Former Reuters Research Director here. When modeling time series, you will want a model that is sensitive both to short term and longer term movements. In other words, a Long Term Short Term Memory (LSTM). Sepp Hochreiter invented this concept in his Master's thesis supervised by Jürgen Schmidhuber in Munich in the 1990s; today, it's the most-cited type of neural network. Here are papers describing it: https://people…
I don't think LSTMs are state-of-the-art in the domain anymore.
LSTMs never did beat well tuned statistical models anyway. Neural nets are only taking over forecasting in the last few years.