Genomics, especially multi-omics, has made precision medicine feasible. The completion and publicly accessible multi-omics resource with clinical outcome, such as The Cancer Genome Atlas (TCGA) is a great test bed for developing computational methods that integrate multi-omics data to predict patient cancer phenotypes. We have been utilizing TCGA multi-omics data to predict cancer patient survival, using a variety of approaches, including prior-biological knowledge (such as pathways), and more recently, deep-learning methods. Over time, we have developed methods such as Cox-nnet, DeepProg, and two-stage Cox-nnet, to address the challenges due to multi-omics and multi-modality. Despite the limited sample size (hundreds to thousands) in the training datasets as well as the heterogeneity nature of human populations, these methods have shown significance and robustness at predicting patient survival in independent population cohorts. In the following, we would describe in detail these methodologies, the modeling results, and important biological insights revealed by these methods.