ABSTRACT
So far, all the types and rules of financial agents are given at the beginning of the design, and what financial agents can do is to choose among these different types and rules based on their past experiences. The H -type design has characterized a major class of agent-based financial markets. However, this way of doing things also severely restricts the degree of autonomy available for financial agents. First, they can only choose how to behave based on what has been offered; secondly, as a consequence, there will be no new rules available unless they are added from outside by the designers. If we want our artificial financial agents to behave more like real financial agents, then we will certainly expect that they learn and discover on their own. Therefore, as time goes by, new rules which have never been used before and have not been supplied by the designer may be discovered by these artificial agents inside the artificial world.
