Jurnal Masyarakat Informatika
Vol 17, No 1 (2026): May 2026 (Ongoing)

Multivariate LSTM-Based Intraday Gold Price Prediction with Rolling Time Series Validation

Arif, Mohammad (Unknown)
Alzami, Farrikh (Unknown)
Fahmi, Amiq (Unknown)
Udayanti, Erika Devi (Unknown)
Naufal, Muhammad (Unknown)
Winarno, Sri (Unknown)
Malim, Nurul Hashimah Ahmad Hassain (Unknown)
Yosep Teguh Sulistyono, Marcelinus (Unknown)



Article Info

Publish Date
09 Jan 2026

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.

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Journal Info

Abbrev

jmasif

Publisher

Subject

Computer Science & IT

Description

JURNAL MASYARAKAT INFORMATIKA - JMASIF is a Journal published by the Department of Informatics, Universitas Diponegoro invites lecturers, researchers, students (Bachelor, Master, and Doctoral) as well as practitioners in the field of computer science and informatics to contribute to JMASIF in the ...