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.idsia.ch/~juergen/rnn.html

In Python, you can use TensorFlow's LSTMCell class: https://www.datacamp.com/tutorial/lstm-python-stock-market