MSc. Thesis: Deep Real Options

This project was my master’s thesis where I talk about Real Options on Green Energy using Deep Learning Methods. I grew fond of Monte Carlo methods and got a more solid grasp on neural networks with this project. The motivation was clear. During a time where regulators and stakeholders demand clarity on energy projects, the natural solution is to develop methods to accommodate for uncertainty in the future and not rely on basic models of estimated cash-flows. This work is a result of a desire to aid with transitioning into a safer environmentally friendly future.