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All Journal Indonesian Journal of Electronics and Instrumentation Systems International Journal of Advances in Intelligent Informatics ELINVO (Electronics, Informatics, and Vocational Education) JOIV : International Journal on Informatics Visualization Journal of Applied Information, Communication and Technology (JAICT) JURNAL MEDIA INFORMATIKA BUDIDARMA Jurnal ULTIMATICS JIPI (Jurnal Ilmiah Penelitian dan Pembelajaran Informatika) Building of Informatics, Technology and Science Jurnal Riset Rekayasa Elektro Tematik : Jurnal Teknologi Informasi Komunikasi Jurnal Teknik Informatika (JUTIF) Journal of Telecommunication, Electronics and Control Engineering (JTECE) Green Intelligent Systems and Applications JIM: Jurnal Ilmiah Mahasiswa Pendidikan Sejarah Jurnal INFOTEL Jurnal Indonesia : Manajemen Informatika dan Komunikasi
I Ketut Agung Enriko
Institut Teknologi Telkom Purwokerto
Humanities Computer Science & IT Control & Systems Engineering Education Electrical & Electronics Engineering Engineering Languange, Linguistic, Communication & Media Library & Information Science Social Sciences

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Journal : Building of Informatics, Technology and Science

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A Comparative Study of LSTM and BiLSTM Performance in Predicting XAU/USD Prices Enriko, I Ketut Agung; Gustiyana, Fikri Nizar
Building of Informatics, Technology and Science (BITS) Vol 7 No 4 (2026): March 2026
Publisher : Forum Kerjasama Pendidikan Tinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/bits.v7i4.9414

Abstract

Gold price forecasting in the XAU/USD market is challenging due to nonlinear dynamics, high volatility, and sensitivity to global macroeconomic factors. This study compares the performance of Long Short-Term Memory (LSTM) and Bidirectional Long Short-Term Memory (BiLSTM) architectures in forecasting XAU/USD closing prices using historical data from 2023–2026. Data preprocessing includes cleaning, chronological ordering, normalization, and transformation using a sliding window approach. A window size of 60 time steps is selected to represent approximately three months of daily trading activity, enabling the models to capture short- to medium-term temporal dependencies while limiting excessive noise and computational burden. The dataset is divided chronologically into training and out-of-sample testing sets to ensure proper generalization assessment. Both models employ identical architectures with two recurrent layers (50 hidden units each) and are trained using the Adam optimizer with epoch variations (20–100). Evaluation on unseen test data uses MAE, MSE, RMSE, MAPE, and R² metrics. LSTM achieves its lowest MAE of 21.26 at 40 epochs, while BiLSTM attains its best performance at 80 epochs with an MAE of 20.86 and R² of 0.9981. However, extending training to 100 epochs leads to performance degradation in BiLSTM, indicating sensitivity to overtraining. Overall, optimal performance is achieved through balanced training duration rather than increased architectural complexity.
Co-Authors Adi Wibowo Adian Fatchur Rochim Afandi, Mas Aly Agnesia Candra Sulyani Aisyatul Karima Alamsyah, Ahmad Tossin Amin Suharjono Angela Niarapika Nababan Anindya Wirasatriya Chandrayana Giri, Gede Chin, Wei Hong Danny Kurnianto Dewi, Mela Kartika Erika Lety Istikhomah Puspita Sari Erika Lety Istikhomah Puspita Sari* Estananto Fikri Nizar Gustiyana Fikri Nizar Gustiyana Fikri Nizar Gustiyana Fikri Nizar Gustiyana Filbert H. Juwono Gede Candrayana Giri Gilang Hijrian Fahreja Giri, Gede Chandrayana Gustiyana, Fikri Nizar Hedi Krishna Hedi Krishna Hedi Krishna Herryawan Pujiharsono I Gusti Bagus Astawa I Gusti Bagus Astawa Indriyanto, Slamet Kubota, Naoyuki Kurnianingsih Kurnianingsih, Kurnianingsih Kuswanda, Kuswanda Lutfan Lazuardi Maulisa, Oktiana Melinda Melinda Melinda Melinda Muhammad Aulia Baihaqy Muhammad Furqan Muhammad Irhamsyah Muhammad Irwan Yanwari Nabila, Nissa Hasna Nizar Gustiyana, Fikri Nuha, Muhammad Azza Ulin Nurlida Basir Puspita Sari, Erika Lety Istikhomah Rahmat Hardian Putra Rakasiwi, Rizky Khaerul Maulana Ramadhani, Eka Hero Ryan Anugrah Putra Sari, Erika Lety Istikhomah Puspita Silvi Nurandi Sri Kuntadi Sri Kuntadi Yunidar Yunidar Yunidar