Modern business judgment is mostly faced with complex, unclear nature, and not fully confirmed research objects and needs a lot of relevant data investigation, inherent contradiction retrieval, and the discovery and extraction of potential laws. Formulation of rules and evaluation of system uncertainty: Appropriate decisions can be made based on this. Rough set theory is a new mathematical tool to deal with uncertain knowledge. Therefore, the theory of rough set is helpful for decision-makers to solve the decision problems of complex systems. The simplification of knowledge of information systems and incomplete information systems and the theoretical and methodological study of rule acquisition are the central issues of rough set theory and applied research. A variety of simplified theories and methods have been proposed from a variety of viewpoints. However, there are still many theoretical problems that need to be investigated and solved in these aspects. In addition, the investment environment is a complex organic system that includes economic environment, social environment, resource environment, infrastructure, and other factors. There are a variety of data to measure these factors, which are mutually restrictive and interdependent. At present, domestic and foreign scholars have basically formed a series of assessment methods and models of investment environment assessment, but most of these assessment methods are affected by the differences in the degree of subjective factors of evaluators and the establishment of index weights in the assessment process. In most cases, more reliance is placed on subjective, artificial assignments and scoring loops. Therefore, it is an appropriate and reasonable method to evaluate the investment environment through data to evaluate all the factors affecting the investment environment and reach a comprehensive evaluation conclusion, which can effectively avoid human subjective factors to a certain extent.