MODEL_ID="text-bison"
PROJECT_ID=$DEVSHELL_PROJECT_ID
curl \
-X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json" \
https://us-central1-aiplatform.googleapis.com/v1/projects/${PROJECT_ID}/locations/us-central1/publishers/google/models/${MODEL_ID}:predict -d \
$'{
"instances": [
{ "prompt": "Provide a summary with about two sentences for the following article:
The efficient-market hypothesis (EMH) is a hypothesis in financial \
economics that states that asset prices reflect all available \
information. A direct implication is that it is impossible to \
\\"beat the market\\" consistently on a risk-adjusted basis since market \
prices should only react to new information. Because the EMH is \
formulated in terms of risk adjustment, it only makes testable \
predictions when coupled with a particular model of risk. As a \
result, research in financial economics since at least the 1990s has \
focused on market anomalies, that is, deviations from specific \
models of risk. The idea that financial market returns are difficult \
to predict goes back to Bachelier, Mandelbrot, and Samuelson, but \
is closely associated with Eugene Fama, in part due to his \
influential 1970 review of the theoretical and empirical research. \
The EMH provides the basic logic for modern risk-based theories of \
asset prices, and frameworks such as consumption-based asset pricing \
and intermediary asset pricing can be thought of as the combination \
of a model of risk with the EMH. Many decades of empirical research \
on return predictability has found mixed evidence. Research in the \
1950s and 1960s often found a lack of predictability (e.g. Ball and \
Brown 1968; Fama, Fisher, Jensen, and Roll 1969), yet the \
1980s-2000s saw an explosion of discovered return predictors (e.g. \
Rosenberg, Reid, and Lanstein 1985; Campbell and Shiller 1988; \
Jegadeesh and Titman 1993). Since the 2010s, studies have often \
found that return predictability has become more elusive, as \
predictability fails to work out-of-sample (Goyal and Welch 2008), \
or has been weakened by advances in trading technology and investor \
learning (Chordia, Subrahmanyam, and Tong 2014; McLean and Pontiff \
2016; Martineau 2021).
Summary:
"}
],
"parameters": {
"temperature": 0.2,
"maxOutputTokens": 256,
"topK": 40,
"topP": 0.95
}
}'
MODEL_ID="text-bison"
PROJECT_ID=$DEVSHELL_PROJECT_ID
curl \
-X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json" \
https://us-central1-aiplatform.googleapis.com/v1/projects/${PROJECT_ID}/locations/us-central1/publishers/google/models/${MODEL_ID}:predict -d \
$'{
"instances": [
{ "prompt": "Give me ten interview questions for the role of program manager."}
],
"parameters": {
"temperature": 0.2,
"maxOutputTokens": 1024,
"topK": 40,
"topP": 0.8
}
}'
MODEL_ID="text-bison"
PROJECT_ID=$DEVSHELL_PROJECT_ID
curl \
-X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json" \
https://us-central1-aiplatform.googleapis.com/v1/projects/${PROJECT_ID}/locations/us-central1/publishers/google/models/${MODEL_ID}:predict -d \
$'{
"instances": [
{ "prompt": "Provide a summary with about two sentences for the following article:
The efficient-market hypothesis (EMH) is a hypothesis in financial \
economics that states that asset prices reflect all available \
information. A direct implication is that it is impossible to \
\\"beat the market\\" consistently on a risk-adjusted basis since market \
prices should only react to new information. Because the EMH is \
formulated in terms of risk adjustment, it only makes testable \
predictions when coupled with a particular model of risk. As a \
result, research in financial economics since at least the 1990s has \
focused on market anomalies, that is, deviations from specific \
models of risk. The idea that financial market returns are difficult \
to predict goes back to Bachelier, Mandelbrot, and Samuelson, but \
is closely associated with Eugene Fama, in part due to his \
influential 1970 review of the theoretical and empirical research. \
The EMH provides the basic logic for modern risk-based theories of \
asset prices, and frameworks such as consumption-based asset pricing \
and intermediary asset pricing can be thought of as the combination \
of a model of risk with the EMH. Many decades of empirical research \
on return predictability has found mixed evidence. Research in the \
1950s and 1960s often found a lack of predictability (e.g. Ball and \
Brown 1968; Fama, Fisher, Jensen, and Roll 1969), yet the \
1980s-2000s saw an explosion of discovered return predictors (e.g. \
Rosenberg, Reid, and Lanstein 1985; Campbell and Shiller 1988; \
Jegadeesh and Titman 1993). Since the 2010s, studies have often \
found that return predictability has become more elusive, as \
predictability fails to work out-of-sample (Goyal and Welch 2008), \
or has been weakened by advances in trading technology and investor \
learning (Chordia, Subrahmanyam, and Tong 2014; McLean and Pontiff \
2016; Martineau 2021).
Summary:
"}
],
"parameters": {
"temperature": 0.2,
"maxOutputTokens": 256,
"topK": 40,
"topP": 0.95
}
}' > summarization_prompt_example.txt
MODEL_ID="text-bison"
PROJECT_ID=$DEVSHELL_PROJECT_ID
curl \
-X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json" \
https://us-central1-aiplatform.googleapis.com/v1/projects/${PROJECT_ID}/locations/us-central1/publishers/google/models/${MODEL_ID}:predict -d \
$'{
"instances": [
{ "prompt": "Give me ten interview questions for the role of program manager."}
],
"parameters": {
"temperature": 0.2,
"maxOutputTokens": 1024,
"topK": 40,
"topP": 0.8
}
}' > ideation_prompt_example.txt
export PROJECT_ID=$(gcloud config get-value project)
gsutil cp *.txt gs://$PROJECT_ID
MODEL_ID="chat-bison"
PROJECT_ID=$DEVSHELL_PROJECT_ID
curl \
-X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json" \
https://us-central1-aiplatform.googleapis.com/v1/projects/${PROJECT_ID}/locations/us-central1/publishers/google/models/${MODEL_ID}:predict -d \
'{
"instances": [{
"context": "My name is Ned. You are my personal assistant. My favorite movies are Lord of the Rings and Hobbit.",
"examples": [ {
"input": {"content": "Who do you work for?"},
"output": {"content": "I work for Ned."}
},
{
"input": {"content": "What do I like?"},
"output": {"content": "Ned likes watching movies."}
}],
"messages": [
{
"author": "user",
"content": "Are my favorite movies based on a book series?",
}],
}],
"parameters": {
"temperature": 0.3,
"maxDecodeSteps": 200,
"topP": 0.8,
"topK": 40
}
}'
MODEL_ID="chat-bison"
PROJECT_ID=$DEVSHELL_PROJECT_ID
curl \
-X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json" \
https://us-central1-aiplatform.googleapis.com/v1/projects/${PROJECT_ID}/locations/us-central1/publishers/google/models/${MODEL_ID}:predict -d \
'{
"instances": [{
"context": "My name is Ned. You are my personal assistant. My favorite movies are Lord of the Rings and Hobbit.",
"examples": [ {
"input": {"content": "Who do you work for?"},
"output": {"content": "I work for Ned."}
},
{
"input": {"content": "What do I like?"},
"output": {"content": "Ned likes watching movies."}
}],
"messages": [
{
"author": "user",
"content": "Are my favorite movies based on a book series?",
}],
}],
"parameters": {
"temperature": 0.3,
"maxDecodeSteps": 200,
"topP": 0.8,
"topK": 40
}
}' > sample_chat_prompts.txt
export PROJECT_ID=$(gcloud config get-value project)
gsutil cp sample_chat_prompts.txt gs://$PROJECT_ID