Today's mobile phones are far from mere communication devices they were just fifteen years ago. Equipped with sophisticated sensors and advanced computing hardware, phones can be used to infer users' location, activity, social setting and more. As devices become increasingly intelligent, their capabilities evolve beyond inferring context to predicting it, and then reasoning and acting upon the predicted context. Information about users’ behaviour can also be gathered by means of wearables and IoT devices as well as by sensors embedded in the fabric of our cities. Inference is not only limited to physical context and activities, but in the recent years mobile phones have been increasingly used to infer users' emotional states. The applications of these techniques are several, from positive behavioural intervention to more natural and effective human-mobile device interaction. In this talk, I will discuss the work of my lab in the area of mobile sensing for modelling and predicting human behaviour for social good. I will also discuss our research directions in the broader area of modelling human behaviour and social systems, outlining the open challenges and opportunities.