TGHE: Template-based Graph Homomorphic Encryption for Privacy-Preserving GNN Inference in Edge-Cloud Systems

Existing homomorphic encryption (HE)-based GNN systems adopt a graph-centric paradigm that couples per-query cost to global graph size, limiting evaluations to at most ~20k nodes and making them incompatible with dynamic, large-scale financial graphs. We propose TGHE (Template-based Graph Homomorphic Encryption), an ego-centric framework that resolves this by exploiting a template phenomenon: local computation trees in transaction graphs converge into a small set of structural shapes. TGHE canonicalizes ego-graphs at the edge and packs structurally identical trees into shared CKKS ciphertexts for SIMD-parallel encrypted inference, with two long-tail optimizers (Approximate Template Fitting and Topology Collapse) ensuring full SIMD coverage. On DGraphFin (3.7M nodes, 4.3M edges), TGHE-Collapse achieves a 66.9x speedup over the sequential encrypted baseline with less than 0.002 AUC loss.

A Cross-graph Tuning-free GNN Prompting Framework

GNN prompting aims to adapt models across tasks and graphs without requiring extensive retraining. However, most existing graph prompt methods still require task-specific parameter updates and face the issue of generalizing across graphs, limiting their performance and undermining the core promise of prompting. In this work, we introduce a Cross-graph Tuning-free Prompting Framework (CTP), which supports both homogeneous and heterogeneous graphs, can be directly deployed to unseen graphs without further parameter tuning, and thus enables a plug-and-play GNN inference engine. Extensive experiments on few-shot prediction tasks show that, compared to SOTAs, CTP achieves an average accuracy gain of 30.8% and a maximum gain of 54%, confirming its effectiveness and offering a new perspective on graph prompt learning.

Carbon Price Forecasting with Structural Breaks: A Comparative Study of Deep Learning Models

Accurately forecasting carbon prices is essential for informed energy market decision-making, guiding sustainable energy planning, and supporting effective decarbonization strategies. However, it remains challenging due to structural breaks and high-frequency noise caused by frequent policy interventions and market shocks. Existing studies, including the most recent baseline approaches, have attempted to incorporate breakpoints but often treat denoising and modeling as separate processes and lack systematic evaluation across advanced deep learning architectures, limiting the robustness and the generalization capability. To address these gaps, this paper proposes a comprehensive hybrid framework that integrates structural break detection (Bai-Perron, ICSS, and PELT algorithms), wavelet signal denoising, and three state-of-the-art deep learning models (LSTM, GRU, and TCN). Using European Union Allowance (EUA) spot prices from 2007 to 2024 and exogenous features such as energy prices and policy indicators, the framework constructs univariate and multivariate datasets for comparative evaluation. Experimental results demonstrate that our proposed PELT-WT-TCN achieves the highest prediction accuracy, reducing forecasting errors by 22.35% in RMSE and 18.63% in MAE compared to the state-of-the-art baseline model (Breakpoints with Wavelet and LSTM), and by 70.55% in RMSE and 74.42% in MAE compared to the original LSTM without decomposition from the same baseline study. These findings underscore the value of integrating structural awareness and multiscale decomposition into deep learning architectures to enhance accuracy and interpretability in carbon price forecasting and other nonstationary financial time series.