I am Tren Ma, an Assistant Professor in Finance, Risk and Banking Department at Nottingham University Business School, the University of Nottingham.

My research interests lie in financial econometrics and the applications of machine learning in asset pricing, financial trading and investment.

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)

Cyber risk, ChatGPT and firm value

Revise & Resubmit, Risk Analysis (with Fearghal Kearney, Hadi Movaghari, 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)

Teaching

University of Nottingham

• Topics in Advanced Econometrics II (BUSI5018 - Doctoral, Sole Lecturer)

• Financial Markets: Theory and Computation (BUSI3184 – Undergraduate year three, with two other Lecturers)

University of Glasgow

• 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 (Hanoi, Vietnam)

• 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

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