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Caissa is the Muse of chess. However, neither Ancient Greeks nor Romans knew chess in its current form, so we suggest that Caissa was invented later. Caissa was manufactured in order to explain with a myth the way in which chess was created, which is considered as the Art of Thought and of Reasonable Science.
Marco Girolamo Vida (1490-1566), an Italian poet, was the first who tried to create the new deity. In his manuscript "Scaccia ludus", which was written in Latin in 1525 and was published in 1527, he describes the rules of chess. He attributes the tradition of the game to the nymph Scacchis, but this name was not widely accepted.
"Caissa" was the title of a poem that was written in 1763 by the British sir William Jones (1746-94) and was published in his book "Poems" in 1772. Some researchers assume that Jones was inspired by Vida, others however believe that his idea was completely independent. Sir William Jones was a researcher of the ancient Indic literature, therefore, he possibly came in contact with chess and its fables when he was searching for ancient Sanskrit texts. His poem describes the pawns and the way they move and finally, he gives his own explanation for the origin of chess: 
Was not manufactured by mortal hand this amazing game,
But was invented by the gods and through them reached us.

An adorable Dryad was wandering in the wild regions of Thrace, with an enchanting look and a sweet face,
Her beauty was famous beyond hills and plains,
And the name of this young girl was Caissa.
…. "
Mars saw her by chance, admired her beauty, and fell in love with her. However, she ignored his erotic calls, so Mars sat in the place where he met her for first time and began muttering at his bad luck. A Naiad heard his erotic grieves and advised him:
"Can you manufacture an amusement or a soothing game,
 to become likeable in her eyes?"
Mars said that only a true art would touch the heartless girl,
So he accepts the advice and manufactures chess.
Then, Mars approaches the Dryad and presents her with chess. Caissa is impressed and accepts to become his mistress, so Mars decides to dedicate her his new art:

He taught the rules that define the game of thought,
And called it Caissa by the Dryad,
from where Albion’s sons, who know its value,
approved the game of thought and named it Chess. "
In this way, Caissa became the tenth Muse in the modern Pantheon of the protectors of each Art.

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