Shenzhen Airport to Hong Kong

Expected to arrived at Shenzhen Airport 8.45pm. I plan to proceed straight away to Hong Kong. Is it possible?. Please recomend mode of transportation to Hong Kong. Is there any direct train from Shenzhen Airport to Luo Hu immigration complex. For your info my hotel situated near Tsim Sha Tsui Station at Hong Kong as I plan to check-in hotel at Tsim Sha Tsui area instead of hotel at Shenzhen. 10Q