A chaotic gas-like model for trading markets

This paper considers the ideal gas-like model for trading markets, where each individual interacts with others trading in money-conservative collisions. Traditionally this model introduces different rules of random selection and exchange between pairs of agents, what leads to different money distributions in the community. Real economic transactions are complex but obviously non-random. Therefore, unlike the traditional model, this work introduces chaotic elements in the evolution of the economic system. As a result, it is found that the chaotic gas-like model can reproduce the referenced wealth distributions observed in real economies, i.e. the Gamma, Exponential and Pareto distributions.