Fig 7. The simulation results of the agent-based model.
(a) The probability difference ΔP(t) computed with the simulated returns at the time windows T 1 = 3 and T 2 = 150. The parameter c is 1/80. The black line represents ΔP(t) averaged over 100 samples with error bars and the other lines stand for ΔP(t) averaged over 75, 50 and 25 randomly chosen samples. ΔP(t) for different values of c are displayed in the inset, with T 1 = 3 and T 2 = 150. (b) The amplitude AP 0 of ΔP(t) at different time windows T 1 and T 2. Each ΔP(t) is averaged over 100 samples. The larger AP 0 is, the more significantly ΔP(t) differs from zero. For ΔP(t) fluctuating around zero, AP 0 = 0.