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All Journal Jurnal Masyarakat Informatika Sistemasi: Jurnal Sistem Informasi Sinkron : Jurnal dan Penelitian Teknik Informatika JURNAL MEDIA INFORMATIKA BUDIDARMA JOURNAL OF APPLIED INFORMATICS AND COMPUTING MATRIK : Jurnal Manajemen, Teknik Informatika, dan Rekayasa Komputer JURIKOM (Jurnal Riset Komputer) EDUMATIC: Jurnal Pendidikan Informatika Building of Informatics, Technology and Science Jutisi: Jurnal Ilmiah Teknik Informatika dan Sistem Informasi INTERACTION: Jurnal Pendidikan Bahasa Jurnal Teknologi Informasi dan Terapan (J-TIT) Abdimasku : Jurnal Pengabdian Masyarakat Jurnal Layanan Masyarakat (Journal of Public Service) Jurnal FASILKOM (teknologi inFormASi dan ILmu KOMputer) Advance Sustainable Science, Engineering and Technology (ASSET) Jurnal Mahasiswa Ilmu Komputer JAMU : Jurnal Abdi Masyarakat UMUS SmartComp Seminar Nasional Teknologi dan Multidisiplin Ilmu Jurnal Informatika: Jurnal Pengembangan IT Masyarakat Berkarya: Jurnal Pengabdian dan Perubahan Sosial JuTISI (Jurnal Teknik Informatika dan Sistem Informasi) Jati Emas (Jurnal Aplikasi Teknik dan Pengabdian Masyarakat)
Muhammad Naufal
Dian Nuswantoro University, Semarang
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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 Achmad Achmad Akrom, Muhamad Febrian Al Fahreza, Muhammad Daffa Al zami, Farrikh Al-Azies, Harun Alzami, Farrikh Amanda Cahyadewi, Felicia Amron, Azmi Jalaluddin Andrean, Muhammad Niko Anggi Pramunendar, Ricardus Anggita, Ivan Maulana Ardytha Luthfiarta ARIYANTO, MUHAMMAD Arofi, Muhammad Labib Zaenal Ashari, Ayu Ayu Pertiwi Azizi, Husin Fadhil Brilianto, Rivaldo Mersis Dairoh Dairoh Danar Cahyo Prakoso Dega Surono Wibowo Denta Saputra, Fahrizal Dewi Agustini Santoso Dwi Puji Prabowo, Dwi Puji Eko Purnomo Bayu Aji Erika Devi Udayanti Erwin Yudi Hidayat Fadlullah, Rizal Fahmi Amiq Firmansyah, Gustian Angga Go, Agnestia Agustine Djoenaidi Guruh Fajar Shidik Hadi, Heru Pramono Handayani, Ni Made Kirei Kharisma Harisa, Ardiawan Bagus Hartono, Andhika Rhaifahrizal Harun Al Azies Harun Al Azies Heni Indrayani Hepatika Zidny Ilmadina Hidayat, Novianto Nur Ifan Rizqa Indra Gamayanto Indrawan, Michael Iswahyudi ISWAHYUDI ISWAHYUDI Kharisma, Ni Made Kirei Khoirunnisa, Emila Kurniawan Aji Saputra Kurniawan, Defri Kurniawan, Ibnu Richo Kusumawati, Yupie Liya Umaroh Liya Umaroh Liya Umaroh, Liya Malim, Nurul Hashimah Ahmad Hassain Maulana, Isa Iant Megantara, Rama Aria Moch Anjas Aprihartha Mohammad Arif Mukaromah Mukaromah MUKAROMAH MUKAROMAH Muslih Muslih Nazella, Desvita Dian Ningrum, Novita Kurnia Noor Ageng Setiyanto, Noor Ageng Novianto Nur Hidayat Nugraini, Siti Hadiati Paramita, Cinantya Pergiwati, Dewi Prabowo, Wahyu Aji Eko Puspita, Rahayuning Febriyanti Putra, Permana Langgeng Wicaksono Ellwid Rafi Jonathan Siger Rafid, Muhammad Ramadhan Rakhmat Sani Riadi, Muhammad Fatah Abiyyu Ricardus Anggi Pramunendar Richo Kurniawan, Ibnu Ruri Suko Basuki Safitri, Aprilyani Nur Sofiani, Hilda Ayu Sri Winarno Sudibyo, Usman Suharnawi Suharnawi Trisnapradika, Gustina Alfa Umar Fakhrizal, Irsyad Very Kurnia Bakti, Very Kurnia Widyatmoko Karis Yosep Teguh Sulistyono, Marcelinus Zahro, Azzula Cerliana Zami, Farrikh Al