Systems (2012) and the Complex Systems Summer Schools at Santa Fe Institute and Institute of Theoretical Physics Beijing.