Jurnal Sisfokom (Sistem Informasi dan Komputer)
Vol. 14 No. 2 (2025): MEY

Optimizing Gated Recurrent Unit (GRU) for Gold Price Prediction: Hyperparameter Tuning and Model Evaluation on Historical XAU/USD Data

Faqih, Abdul (Unknown)
Vikri, Muhammad Jauhar (Unknown)
Sa’ida, Ita Aristia (Unknown)



Article Info

Publish Date
26 May 2025

Abstract

This study investigates the use of a Gated Recurrent Unit (GRU) model with a four-layer architecture for daily gold price closing prediction, motivated by the model's ability to effectively capture temporal dependencies in time series data. Gold price forecasting is highly challenging due to its volatility and external factors, making it an important area of research for investors and financial analysts. By systematically optimizing hyperparameters through 72 combinations of epochs, batch size, GRU layer units, and dropout rates, the study identifies the optimal configuration (100 epochs, batch size of 16, 256 units, dropout rate 0.1) based on MSE performance on validation data. The best model achieved MAE of 25.76, MSE of 954.97, and RMSE of 30.90, after inverse transformation on test data. These results highlight the potential of the GRU model in accurately forecasting gold prices, with implications for financial decision-making . However, the prediction error suggests that further improvements could be made by incorporating external factors or exploring advanced model architectures.

Copyrights © 2025






Journal Info

Abbrev

sisfokom

Publisher

Subject

Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management

Description

Jurnal Sisfokom merupakan singkatan dari Jurnal Sistem Informasi dan Komputer. Jurnal ini merupakan kolaborasi antara sivitas akademika STMIK Atma Luhur dengan perguruan tinggi maupun universitas di Indonesia. Jurnal ini berisi artikel ilmiah dari peneliti, akademisi, serta para pemerhati TI. Jurnal ...