We simulate financial time series using weighted agent-based model. In our model weight is used for two ways. One is the influence of the information to other agents and the other is the amount of wealth. In both case the distribution of agents` weight is important to determine properties of financial market.
In our model weight is evolving as iterating this system. We observe the change of the distribution of agents` weight and find that the distribution of agents` weight is evolving to the power-law distribution to any initial conditions.
