If you can manage to change the nucleus of any element, say lead (Pb) which has an atomic number of 82 to have only 79 protons instead of 82 protons, voila, you have artificially created gold.
So what do you need?
One of these
The Large Hadron Collider or any other particle accelerator.
In fact, scientists at CERN produced 89000 atoms of Gold ( Au) by knocking three protons out of the Lead nuclei . But 89000 atoms is very negligible amount of Gold.
If you don’t have access to the LHC, you can use a Cyclotron.
Good luck making Gold this way though because $5000/Oz will look like a steal compared to how much it costs to produce Gold using particle accelerators.
But theoretically, you can produce gold from another element by altering its nucleus to have only 79 protons.