About me


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, May 2025, Vol. 60(3), pp. 1373–1400.

(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, and Guofu Zhou)

Technical Analysis versus Economic Fundamentals in Currency Markets: A Machine-Learning Analysis

(with Ilias Filippou, Mark P. Taylor)

Currency Intraday Momentum

(with Ilias Filippou, Mark P. Taylor, and Guofu Zhou)

Predictive Variable Selection: False Discoveries and Informative Covariates

Data Breaches, ChatGPT and Firm Value SSRN

(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 Symposiumc

2024: INQUIRE Conference (UK); European Financial Management Association Annual Meetingc; Spanish Finance Association Conferencec

2025: FMA European Conferencec (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