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Waterfall---Viterbi-optimization

This code aims to optimize waterfall auction strategy.

The code is based on Viterbi path (Viterbi, 1967; Rabiner, 1989)

Required packages: os, math, logging, pickle, pprint, copy, numpy, pandas, scipy

The repository is organized as follows:

classes - all the necessary classes

data - the synthetic datasets and their generator

models - the Viterbi algorithm

output - the relevant results

findAllWaterfalls.py generates all possible watterfall for MatrixM.csv with 1<=r<=9 (waterfall length)

*Quick start*: run main.py

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