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All Journal Jurnal Teknologi Informasi dan Ilmu Komputer SEMIRATA 2015 Seminar Nasional Informatika (SEMNASIF) CESS (Journal of Computer Engineering, System and Science) InfoTekJar : Jurnal Nasional Informatika dan Teknologi Jaringan Sinkron : Jurnal dan Penelitian Teknik Informatika Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) Jurnal Informatika JIKO (Jurnal Informatika dan Komputer) JURNAL MEDIA INFORMATIKA BUDIDARMA Jurnal Teknik Informatika UNIKA Santo Thomas MATRIK : Jurnal Manajemen, Teknik Informatika, dan Rekayasa Komputer Query : Jurnal Sistem Informasi JOURNAL OF SCIENCE AND SOCIAL RESEARCH KOMPUTA : Jurnal Ilmiah Komputer dan Informatika CSRID (Computer Science Research and Its Development Journal) Jurnal Varian JTIK (Jurnal Teknik Informatika Kaputama) KAKIFIKOM : Kumpulan Artikel Karya Ilmiah Fakultas Ilmu Komputer Jurnal Tekinkom (Teknik Informasi dan Komputer) Jurnal Teknik Informatika C.I.T. Medicom JOURNAL OF INFORMATION SYSTEM RESEARCH (JOSH) JUKI : Jurnal Komputer dan Informatika MEANS (Media Informasi Analisa dan Sistem) Jurasik (Jurnal Riset Sistem Informasi dan Teknik Informatika) Jurnal Teknik Informatika (JUTIF) Jurnal SAINTIKOM (Jurnal Sains Manajemen Informatika dan Komputer) Jurnal Ipteks Terapan : research of applied science and education Jurnal Teknik Informatika Unika Santo Thomas (JTIUST) Jurnal Dinamika Informatika (JDI) Data Sciences Indonesia (DSI) International Journal of Economic, Technology and Social Sciences (Injects) Proceeding of International Conference on Information Science and Technology Innovation (ICoSTEC) Proceeding Of International Conference On Education, Society And Humanity Jurnal Teknik Indonesia (JU-TI) "Journal of Data Science
Zakarias Situmorang
FIKOM, Universitas Katolik Santo Thomas
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Journal : Jurnal Teknik Informatika (JUTIF)

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Long Short Term Memory and Gradient Boosting Model for One Day Ahead Forecasting of ANTAM Gold Bar Prices Ashari, Annisa; Situmorang, Zakarias; Rosnelly, Rika
Jurnal Teknik Informatika (Jutif) Vol. 7 No. 2 (2026): JUTIF Volume 7, Number 2, April 2026
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2026.7.2.5630

Abstract

This study develops and optimizes a hybrid LSTM-XGBoost forecasting model for daily ANTAM gold bar prices. The model utilizes historical time-series data of ANTAM gold prices, enriched with macroeconomic variables including the USD/IDR exchange rate and Brent oil prices, as well as derived features such as returns, lags, rolling statistics, and calendar effects. The LSTM component captures medium-term sequential patterns from the price series and macroeconomic variables, while the XGBoost component exploits a rich set of tabular features to model nonlinear relationships and volatility dynamics. Both models are trained and tuned separately, then combined through a weighted ensemble scheme in which the optimal weight is selected by minimizing Mean Absolute Percentage Error (MAPE) on the validation set. Experimental results on the test set show that the proposed hybrid model achieves Mean Squared Error (MSE) of 26,891,172.36, Root Mean Squared Error (RMSE) of 16,398.53, MAPE of 0.0058 (approximately 99.42% accuracy), and coefficient of determination \mathbit{R}^\mathbf{2} of 0.9971, outperforming a naïve baseline that assumes “tomorrow’s price equals today’s price”. The optimized LSTM-XGBoost hybrid model proves highly effective for short-term ANTAM gold price forecasting, providing reliable decision support for Indonesian gold market stakeholders.
Co-Authors A F Limas Ptr Abwabul Jinan Adam Sagara Ade Clinton Sitepu Ade Clinton Sitepu Adelina, Mimi Chintya Aditia Rangga Alkhairi, Putrama Ashari, Annisa Asrizal Asrizal Asyahri Hadi Nasyuha B. Herawan Hayadi Budi K. Hutasuhut Daim Azhari Parinduri Desi Irfan Doughlas Pardede Efendi, Syahril Ela Roza Batubara Erna Budhiarti Nababan Fazli Nugraha Tambunan Ginting, Emnita Boru Handayani, Meli Hartono Hartono Herman Mawengkang Husein, Alice Erni Ichsan Firmansyah Irwan Daniel Irwan Daniel Ita Juwita Saragih Jaka Tirta Samudra Jaka Tirta Samudra Jaka Tirta Samudra Jaka Tirta Samudra Jazi Eko Istiyanto Junaidi Junaidi Karina Andriyani Kelvin Leonardi Kohsasih Khairul Fadhli Margolang Khoirunsyah Dalimunthe Kusuma, Jaka Lestari, Valencya Lewis, Andreas Lubis, Cindy Paramitha Lusi Herlina Siagian M Anggi Rivai Nst Manungkalit, Jupri Maria Claudia Purba Masri Wahyuni Mawaddah Harahap Mawaddah Harahap, Mawaddah Melda Pita Uli Sitompul Muhadi M. Ilyas Gultom Muhammad Mizan Siregar Muhammad Zarlis Muhammad Zarlis, Muhammad Nababan, Junerdi Novendra Adisaputra Sinaga Opim Salim Sitompul P.P.P.A.N.W. Fikrul Ilmi R.H. Zer Pradipta, Muhammad Iqbal Pratiwi, Mariska Putri Puji Sari Ramadhan Purba, Andry Hery Putrama Alkhairi Rahmad, Sofyan Retantyo Wardoyo Riandini, Maisarah Ridha Maya Faza Lubis Ridha Maya Faza Lubis Rika Rosnelly Rika Rosnelly Rika Rosnelly Rika Rosnelly Rika Rosnelly Rika Rosnelly, Rika Rimbun Siringoringo, Rimbun Romanus Damanik Roslina, Roslina Rubianto Rubianto Sagala, Masdiana Sartika Mandasari Sembiring, Rahmat Widya Sipayung, Sardo Pardingotan Sri Hartati Sugeng Riyadi Tarigan, Dede Ardian Tulus Tulus Wanayumini Yoppi, Edunal Yuni Franciska Yusfrizal Yusfrizal Yusniar Lubis Yusniar Lubis Yusniar Lubis Zekson Matondang