I am active in several fields of applied research: Data Science, Decision Analysis, Risk Analysis, Cyber Security Analytics, Life Cycle Cost Analysis, Financial Engineering, Machine Learning, and Business Analytics.  You will find completed and working projects on this page.  Here are my academic profiles:

Google Scholar

Research Gate


Short Articles

Software

  • rmetalog R package: An R implementation of the metalog probability distributions. Primary author.

  • pymetalog Python package: A Python implementation of the metalog probability distributions. Contributing author.

  • MatirxDS Tools: Docker Files for a large suite of data science and machine learning environments. Primary author.

Books

Engineering Economics of Life Cycle Cost Analysis” CRC Press 2018, Dr. John Farr and Isaac Faber, co-authors

Ph.D. Thesis

“Cyber Risk Management: AI-Generated Warnings of Threats,” Stanford University, 2019

Masters Thesis

 “The Informational Content of Options Prices: An Analysis of Options Prices and Their Implications on the Value of the Underlying Asset,” University of Washington, 2011 

Peer Reviewed Journal Articles

Peer Reviewed Conference Publications

  • David Beskow, Isaac Faber "A Dynamic Framework to Estimate the Cost of Security for U.S. Army Installations.”, Proceedings of the Industrial and Systems Engineering Research Conference 2014, Montreal, Canada June 1-3, 2014

  • Isaac Faber, Andrea Bagley*, and James Sambor* “Determining The Saturation Point of Energy Savings Performance Contracts in the U.S. Army”, Proceedings of the Industrial and Systems Engineering Research Conference 2014, Montreal, Canada June 1-3, 2014

  • Brendan Buckley*, Isaac Faber, “An Analysis of Higher Moments of Stock Option Implied Distributions”, Proceedings of the American Society of Engineering Management Conference, St. Cloud Minnesota, October 2-3, 2013

  • Wayne Pak*, Isaac Faber, “Do Predictions Markets Work? Or Are They Biased?”, Proceedings of the American Society of Engineering Management Conference, St. Cloud Minnesota, October 2-3, 2013

  • Lane, William*, Pak, Wayne*, Prakel, Mary*, Rocha, Cheyne*, Faber, Isaac, and Farr, John V., “The Role of Micro Energy Grids and Consumer Preferences on Power Reliability, Quality, and Environmental Considerations,” The Infrastructure Security Partnership, 2013 Critical Infrastructure Symposium, West Point, NY, 15 April 2013

  • Maxwell McDonnell*, Isaac Faber, Nicholas Normandin*, and Ryder Cleary* “Comparison of Historical and Forward Looking Market Data in Constructing Efficient Portfolios”, Proceedings of the Industrial and Systems Engineering Research Conference 2012

  • Nicholas Normandin*, Isaac Faber, Maxwell McDonnell*, and Ryder Cleary* “An Exploration of A Market Derived Risk Measure: Implied Distributions and Their Usefulness in Constructing Efficient Portfolios”, Proceedings of the Industrial and Systems Engineering Research Conference 2012

  • Isaac Faber, Ryder Cleary* “Analysis of the Momentum of Skewness in Stock Options Prices”, 33th Annual American Society of Engineering Management Conference, Virginia Beach, Virginia, October 17-20, 2012

  • Isaac Faber, Jacob Person* “Deciding on Livestock Feed for Optimal Revenue: Using Monte Carlo Optimization to Improve Selection”, 33th Annual American Society of Engineering Management Conference, Virginia Beach, Virginia, October 17-20, 2012

  • Isaac Faber, Zhaojun Li, Roberto F. Lu, Christina M. Mastrangelo “A Framework for System-Level manufacturability Assessment”, Proceedings of the Industrial and Systems Engineering Research Conference 2011

Working Papers

  • Isaac J. Faber, “Comparing Historical and Implied Volatility Estimates in Efficient Portfolios”

  • Isaac J. Faber and Maxwell H Flanagan, “War Profiteering Comparing Military-Industry Stock Portfolio Returns versus Market Returns during the Iraq and Afgan Wars”

  • Isaac J. Faber and Nicholas P George, “An Exploration of Using the Empirical Implied Distribution to Predict the Distribution of Future Returns”

  • Isaac J. Faber and Wesley J Matthews, “Cashing in on the Holidays Searching for the Holiday Effect Among Some of Americas Top Retail Companies”

  • Isaac J. Faber, Max Gordon, Nick George, Colin Fisk, Lance Parker, and Braden Schoenlein, “Leveraging Microfinance: A Tool to Aid Ground Commanders in Distributing Economic Development Funds”

  • Isaac J. Faber, Zachary Cahalan, “Evaluating the Military Retirement System An Adaptive Choice-Based Conjoint Analysis Approach”

  • Isaac J. Faber and Robert Harrison, “A Quaint Tool: Quantitative Uniform Analysis of Instructor Talent”

  • Isaac J. Faber and Kelsey Eargle, “An Improved Composite Estimate for Realized Volatility”

PROFESSIONAL SOCIETIES

Institute of Industrial Engineers,

  • President for the Engineering Economy division, 2014

  • Program Chair for the Engineering Economy division, 2014

  • Communication coordinator for Engineering Economy division, 2013

  • Webinar coordinator and presenter

  • Active member of Engineering Economy division

American Society of Engineering Management,

  • United States Military Academy student chapter faculty advisor (2011-2013)

  • Active conference participant since 2011

  • Advisor to student competition national champions, 2012-2011

Military Operations Research Society,

  • Education Colloquium student presentation track chair (2012)

  • National conference plenary session planning chair (2013)

International Association of Financial Engineers:

  • Participation in Quantitative Finance Summit 2013