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All Journal Jurnal Masyarakat Informatika Semantik Techno.Com: Jurnal Teknologi Informasi Prosiding SNATIF Jurnal Transformatika Jurnal Edukasi dan Penelitian Informatika (JEPIN) Scientific Journal of Informatics Seminar Nasional Informatika (SEMNASIF) Jurnas Nasional Teknologi dan Sistem Informasi Journal of Information System Sinkron : Jurnal dan Penelitian Teknik Informatika Journal of Information Technology and Computer Science Jurnal Pilar Nusa Mandiri Kinetik: Game Technology, Information System, Computer Network, Computing, Electronics, and Control IKRA-ITH Informatika : Jurnal Komputer dan Informatika JOURNAL OF APPLIED INFORMATICS AND COMPUTING Building of Informatics, Technology and Science Journal of Electronics, Electromedical Engineering, and Medical Informatics Abdimasku : Jurnal Pengabdian Masyarakat Jurnal Sistem Komputer dan Informatika (JSON) Jurnal Pengabdian Literasi Digital Indonesia Indonesian Journal of Health Information Management Services (IJHIMS) Community: Jurnal Pengabdian Pada Masyarakat Prosiding Seminar Riset Mahasiswa
Fahmi Amiq
Fakultas Ilmu Komputer, Universitas Dian Nuswantoro, Semarang 50131
Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Public Health Social Sciences Other

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Journal : Jurnal Masyarakat Informatika

 1 
Multivariate LSTM-Based Intraday Gold Price Prediction with Rolling Time Series Validation Arif, Mohammad; Alzami, Farrikh; Fahmi, Amiq; Udayanti, Erika Devi; Naufal, Muhammad; Winarno, Sri; Malim, Nurul Hashimah Ahmad Hassain; Yosep Teguh Sulistyono, Marcelinus
Jurnal Masyarakat Informatika Vol 17, No 1 (2026): May 2026 (Ongoing)
Publisher : Department of Informatics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/jmasif.17.1.78091

Abstract

Projecting XAUUSD (gold vs. US dollar) prices on a one-hour interval is particularly challenging due to the market's dynamic and nuanced character. To address short-term financial forecasting, an advanced deep learning methodology utilizing Long Short-Term Memory (LSTM) models was employed. Historical XAUUSD data for 2024 was resampled to hourly intervals and supplemented with SMA, RSI, MACD, and Bollinger Bands to understand the market structure better. An LSTM model was developed using open, high, low, and close prices as inputs, with the close price designated as the output target. Data normalization was performed via MinMaxScaler. The model was validated using Time Series Cross-Validation (TSCV) with a rolling origin expanding window over five splits—a sophisticated method for evaluating performance. The results demonstrated the LSTM model's capability, showcasing a mean RMSE of 9.9574, a mean MAE of 7.4411, an R² score of 0.9535, and a remarkably low MAPE of 0.3009%. These findings indicate the advanced model effectively predicts intraday prices, even while grappling with complex and nonlinear patterns, offering a powerful instrument for trading professionals and researchers to cut through market noise.
Co-Authors -, Suhariyanto Abdul Rohim, Abdul Abu Salam Agus Winarno Agus Winarno Agus Winarno, Agus Al zami, Farrikh Alif , Moh. Fachri Alif, Moh. Fachri Alzami, Farrikh Apriyanti Apriyanti Ardianda Aryo Prakoso Ariel Bagus Nugroho Asih Rohmani, Asih Astuti, Yani Parti Budi Harjo Budiono Budiono Candra Irawan Catur Supriyanto Ciputra, Indramawan Diana Purwitasari Edi Faisal Edi Sugiarto Edi Sugiarto Edi Sugiarto Edi Sugiarto Edi Sugiarto Edi Sugiarto Egia Rosi Subhiyakto, Egia Rosi Erika Devi Udayanti Erlin Dolphina Etika Kartikadarma Fhaldian, Wahyu Fikri Budiman Hadi, Heru Pramono Harun Al Azies Hindarto, Aris Nur Husna, Farida Amila Indra Gamayanto ISWAHYUDI ISWAHYUDI Izzatil Ismah, Nabila Karis Widyatmoko Kurnia Desita, Raafi Lalang Erawan Laurensius Tokan, Geraldinho Lintang Mekar Tanjung Malim, Nurul Hashimah Ahmad Hassain Maurensa, Giacinta Mauridhi Hery Purnomo Megantara, Rama Aria Moch. Eko Rustiyono Mohammad Arif Muhammad Fais Ramadhani Muhammad Hilmy Munsarif Muhammad Naufal, Muhammad Mulyanto, Edy Muslih Muslih MY. Teguh Sulistyono Nova Rijati Novi Hendriyanto, Novi Prasetya, Rakan Shafy Pujiono Pujiono Pujiono Pujiono Pujiono Putra, Wahyu Bagus Wicaksono Ramadhan Rakhmat Sani Respati Wulandari Ridha Rahmawati Ridho Pambudi Rizky Adrianto Salsabila, Rizka Mars Sasono Wibowo Sidharta, Bayu Adjie Sihombing, Drigo Alexander Sri Winarno Sri Winarno Sudibyo, Usman Suharnawi Suharnawi Suryo Adi Nugroho Tacharri, Chusnuut Tsani, Maulida Aristia Utomo, Danang Wahyu Wibowo, Syifa Sofia Yosep Teguh Sulistyono, Marcelinus Yumna Huwaida, Imtiyaz Yuventius Tyas Catur Pramudi Zaenal Arifin Zahro, Azzula Cerliana