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Markets as Artifacts: Aggregate Efficiency from Zero-Intelligence Traders

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Author Info
Shyam Sunder () (Yale University, School of Management)

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Abstract

Three phenomena-the disparity between the assumed and observed attributes of economic man, the link between nature and artifacts, and the use of computers as a source of knowledge--fascinated Herbert A. Simon. He built a new paradigm for each field—bounded rationality to deal with the disparity, the science of the artificial as its link to nature, and artificial intelligence for creation of knowledge. In this paper we show that the sciences of the artificial and computer intelligence also hold a key to an understanding of the disparity between individual behavior and market outcomes. When seen as human artifacts, a science of markets need not be built from the science of individual behavior. We outline how, in the nineties, computer simulations enabled us to discover that allocative efficiency-a key characteristic of market outcomes—is largely independent of variations in individual behavior under classical conditions. The Sciences of the Artificial suggests such independence and points to its benefits.

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Publisher Info
Paper provided by Yale School of Management in its series Yale School of Management Working Papers with number ysm284.

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Date of creation: 13 May 2002
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Handle: RePEc:ysm:somwrk:ysm284

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Web page: http://mba.yale.edu/
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Related research
Keywords: Efficiency of Markets; Zero Intelligence; Decision Making; Bounded Rationality; Minimal Rationality Economics;

Find related papers by JEL classification:
B25 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Historical; Institutional; Evolutionary; Austrian
C9 - Mathematical and Quantitative Methods - - Design of Experiments
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
A12 - General Economics and Teaching - - General Economics - - - Relation of Economics to Other Disciplines

Cited by:
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  1. Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers 134, Department of Applied Mathematics, University of Venice. [Downloadable!]
  2. Sheri M. Markose, 2004. "Computability and Evolutionary Complexity: Markets As Complex Adaptive Systems (CAS)," Economics Discussion Papers 574, University of Essex, Department of Economics. [Downloadable!]
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