Model-based glycemic control (GC) protocols are used to treat stress-induced hyperglycaemia in intensive care units (ICUs). The STAR (Stochastic-TARgeted) glycemic control protocol - used in clinical practice in several ICUs in New Zealand, Hungary, Belgium, and Malaysia - is a model-based GC protocol using a patient-specific, model-based insulin sensitivity to describe the patient's actual state. Two neural network based methods are defined in this study to predict the patient's insulin sensitivity parameter: a classification deep neural network and a Mixture Density Network based method. Treatment data from three different patient cohorts are used to train the network models. Accuracy of neural network predictions are compared with the current model- based predictions used to guide care. The prediction accuracy was found to be the same or better than the reference. The authors suggest that these methods may be a promising alternative in model-based clinical treatment for patient state prediction. Still, more research is needed to validate these findings, including in-silico simulations and clinical validation trials.