#AIImpactOnForex Short Summary: Predicting Market Reversals Using Deep Learning Predicting market reversals—points where asset prices change direction—is a challenging task due to the noisy and non-linear nature of financial markets. Deep learning models, such as Long Short-Term Memory (LSTM) networks, Convolutional Neural Networks (CNNs), and Transformer-based architectures, have shown promise in identifying complex patterns in historical price data, technical indicators, and market sentiment. These models can learn temporal dependencies and subtle signals that traditional methods might miss. However, their effectiveness depends heavily on data quality, feature selection, and proper validation to avoid overfitting. Despite their potential, deep learning models should be used alongside risk management strategies and human expertise.