Markets and Economic Agents

Market economics can be applied to solving many problems in computer science, especially regarding resource allocation. E.g. A Multi-Agent System for Controlling Building Environments

An allocation is Pareto Efficient if no one can be made better off without making someone worse off.

The utility or margin in a trade is the difference between the price paid and the price the buyer/seller was willing to pay.

Supply and demand curves change constantly in a Continuous Double Auction as trades are made and traders leave the market.

Vernon Smith pioneered experimental economics.

Metrics for markets

Smith’s Alpha

Root mean square deviation of transaction prices around the theoretical equilibrium price, as a percentage (lower is better).

Allocative Efficiency

Total utility earned by all traders, divided by the theoretical maximum possible utility (surplus), expressed as a percentage. Measures how effective the market is at extracting gains. Can never be over 100%

Single Agent Efficiency

Profit earned by an agent, divided by its expected profit if all trades took place at equilibrium price. Measures how well an individual agent performs. Can be over 100%.


Gode and Sunder found that most of the intelligence is in the market itself, and not the traders.