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I've heard of a number set on that's the smallest set after complex numbers, according to http://www.askamathematician.com/2012/09/q-is-there-a-number-set-that-is-above-complex-numbers/ (The Physicist) called quaternions.

A comment on that article says that there is another set called dual numbers, that's used to rendering fractals in graphics and even have equivalent quaternions, as stated by blackhole0173.

I wonder if there are more number sets to discover!

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The problem with your question is that nobody knows what a "number set" is. The way I interpret it, each positive integer $n$ creates a "number set" of modular arithmetic mod $n$, and there are infinitely many, so yes.

If you were just thinking of fields/division rings, then there's always infinite towers of fields, e.g. infinitely many subfields of the algebraic closure of the field of two elements.

I would encourage you to do a little bit of reading here about what concepts are used in mathematics that are colloquially referred to as "numbers", so that you become more familiar with the issue.

rschwieb
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