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Hello, I'm

Ziliang Shen (沈梓梁)

It's very nice to meet you!

"Love is the minimal unit of communism." — Alain Badiou

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About Me

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Education icon Education

PhD in Statistics (in progress)

Shanghai University of Finance and Economics (SUFE)

      Bachelor in Mathematics

   Nanchang University (NCU)

Research icon Research

Statistical Learning

High-dimensional Statistics, Robust Regression, Functional Data, Reinforcement Learning

Interdisciplinary Computing

Distributed Learning, Privacy Protection, Federated Learning

I am a Ph.D. candidate in Statistics at Shanghai University of Finance and Economics (SUFE). My research passion lies at the intersection of statistical and machine learning theories, with a specific focus on Reinforcement Learning in Finance, Differential Privacy, and Distributed Statistical Inference.

Outside of academics, I have a strong passion for literature, art, psychoanalysis, movies, and jazz music. It would be a great honor to communicate with you academically and share common interests.

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Experience

Skill icon Skills

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R, Python

Experienced

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MATLAB, C, SAS

Intermediate

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Scala

Served as a TA for relevant courses

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Japanese

JLPT N2 level

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Rust

Currently learning!

Experience icon Experience

Teaching Assistant at SUFE

2023.09 - Present

Fibonacci Capital

Data Analyst      2024.04 - 2024.06

Shanghai Electric Solar Cell Target Detection Project

2024.06 - 2024.07

Shanghai GDP Nowcasting Project

2024.07 - 2024.09

Turing Fund Management

Reinforcement Learning Quantitative Researcher      2025.03 - Present

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Browse My Recent

Publications

Caixing Wang, Ziliang Shen* (2024)

Distributed High-Dimensional Quantile Regression: Estimation Efficiency and Support Recovery

Accepted by ICML 2024 Spotlight

Hanteng Ma, Ziliang Shen*, Xingdong Feng, Xin Liu (2024)

Sparsity learning via structured functional factor augmentation

Under Review

Caixing Wang, Ziliang Shen*, Shaoli Wang, Xingdong Feng (2024)

Estimation and Inference on Distributed High-Dimensional Quantile Regression: Double-Smoothing and Debiasing

Under Review

Ziliang Shen*, Caixing Wang, Shaoli Wang, Yibo Yan (2025)

High-Dimensional Differentially Private Quantile Regression: Distributed Estimation and Statistical Inference

Under Review

Ziliang Shen* (2025)

QR-DQN Meets Conditional Value-at-Risk: Towards More Robust Distributional Reinforcement Learning

In Preparation

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