We investigate the stock return volatility predictability using firm’s fundamental risk with machine learning approaches in China’s stock market. We find the machine learning models substantially improve the out-of-sample performance of fundamental risk in forecasting future volatility. The...

The shipping industry has been quite successful in reducing the number of major accidents in the past. In order to continue this development in the future, innovative leading risk indicators can make a significant contribution. If designed properly, they enable a forward-looking identification...