Yalamova, Rossitsa
Faculty
Dhillon School of Business - Finance
- Phone
- (403) 380-1899
- Fax
- (403) 329-2038
- rossitsa.yalamova@uleth.ca
Office Hours
TTh: 10:30 AM to 12:00 AM
Biography
CEEL program in Adaptive Economic Dynamics, University of Trentot 2012
MSRI Berkeley Workshop Percolation & Interactive Systemst 2012
University of Brunei Darussalam/IBM Global Sustainability Summer School 2011
Santa Fe Institute & Institute of Theoretical Physics Beijing
Complex Systems Summer Schoolt tt 2007
Kent State University PhD Finance 2003
University of Pittsburgh, Katz Graduate School of Business MBA 1995
University Of Sofia Bulgaria; ABD microbiology 1991
Saint Petersburg State Medical Academy, Russia MD 1985
MSRI Berkeley Workshop Percolation & Interactive Systemst 2012
University of Brunei Darussalam/IBM Global Sustainability Summer School 2011
Santa Fe Institute & Institute of Theoretical Physics Beijing
Complex Systems Summer Schoolt tt 2007
Kent State University PhD Finance 2003
University of Pittsburgh, Katz Graduate School of Business MBA 1995
University Of Sofia Bulgaria; ABD microbiology 1991
Saint Petersburg State Medical Academy, Russia MD 1985
Publications
Yalamova, R. "Fractal Measures in Market Microstructure Research." Multinational Finance Journal. 2012, vol. 16, no. 1/2, pp. 1-18.
Yalamova, R. "Nonlinear Dynamics in Financial Markets" Gazdasági élet és társadalom; (Economy and Society); 2011, I-II, szám, pp. 15-24; Budapest; Hungary.
Yalamova, R. "Market Risk Predictability with Multiscale Beta" International Review of Applied Financial Issues and Economics, 2011, v. 3, issue 3.
Yalamova, R. "Nonlinear Dynamics in Stock Prices: Traders' herding and imitation in complex information environment" International Journal of Contemporary Business Studies, 2011, v. 2, #5, pp. 6-15.
Yalamova, R. & Bill McKelvey, "Stock Market Crashes: Phase Transition Model and Critical Points." The Journal of Behavioral Finance, 2011, v.12, #3, pp. 169-182.
Yalamova R. "Simple Heuristic Approach to Introduction of the Black-Scholes Model." American Journal of Business Education. February 2010, v. 3 No. 2, 31-42
Yalamova, R. "Empirical Testing of Multifractality of Financial Time Series Based on WTMM" Fractals, 2009, v.17, issue 3, 323-332.
Yalamova, R. "Multifractality of Government of Canada securities returns" Journal of Business and Behavioral Sciences, Fall 2008, vol. 19, issue 2, pp. 24-32.
Yalamova, R. "Wavelet Test of Multifractality of Asia Pacific Index Price Series", Asian Academy of Management Journal of Accounting & Finance, Vol. 2, No. 1, 2006, 63-84.
Los, C. and R. Yalamova, "Multifractal Spectral Analysis of the 1987 Stock Market Crash" International Research Journal of Finance and Economics, Vol 1, No. 4, July, 2006, 106 - 133.
Yalamova, R. "International Bank Capital Regulation for Market Risk", Investment Management and Financial Innovations, 2004, #4, pp.74-88.
Yalamova, R. "Nonlinear Dynamics in Financial Markets" Gazdasági élet és társadalom; (Economy and Society); 2011, I-II, szám, pp. 15-24; Budapest; Hungary.
Yalamova, R. "Market Risk Predictability with Multiscale Beta" International Review of Applied Financial Issues and Economics, 2011, v. 3, issue 3.
Yalamova, R. "Nonlinear Dynamics in Stock Prices: Traders' herding and imitation in complex information environment" International Journal of Contemporary Business Studies, 2011, v. 2, #5, pp. 6-15.
Yalamova, R. & Bill McKelvey, "Stock Market Crashes: Phase Transition Model and Critical Points." The Journal of Behavioral Finance, 2011, v.12, #3, pp. 169-182.
Yalamova R. "Simple Heuristic Approach to Introduction of the Black-Scholes Model." American Journal of Business Education. February 2010, v. 3 No. 2, 31-42
Yalamova, R. "Empirical Testing of Multifractality of Financial Time Series Based on WTMM" Fractals, 2009, v.17, issue 3, 323-332.
Yalamova, R. "Multifractality of Government of Canada securities returns" Journal of Business and Behavioral Sciences, Fall 2008, vol. 19, issue 2, pp. 24-32.
Yalamova, R. "Wavelet Test of Multifractality of Asia Pacific Index Price Series", Asian Academy of Management Journal of Accounting & Finance, Vol. 2, No. 1, 2006, 63-84.
Los, C. and R. Yalamova, "Multifractal Spectral Analysis of the 1987 Stock Market Crash" International Research Journal of Finance and Economics, Vol 1, No. 4, July, 2006, 106 - 133.
Yalamova, R. "International Bank Capital Regulation for Market Risk", Investment Management and Financial Innovations, 2004, #4, pp.74-88.
Research Interests
Sustainabiliy and Resilience in Socio-Economic Systems
Complex network topology and dynamics
Nonlinear dynamic patterns of stock market self-organization
Chaos and complexity
Complex network topology and dynamics
Nonlinear dynamic patterns of stock market self-organization
Chaos and complexity
Creative Works
Yalamova, R. & McKelvey, B. Chapter XI: Using Power Laws and the Hurst Coefficient to Identify Stock Market Trading Bubbles
McKelvey, B. & Yalamova, R. Chapter VI: Introduction to Econophysics: Correlated Trader Behaviours, Bubbles & Crashes, Scalability Dynamics, Power Laws & Scale-free Theories
McKelvey, B. & Yalamova, R. Chapter IX: The 2007 Liquidity Crisis: An Example of Scalability Dynamics in Action
McKelvey, B. & Yalamova, R. Chapter XII: Financial Resilience Engineering: Toward Automatic Action Formulas Against Risk And Reckless Endangerment
"From Financial Mathematics to Global Sustainability" Memorial Lecture at International Conference Frontiers in Mathematical Sciences with Application Calcutta 2012
"Adaptive Dynamics and Sustainability of Multinational Enterprises" Plenary Speaker at Multinational Enterprises and Sustainable Development Delhi 2012
"Sustainable Growth and Resilience Building as an Answer to the Financial and Economic Crisis" Keynote Address to ICBER 2012
McKelvey, B. & Yalamova, R. Chapter VI: Introduction to Econophysics: Correlated Trader Behaviours, Bubbles & Crashes, Scalability Dynamics, Power Laws & Scale-free Theories
McKelvey, B. & Yalamova, R. Chapter IX: The 2007 Liquidity Crisis: An Example of Scalability Dynamics in Action
McKelvey, B. & Yalamova, R. Chapter XII: Financial Resilience Engineering: Toward Automatic Action Formulas Against Risk And Reckless Endangerment
"From Financial Mathematics to Global Sustainability" Memorial Lecture at International Conference Frontiers in Mathematical Sciences with Application Calcutta 2012
"Adaptive Dynamics and Sustainability of Multinational Enterprises" Plenary Speaker at Multinational Enterprises and Sustainable Development Delhi 2012
"Sustainable Growth and Resilience Building as an Answer to the Financial and Economic Crisis" Keynote Address to ICBER 2012