Ziliang Shen 沈梓梁

I study intelligent systems through the lenses of statistical theory and quantitative finance.

Quantitative Researcher Turing Fund Management

“Love is the minimal unit of communism.”

Alain Badiou
Portrait of Ziliang Shen outdoors
Shanghai, China Open to thoughtful exchanges

Profile & research focus

Thinking across disciplines.

My work connects statistical learning, the physics of intelligent systems, and decision-making in financial markets.

Ziliang Shen in a quiet indoor setting

I am currently a Quantitative Researcher at Turing Fund Management. My research passion lies at the intersection of AI and statistical theories, with a specific focus on scaling laws, statistical mechanics, and reinforcement learning in finance.

Previously, I obtained my Ph.D. in Statistics from Shanghai University of Finance and Economics. Outside academics, I care deeply about literature, art, psychoanalysis, movies, and jazz. It would be a pleasure to connect and exchange ideas with you.

Selected & current work

Research & publications.

From high-dimensional inference to reinforcement learning and the statistical foundations of AI.

Published & accepted

Peer-reviewed work

ICML Spotlight

Caixing Wang, Ziliang Shen*

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

Statistica Sinica

Hanteng Ma, Ziliang Shen*, Xingdong Feng, Xin Liu

Sparsity Learning via Structured Functional Factor Augmentation

Current research

Under review & in preparation

Under review

Shuyan Chen, Ziliang Shen*, Xin-Lei Wang

CoLaDAG: Compositional Latent Log-ratio DAG Analysis of the Gut Microbiome under Silver Nanoparticle Exposure

R&R · IEEE TIT

Ziliang Shen*, Caixing Wang, Shaoli Wang, Yibo Yan

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

Under review

Caixing Wang, Ziliang Shen*, Shaoli Wang, Xingdong Feng

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

Working paper In preparation

Ziliang Shen*, Haochen Ye, Wen Shuai, Yamin Wang

Survival-Guided Adaptive Action Pruning for Constrained Reinforcement Learning in Optimal Execution

Working paper In preparation

Ziliang Shen*, Caixing Wang, Yibo Yan

False Discovery Rate Control for Distributed High-Dimensional Quantile Regression

Working paper In preparation

Ziliang Shen*

When Mixture of Experts Meets Scaling Laws

Practice & foundations

Experience & education.

A foundation in statistics and mathematics, applied across research, teaching, quantitative finance, and AI systems.

Present

Turing Fund Management

Reinforcement Learning Quantitative Researcher & AI Agent Developer

Shanghai University of Finance and Economics

Teaching Assistant

Research project

Shanghai GDP Nowcasting Project

Industry project

Shanghai Electric Solar Cell Target Detection Project

Fibonacci Capital

Data Analyst

Learning in public

Notes & reflections.

Working notes that make difficult ideas more concrete—shared as evolving records rather than finished statements.

Contact

Get in touch.

For research conversations and collaborations, feel free to reach out.

I welcome thoughtful exchanges on AI, statistics, and finance.

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Mountain landscape in Jiangxi Province, photographed by Ziliang Shen
Jiangxi Province, China