Due to the large volume of customers' banking information, classical algorithms face challenges in extracting knowledge and the decision-making process, so algorithms based on artificial intelligence and data mining can help this area. In this paper, we have presented a new model based on the artificial neural network and particle swarm optimization algorithm to improve bank customers' decision-making indicators. The proposed method is based on artificial neural networks and particle swarm optimization (PSO) algorithm. Due to the large volume of available data, the pure neural network can not achieve proper convergence in this area and suffers divergence or overfit. In this paper, the PSO algorithm is used to optimize neural network weights in extracting knowledge from user's banking data to improve the decision indicators. To evaluate the proposed method, two scenarios of optimized neural network using PSO and pure neural networks are used to make decisions between good and bad customers. Then, to evaluate the efficiency of the proposed method, the parameters of accuracy, Sensitivity, and Specificity for both scenarios were extracted and compared. The evaluations show that the accuracy of the optimized neural network is about 97%. In contrast, this value in the pure neural network is about 94%, indicating the proposed method's better performance. The proposed method also has better performance in the sensitivity parameter and feature selection and avoids overfitting than primary neural networks.