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Sander Paekivi

Publications and source records attributed to Sander Paekivi.

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Modeling Engagement with Brand and Organizational TikTok Videos Using Machine-Assisted Theory-Ensemble Annotation

Short-form video is difficult to study at scale because meaning emerges through audiovisual elements, language, and participatory, algorithmic and trend-based platform dynamics. Manual annotation of these layers is laborious at scale and difficult to standardize. We demonstrate how multimodal large language models (LLMs) can help address this bottleneck by annotating a set of 77 theory-driven structural variables derived from narratology, rhetoric, communication, and semiotics. We use this to explore content and estimate engagement with modest but consistent gains over account-size and video-age baselines in a corpus of about 10,000 TikTok videos of brand and organizational accounts from Estonia (covering a substantial share of the small country ecosystem). Human validation shows a reliability gradient: perceptual and communicative variables can be coded fairly reliably, while deeper semiotic and archetypal constructs are more difficult for both humans and machines. This approach of computational operationalization of long-standing interpretive theories can support several aims: exploratory cultural analytics of variation in short-form video culture, predictive modeling of platform dynamics, engagement, and audience feedback; and diagnostics for content creators to support choosing between structural and narrative strategies. Most annotated variables were not associated with platform success, as expected; the value of LLMs in this setting lies in making it feasible to assess large batteries of theoretically motivated variables, so that the subset carrying signal can be identified and translated into creator-facing guidance for a given niche.

cs.SI

Collective behavior of stock prices in the time of crisis as a response to the external stimulus

We analyze the interaction between stock prices of big companies in the USA and Germany using Granger Causality. We claim that the increase in pair-wise Granger causality interaction between prices in the times of crisis is the consequence of simultaneous response of the markets to the outside events or external stimulus that is considered as a common driver to all the stocks, not a result of real causal predictability between the prices themselves. An alternative approach through recurrence analysis in single stock price series supports this claim. The observed patterns in the price of stocks are modelled by adding a multiplicative exogenous term as the representative for external factors to the geometric Brownian motion model for stock prices. Altogether, we can detect and model the effects of the Great Recession as a consequence of the mortgage crisis in 2007/2008 as well as the impacts of the Covid out-break in early 2020

q-fin.ST