public void keyPressed(KeyEvent e)
{
    boolean b = Utilities.isShiftDown(e);
    switch (e.getKeyCode())
    {
        case KeyEvent.VK_Q:
            System.exit(0);
            break;
        case KeyEvent.VK_LESS:
            System.out.println("I'm Left");
            break;
    }
}
}

Sure it works for `<` and `>`
import java.awt.Dimension;
import java.awt.event.KeyAdapter;
import java.awt.event.KeyEvent;
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.SwingUtilities;
public class KeyListenerTest extends JPanel {
    public static void main(String[] args) {
        SwingUtilities.invokeLater(() -> {
            JFrame frame = new JFrame("Foo");
            frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
            frame.add(new KeyListenerTest());
            frame.pack();
            frame.setLocationRelativeTo(null);
            frame.setVisible(true);
        });
    }
    public KeyListenerTest() {
        setPreferredSize(new Dimension(400, 300));
        setFocusable(true);
        requestFocusInWindow();
        addKeyListener(new KeyAdapter() {
            @Override
            public void keyPressed(KeyEvent e) {
                super.keyPressed(e);
                System.out.printf("Key id: %d; Key char: %c; key code: %d; Modifiers ex: %d%n",
                        e.getID(), e.getKeyChar(), e.getKeyCode(), e.getModifiersEx());
            }
        });
    }
}
those keys return
Key id: 401; Key char: <; key code: 44; Modifiers ex: 64
Key id: 401; Key char: >; key code: 46; Modifiers ex: 64
These are the same key codes as common and period but with a non-0 modifiers ex of 64, consistent with the `SHIFT_DOWN_MASK` value for the modifierex, indicating that the shift key is pressed.
And to specifically test for greater than and less than, you'd check both key code and modifiers ex:
if (e.getKeyCode() == KeyEvent.VK_COMMA && (e.getModifiersEx() & KeyEvent.SHIFT_DOWN_MASK) != 0) {
    System.out.println("LESS-THAN pressed");
}
if (e.getKeyCode() == KeyEvent.VK_PERIOD && (e.getModifiersEx() & KeyEvent.SHIFT_DOWN_MASK) != 0) {
    System.out.println("GREATER-THAN pressed");
}
_______________________________________________________
Key Bindings version of program:
import java.awt.Color;
import java.awt.Dimension;
import java.awt.event.ActionEvent;
import java.awt.event.KeyEvent;
import javax.swing.AbstractAction;
import javax.swing.ActionMap;
import javax.swing.BorderFactory;
import javax.swing.InputMap;
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.KeyStroke;
import javax.swing.SwingUtilities;
@SuppressWarnings("serial")
public class KeyBindingTest extends JPanel {
    public static void main(String[] args) {
        SwingUtilities.invokeLater(() -> {
            JFrame frame = new JFrame("Foo");
            frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
            frame.add(new KeyBindingTest());
            frame.pack();
            frame.setLocationRelativeTo(null);
            frame.setVisible(true);
        });
    }
    public KeyBindingTest() {
        setPreferredSize(new Dimension(400, 300));
        KeyStroke lessThanKeyStroke = KeyStroke.getKeyStroke(KeyEvent.VK_COMMA, KeyEvent.SHIFT_DOWN_MASK);
        KeyStroke greaterThanKeyStroke = KeyStroke.getKeyStroke(KeyEvent.VK_PERIOD, KeyEvent.SHIFT_DOWN_MASK);
        int condition = WHEN_IN_FOCUSED_WINDOW;
        InputMap inputMap = getInputMap(condition);
        ActionMap actionMap = getActionMap();
        borderFlash(lessThanKeyStroke, inputMap, actionMap, Color.BLUE);
        borderFlash(greaterThanKeyStroke, inputMap, actionMap, Color.RED);
    }
    private void borderFlash(KeyStroke ks, InputMap inputMap, ActionMap actionMap, Color color) {
        KeyStroke press = KeyStroke.getKeyStroke(ks.getKeyCode(), ks.getModifiers(), false);
        KeyStroke release = KeyStroke.getKeyStroke(ks.getKeyCode(), ks.getModifiers(), true);
        inputMap.put(press, press.toString());
        inputMap.put(release, release.toString());
        actionMap.put(press.toString(), new BorderFlashAction(color, false));
        actionMap.put(release.toString(), new BorderFlashAction(color, true));
    }
    private class BorderFlashAction extends AbstractAction {
        private static final int THICKNESS = 20;
        private Color color;
        private boolean release;
        public BorderFlashAction(Color color, boolean release) {
            this.color = color;
            this.release = release;
        }
        @Override
        public void actionPerformed(ActionEvent e) {
            if (release) {
                setBorder(null);
            } else {
                setBorder(BorderFactory.createLineBorder(color, THICKNESS));
            }
        }
    }
}

if (e.isShiftDown()) {
    switch (e.getKeyChar()) {
        case 'Q':
            System.out.println("退出！");
            System.exit(0);
            break;
        case '<':
            System.out.println("我在左边");
            break;
    }
}