Hello, my name is Ko Sunghun, and I am a researcher at Matroos Labs and an undergraduate student at KAIST, majoring in mathematics with a minor in economics. My main research interest is the mathematical modeling of large-scale interacting systems. In particular, I focus on questions arising in multi-agent economic environments and multi-particle physical systems, such as how microscopic interactions between individual components (for instance, strategic agents in Decentralized Finance (DeFi) or colliding particles in kinetic theory) lead to macroscopic behaviors (for example, what the resulting equilibrium looks like, how stable it is, and related properties).
Economics
Maximal extractable value (MEV) related problems and their analogues in TradFi:
Transaction fee mechanisms & Priority rules in exchanges
Order flow auctions & Payment for order flow
Automated market makers (AMMs) and market microstructure around them, & Optimal execution and market impacts
Strategic voting
... and other miscellaneous topics
Mathematics
Dynamical Billiards
Kinetic theory of gases and related PDEs
... and other problems motivated by physical phenomena