Nur Achmey Selgi Harwanti

Multivariate Forecasting of GAU/IDR Gold Prices Using a Hybrid Prophet-LSTM Model Based on Macroeconomic Indicators

Forecasting gold prices in the Indonesian domestic market (GAU/IDR) presents its own unique challenges, as its volatility is simultaneously driven by global gold price fluctuations and the dynamics of the Rupiah exchange rate against the US dollar. This study proposes a multivariate Hybrid Prophet-LSTM model that integ...