I am Tren Ma, an Assistant Professor in Finance at the University of Nottingham.

My research interests lie in financial economics with a focus on financial econometrics, empirical asset pricing and the applications of machine learning in finance.

I have a background in Mathematics (BSc and MEd) from Hanoi National University of Education and Economics (MRes and PhD) from the University of Glasgow.

Contact details:

• Office: C40, South Building, Jubilee Campus, Wollaton Rd, Lenton, Nottingham, NG8 1BB
• Email: Please click here
• Official Webpage: NUBS

Employments

Assistant Professor in Finance, the University of Nottingham, 2023 - Present

Visiting Scholar, the Washington University in St. Louis, 2022

Lecturer in Mathematics, Thang Long University (Hanoi, Vietnam), 2011 - 2017

Research

Mutual Funds’ Conditional Performance Free of Data Snooping Bias SSRN JFQA

Journal of Financial and Quantitative Analysis, Forthcoming

(with Po-Hsuan Hsu, Ioannis Kyriakou, Georgios Sermpinis)

Technical Analysis and Currency Trading: False Discoveries and Informative Covariates SSRN

(with Ilias Filippou, Po-Hsuan Hsu, Georgios Sermpinis, Mark P. Taylor)

Picking Hedge Funds with High Confidence PDF

(with Po-Hsuan Hsu, Ioannis Psaradellis, Georgios Sermpinis)

Chartists against the Machine: FX Technical Trading via Machine Learning

(with Ilias Filippou, Mark P. Taylor)

Cyber risk, ChatGPT and firm value SSRN (first draft)

(Revision Requested by Risk Analysis)

(with Fearghal Kearney, Hadi Movaghari, Georgios Sermpinis)

Teaching

University of Nottingham (Lecturer)

• Topics in Advanced Econometrics II (PhD in Finance)
• Quantitative Support (Mathematics sessions, MSc in Finance)
• Financial Markets: Theory and Computation (BSc in Finance)

University of Glasgow (Graduate Teaching Assistant)

• Mathematical Methods (MRes in Economics)

• Advances of Machine Learning in Finance (MSc in Fintech)

• Portfolio Analysis and Investment (MSc)

• Econometrics Method for Accounting and Finance (Honour)

• Financial Derivatives (Honour)

• Introductory Statistics for Economics (Undergraduate)

Thang Long University (Lecturer)

• Econometrics (Fourth year)

• Statistical Methods for Economics and Social Sciences (Third year)

• Mathematical Methods for Economics (Second year)

• Discrete mathematics (First year)

Conferences

2022: American Finance Association Annual Meeting (AFA, Poster Session); China International Conference in Finance (CICF); Financial Management Association Annual Meeting (FMA); Paris Financial Management Conference

2023: World Finance Banking Symposium^c

2024: INQUIRE Conference (UK); European Financial Management Association Annual Meeting^c; Spanish Finance Association Conference^c

2025: FMA European Conference^c (scheduled); Finance and Business Analytics Conference (scheduled); IFABS 2025 Oxford Conference;

^c Presented by co-authors

Others

Grants:

• MRes/PhD in Economics studentship, University of Glasgow, 2017 – 2022
• Visiting grant, Olin Business School - Washington University in St. Louis, 2022

Award: Adam Smith Scholar Award for Excellence, University of Glasgow, 2019

Programming skils: R, Python, C++, Julia, SQL, Latex

Languages: Tay Language (Mother tongue), Vietnamese, English