Embodiments of the present invention are directed to methods and systems for training a neural network having weighted connections for classification of data, as well as embodiments corresponding to the use of such a neural network for the classification of data, including, for example, prediction of an event (e.g., disease). The method may include inputting input training data into the neural network, processing, by the neural network, the input training data to produce an output, determining an error between the output and a desired output corresponding to the input training data, rating the performance neural network using an objective function, wherein the objective function comprises a function C substantially in accordance with an approximation of the concordance index and adapting the weighted connections of the neural network based upon results of the objective function.