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:
Short Articles
“5 Lines of Code to Convince You to Learn R,” Medium February 18 2019
“Mass Shootings and Terrorism: Our obsession with small probabilities and rare events,” Medium January 22 2019
“Why you should care about the Nate Silver vs. Nassim Taleb Twitter War”, Medium December 16 2018
“Animating data visualizations like a Boss using R”, Medium December 16 2018
“Five books every data scientist should read that are not about data science”, Medium August 22 2018
“Sold My Truck and Bought a Prius; This is How Much Money I Saved in 105 Days”, August 30, 2015
“The Tragedy of Children Dying from Heatstroke in Vehicles”, July 21, 2015
“This Is Why the South Does Not Want to Give Up Its Battle Flag”, June 29, 2015
“We Are Performing Too Many C-Sections”, June 7, 2015
“Baltimore Riots: A Near Miss At My Buddies Condo and a Few Other Observations”, May 4, 2015
“Who Kills Police and Who Police Kill, “Apr 27, 2015
“Giving Up Showers, Green Lawns and Swimming Pools is a Terrible Way to Save Water”, Apr 14, 2015
“War Profiteering: You Should Have Bought Defense Stocks When The War Started”, Apr 7, 2015
“Three Reasons Not To Go To Florida: Lightning, Sharks and Gators”, Ma r23, 2015
“Divorce Stats Are Almost Always Wrong”, Mar 15, 2015
“Autism, The Leading Cause of the Increase: Political Correctness”, Feb 24, 2015
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