<![CDATA[The rapid growth of cryptocurrencies, particularly Bitcoin, has drawn significant attention from investors and researchers due to its extreme price volatility. However, predicting the price of Bitcoin against the Indonesian Rupiah (BTC/IDR) remains a major challenge, especially in emerging markets such as Indonesia. This study aims to conduct an empirical comparison among three deep learning models Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), and one-dimensional Convolutional Neural Network (CNN-1D) in forecasting Bitcoin prices based on historical data obtained from the Indodax platform for the period 2018–2025. The dataset consists of five main variables: opening price, highest price, lowest price, closing price, and trading volume. Prior to model training, preprocessing steps were conducted, including handling missing values using the forward fill method, normalization with MinMaxScaler, and constructing time series data with a 60-day look-back window. The models were trained using an 80% training and 20% testing data split, the Adam optimizer, Mean Squared Error (MSE) as the loss function, for 50 epochs with a batch size of 32. Evaluation was performed using five quantitative metrics: MSE, RMSE, MAE, MAPE, and R², along with validation techniques to prevent data leakage. The results indicate that the GRU model achieved the best performance, with a MAPE of 1.77% and an R² of 0.9916, outperforming LSTM (MAPE 3.90%) and CNN-1D (MAPE 6.17%). These findings suggest that GRU is computationally more efficient and better adapted to nonlinear temporal dependencies in highly volatile markets. This research contributes to the academic discourse on the application of deep learning for digital asset price forecasting and provides practical implications for investors and developers of financial predictive systems in Indonesia. Future studies are expected to explore hybrid models or multi-step forecasting approaches to enhance real-time predictive performance.]]>
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