Search Results (4)

Crop yield prediction is one of the most challenging tasks in agriculture. It is considered to play an important role and be an essential step in decision-making processes. The goal of crop prediction is to establish food availability for the coming years, using different input variables associated with the crop yield domain. This paper aims to predict the yield of five of the Gulf countries’ crops: wheat, dates, watermelon, potatoes, and maize (corn). Five independent variables were used to develop a prediction model, namely year, rainfall, pesticide, temperature changes, and nitrogen (N) fertilizer; all these variables are calculated by year. Moreover, this research relied on one of the most widely used machine learning models in the field of crop yield prediction, which is the neural network model. The neural network model is used because it can predict complex relationships between independent and dependent variables. To evaluate the performance of the prediction models, different statistical evaluation metrics are adopted, including mean square error (MSE), root-mean-square error (RMSE), mean bias error (MBE), Pearson’s correlation coefficient, and the determination coefficient. The results showed that all Gulf countries are affected mainly by four independent variables: year, temperature changes, pesticides, and nitrogen (N) per year. Moreover, the average of the best crop yield prediction results for the Gulf countries showed that the RMSE and R² are 0.114 and 0.93, respectively. This provides initial evidence regarding the capability of the neural network model in crop yield prediction. Full article

This study investigates the effects of ESG factors on stock return volatility from 2012 to 2020 using linear regression, GLE algorithm, and neural network models. This paper used the ESG factors and main control variables (ROA, EPS, and year) as independent variables. The regression model results showed that both year and E scores significantly positively affected Saudi banks’ stock return volatility. However, the S score and ROA significantly negatively impacted the volatility. The results indicated that the prediction models were more efficient in analysing the volatility and building an accurate prediction model using all independent variables. The results of the GLE algorithm model showed that the level of importance of the variables was sorted from highest to least significant as follows: S score, ROA, E score, and then G score. While the result of the neural network was sorted as ROA, ROE, and EPS, then the E score, S score, and G score factors all had the same minor importance in predicting the stock return volatility. Linear regression and prediction models indicated that the S score was the most crucial variable in predicting stock return volatility. Both policymakers and investors can benefit from our findings. Full article

The World Health Organization officially declared COVID-19 a global pandemic on 11 March 2020. In this study, we examine the effect of COVID-19 indicators and policy response on the Saudi banking index. COVID-19 variables that were applied are: new confirmed and fatal COVID-19 cases in Saudi Arabia; lockdowns; first and second decreases in interest rates; regulations, and oil prices. We implemented the analysis by running a stepwise regression analysis then building an artificial neural network (ANN) model. According to regression findings, oil prices and new confirmed cases have had a significant positive effect on the Saudi banking index. Nevertheless, the lockdown announcements in Saudi Arabia and the first decrease in interest rates had a significant negative effect on the Saudi banking index. To enhance the performance of the linear regression model, the ANN model was built. Findings showed that the ranking of the variables in terms of their importance is: oil price, number of confirmed cases, lockdown announcements, decrease in interest rates, and lastly, regulations. Full article

This study investigates the effectiveness of six of the key international indices in estimating Saudi financial market (TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built using two independent variables of time and international index, while TASI was the dependent variable. Linear, logarithmic, quadratic, cubic, power, and exponential equations were separately used to achieve the targeted results. The results reveal that power equation is the best equation for forecasting the TASI index with a low error rate and high determination coefficient. Additionally, findings of the AutoRegressive Integrated Moving Average (ARIMA) model represent the most important variables to use in order to build a prediction model that can estimate the TASI index. The ARIMA model (with Expert Modeler) coefficients are described as ARIMA (0,1,14). The results show that the SP500, NIKKEI, CAC40, and HSI indices are the most suitable variables for estimating TASI with an R² and RMSE equal to 0.993 and 113, respectively. This relationship can be used on the previous day to estimate the opening price of TASI based on the closing prices of international indices. Full article