Cyber security has become an increasingly important topic in recent years. The increasing popularity of systems and devices such as computers, servers, smartphones, tablets and smart home devices is causing a rapidly increasing attack surface. In addition, there are a variety of security vulnerabilities in software and hardware that make the security situation more complex and unclear. Many of these systems and devices also process personal or secret data and control critical processes in the industry. The need for security is tremendously high. The owners and administrators of modern computer systems are often overwhelmed with the task of securing their systems as the systems become more complex and the attack methods increasingly intelligent. In these days a there are a lot of encryption and hiding techniques available. They are used to make the detection of malicious software with signature based scanning methods very difficult. Therefore, novel methods for the detection of such threats are necessary. This paper examines whether cyber threats can be detected using modern artificial intelligence methods. We develop, describe and test a prototype for windows systems based on neural networks. In particular, an anomaly detection based on autoencoders is used. As this approach has shown, it is possible to detect a wide range of threats using artificial intelligence. Based on the approach in this work, this research topic should be continued to be investigated. Especially cloud-based solutions based on this principle seem to be very promising to protect against modern threats in the world of cyber security.