I am active in several fields of applied research: Decision Analysis, Cyber Security Analytics, Cost Analysis, Consumer Energy Use Behavior, Financial Engineering and Business Analytics.  You will find completed and working projects on this page.  Here are my academic profiles:

Google Scholar

Research Gate


SELF PUBLISHED (BLOG)

BOOKS AND BOOK CHAPTERS

Dr. John Farr and Isaac Faber, co-editors for open source Engineering Economy textbook project “Financial Aspects of Engineering” publication TBD: Author of the following:

  • Financial Aspects of Engineering: Chapter 1, “What Engineers Do”
  • Financial Aspects of Engineering: Chapter 5, "Basic Cost Estimation
  • Financial Aspects of Engineering: Chapter 6, “Advanced Estimation Techniques”
  • Financial Aspects of Engineering: Chapter 7, “Cost Risk Management”

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

TECHNICAL PROFESSIONAL PRESENTATIONS

  • A Framework for System-Level manufacturability Assessment, Industrial and Systems Engineering Research Conference 2011, Reno Nevada
  •  Informational Content of Options Prices: Gaining Information for the Decision Maker from Derivative Markets, 32th Annual American Society of Engineering Management Conference,  Session Chair for Engineering Economics, Texas Tech University Lubbock, Texas, 2011
  •  Price Based Energy Network Architecture, Advance Micro Grid: Concepts and Technology Workshop, Washington D.C. 2012
  •  Deciding on Livestock Feed for Optimal Revenue: Using Monte Carlo Optimization to Improve Selection 33th Annual American Society of Engineering Management Conference, Virginia Beach, , October 17-20, 2012
  •  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
  •  Risk in Economic Choices I (Risk Identification), Institute of Industrial Engineers Webinar Session, 13 November 2012
  •  Risk in Economic Choices II (Risk Assessment), Institute of Industrial Engineers Webinar Session, 28 February 2013
  •  Improving Purchase Quantities of Commodities Using a Derivative Price Prediction Model, Industrial and Systems Engineering Research Conference 2013, San Juan, Puerto Rico
  •  Risk in Economic Choices III (Risk Mitigation), Institute of Industrial Engineers Webinar Session, 27 June 2013

WHITE PAPERS

  • Marc Wood, Isaac Faber “Feasibility of a Lump Sum Military Retirement Alternative,”  Report for the ORCEN 12 December 2011
  •   John Farr, Isaac Faber “Energy Related Research Project to Support ASAILE and ACSIM,” Report for the ACSIM 1 May 2012
  •  Isaac Faber “Real Options in Systems Architecture,” Report for the deputy department head of Systems Engineering November 2012

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”

TECHNICAL REPORTS

  •  Isaac Faber, William Lane, Wayne Pak, Mary Prakel, Cheyne Rocha, and John V. Farr “Micro Energy Markets: Consumer Driven Price Based Routing Strategies”, Report for ACSIM May 2013
  •  Isaac Faber “II PEG Requirements Determination Process: Installation Services Decision Framework, Proof ofConcept”, Report for RDR-ACSIM October 2013

FUNDED RESEARCH PROJECTS

  • Analysis of Manufacturability of Engineering Design
    • Client: The Boeing Company
  • Analysis of Army’s installation services costing requirements:
    • Client: Requirements Division, Assistant Chief of Staff for Installation Management
  • Basic research in new methods for energy preferences and uses:
    • Client: Army G4 and DOIM, Assistant Chief of Staff for Installation Management
  • Analysis of Microfinance Data
    • Client: Data Tactics Corporation
  • Homeowner Insurance Analytics
    • Client: Cornwall Underwriters

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