Forecasting Public Sentiments via Mean Field Games
Abstract
Abstract. Motivated by the goal of forecasting public sentiments, we consider a forecasting problem in the context of the mean field games theory. We develop a numerical method, which is a version of the so-called convexification method. We provide theoretical convergence analysis that establishes global convergence of the method with a convergence rate. We also conduct numerical experiments that demonstrate the accurate performance of the convexification technique and highlight some promising features of this approach.
Fields of Study & Subjects
Opinion Dynamics and Social Influence
Forecasting Techniques and Applications
Stock Market Forecasting Methods
Publication details
- Journal / source
- SIAM Journal on Applied Mathematics
- Volume
- 86
- Issue
- 3
- Pages
- 814–838
- Publication date
- 5 May 2026
- Language
- EN