Research on Stock Price Prediction and Quantitative Stock Picking Strategy Based on Deep Learning

With the continuous development of the domestic stock market and the continuous improvement of the financial system system, and at the same time, the domestic stock market gradually rises in the financial system, based on the prediction research of the domestic stock market will become more and more important. In order to solve the problems of low precision and poor accuracy of short-term stock price prediction, this paper selects the bi-directional long- and short-term memory network of attention mechanism (WOA-BiLSTM-Attenion) model under the whale optimization algorithm for stock price prediction. The modeling of bi-directional long- and short-term memory network with attention mechanism can reduce the loss of historical information and increase the influence of important information. On this basis, Whale Optimization Algorithm (WOA) is then used for hyperparameter selection to reduce human interference. The experimental results show that compared with BP, LSTM, BiLSTM, BiLSTM-Attention, the WOA-BiLSTM-Attenion model has a better effect on stock closing price prediction, with a value of 13.9446, and the value of 0.9477, which has a higher accuracy, with a view to providing certain reference for the prediction research in other fields.