Women play a vital role in the national economy, and their Socio-Economic Class (SEC) is essential for their empowerment and the nation’s progress. This research aims to build an Artificial Intelligence (AI) model that classifies and compares the SEC of women across different regions of India. Numerous social and economic factors impact women’s SEC, including education, employment, and community support. We employed an Artificial Neural Network (ANN) model, which is enhanced by a new optimization technique involving Segmenting, Screening, Integrating, Enhancing, and Categorizing. This innovative method makes more precise feature selection possible and improves computational efficiency. The research outcomes reveal that this innovative technique significantly boosts the ANN’s performance, achieving an impressive classification accuracy of 99.34%. Compared to previous work, this model performs exceptionally well.