Large Language Models (LLMs) have been increasingly used to optimize the analysis and synthesis of legal documents, enabling the automation of tasks such as summarization, classification, and retrieval of legal information. This study aims to conduct a systematic literature review to identify the state of the art in prompt engineering applied to LLMs in the legal context. The results indicate that models such as GPT-4, BERT, Llama 2, and Legal-Pegasus are widely employed in the legal field, and techniques such as Few-shot Learning, Zero-shot Learning, and Chain-of-Thought prompting have proven effective in improving the interpretation of legal texts. However, challenges such as biases in models and hallucinations still hinder their large-scale implementation. It is concluded that, despite the great potential of LLMs for the legal field, there is a need to improve prompt engineering strategies to ensure greater accuracy and reliability in the generated results.

Large Language Models (LLMs) represent a revolutionary advancement in the contemporary landscape of artificial general intelligence (AGI). As exemplified by ChatGPT, LLM-based applications necessitate minimal response latency and maximal throughput for inference serving. However, due to the unpredictability of LLM execution, the first-come-first-serve (FCFS) scheduling policy employed by current LLM serving systems suffers from head-of-line (HoL) blocking issues and long job response times. In this paper, we propose a new efficient LLM inference serving framework, named ALISE. The key design paradigm of ALISE is to leverage a novel speculative scheduler by estimating the execution time for each job and exploiting such prior knowledge to assign appropriate job priority orders, thus minimizing potential queuing delays for heterogeneous workloads. Furthermore, to mitigate the memory overhead of the intermediate key-value (KV) cache, we employ a priority-based adaptive memory management protocol and quantization-based compression techniques. Evaluations demonstrate that in comparison to the state-of-the-art solution vLLM, ALISE improves the throughput of inference serving by up to 1.8x and 2.1x under the same latency constraint on the Alpaca and ShareGPT datasets, respectively.

Although recently several foundation models for satellite remote sensing imagery have been proposed, they fail to address major challenges of real/operational applications. Indeed, embeddings that don't take into account the spectral, spatial and temporal dimensions of the data as well as the irregular or unaligned temporal sampling are of little use for most real world uses.As a consequence, we propose an ALIgned Sits Encoder (ALISE), a novel approach that leverages the spatial, spectral, and temporal dimensions of irregular and unaligned SITS while producing aligned latent representations. Unlike SSL models currently available for SITS, ALISE incorporates a flexible query mechanism to project the SITS into a common and learned temporal projection space. Additionally, thanks to a multi-view framework, we explore integration of instance discrimination along a masked autoencoding task to SITS. The quality of the produced representation is assessed through three downstream tasks: crop segmentation (PASTIS), land cover segmentation (MultiSenGE), and a novel crop change detection dataset. Furthermore, the change detection task is performed without supervision. The results suggest that the use of aligned representations is more effective than previous SSL methods for linear probing segmentation tasks.

Training machine learning models for predicting stock market share prices is an active area of research since the automatization of trading such papers was available in real time. While most of the work in this field of research is done by training Neural networks based on past prices of stock shares, in this work, we use iFeel 2.0 platform to extract 19 sentiment features from posts obtained from microblog platform Twitter that mention the company Petrobras. Then, we used those features to train XBoot models to predict future stock prices for the referred company. Later, we simulated the trading of Petrobras' shares based on the model's outputs and determined the gain of R$88,82 (net) in a 250-day period when compared to a 100 random models' average performance.