I heard someone named "Shawnathan" found this out before me so I will credit him now, but I found this out on my own so I will still credit him.

If you are using the screenshots as a visual guide then the highlighted stuff is what you wanna do and click, just letting everyone know.
First turn off DEP=Data execution prevention
You would usually have to use the search bar and type "Advanced system settings"
and you see computer name, hardware, etc but you wanna click select Turn on DEP except those I select. Then go to add and go to steam and steamapps then the game and add "BBCT" and hit apply and restart your computer. And after that put the game's compatibility in windows 7 by going to the steam folder and into steamapps/common/BlazeBlue Calamity Trigger. Then right clicking on "BBCT" and hit properties, then go to compatibility and hit "run this program mode for" and put windows 7. That's it your done.

But if you have the DEP disabled and still have problems. First go to your windows security setting and go to app and browser control and go to exploit protection and turn off DEP through there. Then just go to compatibility and hit run this program mode for and put windows 7. That's it your done.

If you still have problems look at other discussions on this topic which i think there is only two here's the link to those.

https://gtm.you1.cn/app/263300/discussions/0/4402812641370154894/
Its a guys comment you are looking for.

https://gtm.you1.cn/app/263300/discussions/0/540733523716296736/
The comments again, shows you other ways to fix this problem if you still having trouble.