Using neural network for forecasting TXO price under different volatility models

Graduate Institute of Finance, Economics, and Business Decision, National Kaohsiung University of Applied Sciences, No. 415, Jiangong Rd., Sanmin District, Kaohsiung City 80778, Taiwan Department of Finance, National Yunlin University of Science & Technology, No. 123, University Rd., Section 3, Douliou City 64002, Taiwan Department of Banking and Finance, National Chiayi University, No. 580, Sinmin Rd., Chiayi City 60054, Taiwan Graduate Institute of Finance, National Pingtung University of Science and Technology, No. 1, Hseuhfu Rd., Neipu, Pingtung 91201, Taiwan