Developing Machine Learning Techniques to Investigate the Impact of Air Quality Indices on Tadawul Exchange Index

Basit Öğe Kaydı
dc.authoridhttps://orcid.org/0000-0001-7765-5118en_US
dc.authoridhttps://orcid.org/0000-0002-6143-2734en_US
dc.authoridhttps://orcid.org/0000-0001-8451-898Xen_US
dc.authoridhttps://orcid.org/0000-0001-9376-5130en_US
dc.contributor.authorAl-Najjar, Dania
dc.contributor.authorAl-Najjar, Hazem
dc.contributor.authorAl-Rousan, Nadia
dc.contributor.authorAssous, Hamzeh F.
dc.date.accessioned2023-10-21T04:33:41Z
dc.date.available2023-10-21T04:33:41Z
dc.date.issued2022en_US
dc.departmentMühendislik ve Mimarlık Fakültesien_US
dc.description.abstractThe air quality index (AQI) can be described using different pollutant indices. Many investigators study the effect of stock prices and air quality in the field to show if there is a relationship between changing the stock market and the concentration of various pollutants. This study aims to find a relationship between Saudi Tadawul All Share Index (TASI) and multiple pollutants, including particulate matter (PM10), ozone (O-3), nitrogen dioxide (NO2), sulfur dioxide (SO2), carbon monoxide (CO), and AQI. Based on tree models, the relationship is created using linear regression and two prediction models, Chi-square Automatic Interaction Detection (CHAID), and CR-Tree. In order to achieve the target of this research, the TASI dataset relates to six pollutants using time; afterward, the new dataset is divided into three parts-test, validate, and train-after eliminating the outlier data. In order to test the performance of two prediction models, R-2 and various error functions are used. The linear regression model results found that PM10, NO2, CO, month, day, and year are significant, whereas O-3, SO2, and AQI indices are insignificant. The test dataset showed that R-2 scores are 0.995 and 0.986 for CR-Tree and CHAID, respectively, with RMSE values of 387 and 227 for CR-Tree and CHAID, respectively. The prediction models showed that the CHAID model performed better than CR-Tree because it used only three indices, namely, PM10, AQI, and O-3, with year and month. The results indicated an effect between changing TASI and the three pollutants, PM10, AQI, and O-3.en_US
dc.identifier.doi10.1155/2022/4079524en_US
dc.identifier.endpage12en_US
dc.identifier.issn1076-2787
dc.identifier.issn1099-0526
dc.identifier.scopus2-s2.0-85140008597en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage1en_US
dc.identifier.urihttps://hdl.handle.net/11363/5991
dc.identifier.urihttps://doi.org/
dc.identifier.volume2022en_US
dc.identifier.wosWOS:000869961700003en_US
dc.identifier.wosqualityQ2en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.institutionauthorAl-Najjar, Hazem
dc.language.isoenen_US
dc.publisherWILEY-HINDAWI, ADAM HOUSE, 3RD FL, 1 FITZROY SQ, LONDON WIT 5HE, ENGLANDen_US
dc.relation.ispartofComplexityen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.titleDeveloping Machine Learning Techniques to Investigate the Impact of Air Quality Indices on Tadawul Exchange Indexen_US
dc.typeArticleen_US

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
Küçük Resim
İsim:
4079524.pdf
Boyut:
661.13 KB
Biçim:
Adobe Portable Document Format
Açıklama:
Makale / Article
İndir
Lisans paketi
Listeleniyor 1 - 1 / 1
[ N/A ]
İsim:
license.txt
Boyut:
1.56 KB
Biçim:
Item-specific license agreed upon to submission
Açıklama:
İndir

Koleksiyon

Web of Science ve Scopus Atıf Dizinlerindeki Yayınlar
Scopus İndeksli Yayınlar Koleksiyonu
WoS İndeksli Yayınlar Koleksiyonu