  This paper considers the ideal gas-like model of trading markets, where each
individual is identified as a gas molecule that interacts with others trading
in elastic or money-conservative collisions. Traditionally this model
introduces different rules of random selection and exchange between pair
agents. Real economic transactions are complex but obviously non-random.
Consequently, unlike this traditional model, this work implements chaotic
elements in the evolution of an economic system. In particular, we use a
chaotic signal that breaks the natural pairing symmetry
$(i,j)\Leftrightarrow(j,i)$ of a random gas-like model. As a result of that, it
is found that a chaotic market like this can reproduce the referenced wealth
distributions observed in real economies (the Gamma, Exponential and Pareto
distributions).
