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COVID-19 evolution imposes significant challenges for the European healthcare system. The heterogeneous spread of the pandemic within EU regions elicited a wide range of policies, such as school closure, transport restrictions, etc. However, the implementation of these interventions is not accompanied by the implementation of quantitative methods, which would indicate their effectiveness. As a result, the efficacy of such policies on reducing the spread of the virus varies significantly. This paper investigates the effectiveness of using deep learning paradigms to accurately model the spread of COVID-19. The deep learning approaches proposed in this paper are able to effectively map the temporal evolution of a COVID-19 outbreak, while simultaneously taking into account policy interventions directly into the modelling process. Thus, our approach facilitates data-driven decision making by utilizing previous knowledge to train models that predict not only the spread of COVID-19, but also the effect of specific policy measures on minimizing this spread. Global models at the EU level are proposed, which can be successfully applied at the national level. These models use various inputs in order to successfully model the spatio-temporal variability of the phenomenon and obtain generalization abilities. The proposed models are compared against the traditional epidemiological and Autoregressive Integrated Moving Average (ARIMA) models. [ABSTRACT FROM AUTHOR]