1. Take the train from Luohu Railway Station to Jiulongtang Railway Station.
2. After arriving at Kowloon Tong Railway Station, walk from the underground passage to Kowloon Tong MTR Station (about three minutes), and then transfer to the train on the Kwun Tong Line heading for Lantian, from Kowloon Tong Station to Diamond Hill Station.
3. Arrive at Diamond Hill Subway Station, exit the gate, go to Diamond Hill Bus Terminal, transfer to bus 9 1 (to Clear Water Bay) or 9 1M (to Lin Bao), and get off at HKUST Station.
If you are at Shenzhen Baoan Airport, take the airport bus provided by the airport to Wan Chai subway station. Take the MTR Island Line to North Point in Wan Chai, transfer to the MTR Tseung Kwan O Line, get off at Hang Hau Station, exit B, and take the 1 1M green minibus to the bus stop of the Hong Kong University of Science and Technology.
I am a student of HKUST. I hope the answer can help you.