Abstract: A neural network system and method for analyzing data sets, especially microarray gene expression data. The neural network is trained to generate time-dependent outcome predictions based on input features and outcome functions for a number of subjects. The features may be highly dimensional relative to the number of subjects, and feature selection is applied to the input feature data for training the neural network. A trained neural network processes input features from a subject to generate an outcome function that reflects the probability of the occurrence of an event at a given time point for that subject.