An artificial neural network is a biologically-inspired system that can be trained to perform computations. Recently, techniques from machine learning have trained neural networks to perform a variety of tasks. It can be shown that any continuous function can be approximated by an artificial neural network with arbitrary precision. This is known as the universal approximation theorem. In this talk, we will introduce neural networks and one of the first versions of this theorem, due to Cybenko. He modeled artificial neural networks using sigmoidal functions and used tools from measure theory and functional analysis.