Ruiz-Cruz, Riemann2019-06-112019-06-112018Ruiz-Cruz, Riemann (2018). Portfolio modeling for an algorithmic trading based on control theory, IFAC-PapersOnLine, 51(13): 390-395. https://doi.org/10.1016/j.ifacol.2018.07.310.2405-8963http://hdl.handle.net/11117/5885In the present paper, a mathematical model for a portfolio is proposed. This model is valid for operations of buying and selling shares of an asset in constant periods of time, additionally, it has a states space form which can be used to design a control law using control theory. The control law designed can be interpreted as a trading signal to reach a portfolio value desired. The mathematical model and control law proposed are validated by means simulations using real daily prices of Mexican stock exchange.engControl of NonlinearTrading AlgorithmPortfolio Modelinginfo:eu-repo/semantics/article