Hello!
I am Tren Ma, an Assistant Professor of Finance at the University of Nottingham. My research lies in financial economics, with particular interests in:
- financial econometrics
- machine learning in finance
- empirical asset pricing
- international finance
- mutual fund and hedge fund
I hold degrees in Mathematics (Bachelor, Master) from Hanoi National University of Education, and in Economics (MRes, PhD) from the University of Glasgow. During my doctoral studies, I was also a visiting scholar at Washington University in St. Louis.
Contact details:
- Office: C40, South Building, Jubilee Campus, Wollaton Rd, Lenton, Nottingham, NG8 1BB
- Email: Please click here
- Official Webpage: NUBS
Employment
Assistant Professor of Finance, the University of Nottingham, 2023 - Present
Lecturer in Mathematics, Thang Long University (Hanoi, Vietnam), 2011 - 2017
Research
Publication
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)
Working papers
Multivariate Functional False Discovery Rate Control in Large-Scale Multiple Testing SSRN
(with Ilias Filippou, Po-Hsuan Hsu, Georgios Sermpinis, Mark P. Taylor)
Assessing Hedge Fund Performance with Information-based Tests SSRN
(with Po-Hsuan Hsu, Ioannis Psaradellis, Georgios Sermpinis)
Data Breaches, ChatGPT and Firm Value SSRN
(with Fearghal Kearney, Hadi Movaghari, Georgios Sermpinis)
Selected work in progress
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)
Teaching
University of Nottingham
Current year
- Data Analytics and Machine Learning for Finance (MSc in Financial Technology)
- Financial Markets and Investment (BSc in Finance, Accounting and Management)
Previous years
- Topics in Advanced Econometrics II (PhD in Finance)
- Quantitative Support (Mathematics sessions, MSc in Finance and Investment)
- Financial Markets and Investment (BSc in Finance, Accounting and Management)
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)
Logic and Mathematical Reasoning (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: Vietnam Economist Annual Meeting (scheduled), Australasian Finance and Banking Conference (accepted); Finance and Business Analytics Conference; IFABS 2025 Oxford Conference
c Presented by co-authors
Others
Grants:
- MRes + PhD Studentship in Economics (5-year fully funded program: full tuition and living stipend), University of Glasgow, 2017–2022
- Visiting Research Stipend, Olin Business School, Washington University in St. Louis, 2022
Award: Adam Smith Scholar Award for Excellence, University of Glasgow, 2019
Computer skils: R, Python, Julia, SQL, Latex
Languages: Tay Language (Mother tongue), Vietnamese, English