Yes, in 1927, the Japanese physicist Hantaro Nagaoka succeeded in making gold by bombarding mercury with neutrons. Unfortunately the gold he made was dangerously radioactive.

It is possible to make stable gold, but only at great expense.

Gold is element 79 in the periodic table. This means that the nucleus of the gold atom contains 79 protons. Various isotopes are known, but only the one containing 118 neutrons is stable. This is known as Gold 197 (79 + 118 = 197). All the others with varying numbers of neutrons are radioactive.

Mercury has 80 protons in its nucleus. It has seven stable isotopes containing 116, 118, 119, 120, 121, 122 and 124 neutrons. The one containing 116 neutrons is known as Mercury 196 (80 + 116 = 196).

If Mercury 196 is bombarded with neutrons - by placing it next to a nuclear reactor for example, sometimes the nucleus absorbs an extra neutron - making Mercury 197, containing 80 protons and 117 neutrons.

Mercury 197 is unstable. From time to time, and entirely spontaneously, one of its protons will undergo epsilon decay - absorbing an electron and producing a neutron and a neutrino. The neutrino flies off, leaving the nucleus with 79 protons and 118 neutrons - Gold 197. Mercury 197 has a half life of 64 hours - meaning every 64 hours half of the Mercury 197 has converted to Gold 197, and after another 64 hours half of the remaining Mercury has converted.

The problems are that Mercury 196 is quite rare - only 0.15% of naturally occuring Mercury is Mercury 196. Irradiating it with neutrons produces other products besides Mercury 197 and separating the Mercury 197, or the Gold 197 is difficult.

All in all it is not an economic way to make gold.

In a similar way, it is also possible to make gold by irradiating element 78 - platinum - but for similar reasons that route is uneconomic also.