Genome-Wide Association Studies (GWAS) are used to identify statistically significant genetic variants in case-control studies. The main objective is to find single nucleotide polymorphisms (SNPs) that influence a particular phenotype (i.e., disease trait). GWAS typically use a p-value threshold of 5*10-8 to identify highly ranked SNPs. While this approach has proven useful for detecting disease-susceptible SNPs, evidence has shown that many of these are, in fact, false positives. Consequently, there is some ambiguity about the most suitable threshold for claiming genome-wide significance. Many believe that using lower p-values will allow us to investigate the joint epistatic interactions between SNPs and provide better insights into phenotype expression. One example that uses this approach is multifactor dimensionality reduction (MDR), which identifies combinations of SNPs that interact to influence a particular outcome. However, computational complexity is increased exponentially as a function of higher-order combinations making approaches like MDR difficult to implement. Even so, understanding epistatic interactions in complex diseases is a fundamental component for robust genotype-phenotype mapping. In this paper, we propose a novel framework that combines GWAS quality control and logistic regression with deep learning stacked autoencoders to abstract higher-order SNP interactions from large, complex genotyped data for case-control classification tasks in GWAS analysis. We focus on the challenging problem of classifying preterm births which has a strong genetic component with unexplained heritability reportedly between 20-40 percent. A GWAS data set, obtained from dbGap is utilised, which contains predominantly urban low-income African-American women who had normal and preterm deliveries. Epistatic interactions from original SNP sequences were extracted through a deep learning stacked autoencoder model and used to fine-tune a classifier for discriminating between term and preterm births observations. All models are evaluated using standard binary classifier performance metrics. The findings show that important information pertaining to SNPs and epistasis can be extracted from 4,666 raw SNPs generated using logistic regression (p-value = 5*10-3) and used to fit a highly accurate classifier model. The following results (Sen = 0.9562, Spec = 0.8780, Gini = 0.9490, Logloss = 0.5901, AUC = 0.9745, and MSE = 0.2010) were obtained using 50 hidden nodes and (Sen = 0.9289, Spec = 0.9591, Gini = 0.9651, Logloss = 0.3080, AUC = 0.9825, and MSE = 0.0942) using 500 hidden nodes. The results were compared with a Support Vector Machine (SVM), a Random Forest (RF), and a Fishers Linear Discriminant Analysis classifier, which all failed to improve on the deep learning approach.