This paper represents our research results in the pursuit of the following objectives: (i) to introduce a novel multi-sources data set to tackle the shortcomings of the previous data sets, (ii) to propose a robust artificial intelligence-based solution to identify dyslexia in primary school pupils, (iii) to investigate our psycholinguistic knowledge by studying the importance of the features in identifying dyslexia by our best AI model. In order to achieve the first objective, we collected and annotated a new set of eye-movement-during-reading data. Furthermore, we collected demographic data, including the measure of non-verbal intelligence, to form our three data sources. Our data set is the largest eye-movement data set globally. Unlike the previously introduced binary-class data sets, it contains (A) three class labels and (B) reading speed. Concerning the second objective, we formulated the task of dyslexia prediction as regression and classification problems and scrutinized the performance of 12 classifications and eight regressions approaches. We exploited the Bayesian optimization method to fine-tune the hyperparameters of the models: and reported the average and the standard deviation of our evaluation metrics in a stratified ten-fold cross-validation. Our studies showed that multi-layer perceptron, random forest, gradient boosting, and k-nearest neighbor form the group having the most acceptable results. Moreover, we showed that although separately using each data source did not lead to accurate results, their combination led to a reliable solution. We also determined the importance of the features of our best classifier: our findings showed that the IQ, gender, and age are the top three important features; we also showed that fixation along the y-axis is more important than other fixation data. Dyslexia detection, eye fixation, eye movement, demographic, classification, regression, artificial intelligence.