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arXiv · 2506.08465

Forecasting Public Sentiments via Mean Field Games

Michael V. Klibanov·Kevin McGoff·Trung Truong
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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.

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Michael V. Klibanov, Kevin McGoff, Trung Truong. 2025-10-29. Forecasting Public Sentiments via Mean Field Games. https://arxiv.org/abs/2506.08465

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