In this study we analyzed the relation between the dynamics of market prices and market participants' prediction formula using an artificial market model. As a result, we found that (a) complexity of markets was not fixed, but changed with complexity of agents, and that (b) when agents increased the complexity of their prediction methods, structure of dynamic patterns of market price didn't disappear, but it can't be described by equation of any dimensions. Moreover, we found that the convergence of agents' forecast formula prevented the rate divergence.
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