More generally, it seems that time series forecasting so far has mostly attracted statisticians with little DL experience [1]. Now that there is $50k prize, this will be a good test of whether statistical methods are "still king". If I were to enter this field, I'd probably look into latest transformer based models, especially the ones used to model raw audio data, e.g. [2].
There's also a real possibility that whenever any strong forecasting method is developed (DL based or otherwise) it's not published as the developers simply use it to make money (betting, stock market, etc).
[1] https://journals.plos.org/plosone/article?id=10.1371/journal...