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The process of designing the support system of a subway station using a concrete arch pre-supporting system (CAPS) construction method includes an estimation of design variables based on intuition and experience. However, this process may often lead to controversial and economically unfavorable designs. In this regard, developing an optimization model to determine design variables (support system parameters) is necessary. In this study, a stochastic optimization model is developed to determine the support system parameters of a subway station constructed using CAPS. To estimate the risk of uncertainties of the soil properties, the concept of conditional value at risk (CVaR) is used. A Python script is programmed in cooperation with a 2D Finite Element Method (FEM) software to provide the dataset. Then, the results are applied to prepare multi-layer perceptron (MLP) models, which are subsequently used …