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All Journal IJCCS (Indonesian Journal of Computing and Cybernetics Systems) Jurnal Masyarakat Informatika Jurnas Nasional Teknologi dan Sistem Informasi Jurnal Ekonomi Bisnis dan Kewirausahaan Sistemasi: Jurnal Sistem Informasi Journal of Applied Geospatial Information Informatika Mulawarman: Jurnal Ilmiah Ilmu Komputer Sinkron : Jurnal dan Penelitian Teknik Informatika JURNAL MEDIA INFORMATIKA BUDIDARMA JOURNAL OF APPLIED INFORMATICS AND COMPUTING EDUMATIC: Jurnal Pendidikan Informatika Jurnal Teknologi Informasi dan Pendidikan Building of Informatics, Technology and Science Abdimasku : Jurnal Pengabdian Masyarakat Innovation in Research of Informatics (INNOVATICS) International Journal of Artificial Intelligence and Robotics (IJAIR) Advance Sustainable Science, Engineering and Technology (ASSET) Devotion: Journal of Research and Community Service JS (Jurnal Sekolah) Jurnal Ekonomi Bisnis dan Kewirausahaan JuTISI (Jurnal Teknik Informatika dan Sistem Informasi)
Sri Winarno
Faculty of Information Science and Technology, Multimedia University
Chemical Engineering, Chemistry & Bioengineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Materials Science & Nanotechnology Physics Social Sciences Other

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Journal : Jurnal Masyarakat Informatika

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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 Abiyyi, Ryandhika Bintang Adhitya Nugraha Al-Azies, Harun Alzami, Farrikh Anatri Desstya Andrean, Muhammad Niko Ardytha Luthfiarta Arga Retha, Helynda Mulya Ariansyah, M. Hafidz ARIYANTO, MUHAMMAD Aryanti, Firda Ayu Dwi Asih Rohmani, Asih Atha Rohmatullah, Fawwaz Ayu Harini, Pradhita Rizka Cahya, Leno Dwi Cahyani, Ailsa Nurina Erika Devi Udayanti Fadlullah, Rizal Fahmi Amiq Farandi, Muhammad Naufal Erza Fauzyah, Zahrah Asri Nur Fikri Budiman Firmansyah, Gustian Angga Ganiswari, Syuhra Putri Go, Agnestia Agustine Djoenaidi Guruh Fajar Shidik Harun Al Azies Hastuti, Tri Puji Ibad, M. Azka Khoirul Ika Novita Dewi Indra Gamayanto Iswahyudi Junta Zeniarja Kamarudin, Fatkhurridlo Pranoto Khoirunnisa, Emila Krisna, Julius Immanuel Theo Kurniawan, Defri Kuswidiani, Erika Widya Laksono, Giffari Ilham Laurent, Feby Malim, Nurul Hashimah Ahmad Hassain Maulana, Isa Iant Maulani, Ahmad Alaik Megantara, Rama Aria Mohammad Arif Muhammad Naufal, Muhammad Muttaqin, Almas Najiib Imam Nur Fitri, Esmi Pangestu, Aditya Gilang Pratama, Raffy Nicandra Putra Pratama, Rifky Ariya Pulung Nurtantio Andono Putra, Permana Langgeng Wicaksono Ellwid Putri, Rusyda Tsaniya Eka Ramadhan Rakhmat Sani Ricardus Anggi Pramunendar Rony, Zahara Tussoleha Rusnandari Retno Cahyani Sabilillah, Ferris Tita Sasono Wibowo Senata, Denny Soeroso, Dennis Adiwinata Irwan Sukamto, Titien Suhartini Sulistyono, Teguh Syifa Nurazizah, Syifa Wardhana, Faviola Proba Wijaya, Tan Nicholas Octavian Yosep Teguh Sulistyono, Marcelinus Yudantiar, Mayang Arinda Zami, Farrikh Al