Vulnerabilities need to be detected and removed from software. Although previous studies demonstrated the usefulness of employing prediction techniques in deciding about vulnerabilities of software components, the improvement of effectiveness of these prediction techniques is still a grand challenging research question. This paper employed a technique based on a deep neural network with rectifier linear units trained with stochastic gradient descent method and batch normalization, for predicting vulnerable software components. The features are defined as continuous sequences of tokens in source code files. Besides, a statistical feature selection algorithm is then employed to reduce the feature and search space. We evaluated the proposed technique based on some Java Android applications, and the results demonstrated that the proposed technique could predict vulnerable classes, i.e., software components, with high precision, accuracy and recall.