IDEAS home Printed from https://ideas.repec.org/a/spr/endesu/v27y2025i2d10.1007_s10668-023-04069-0.html
   My bibliography  Save this article

Evaluation model of South China Sea tourism venture capital based on improved GA neural network under the background of health tourism industry development

Author

Listed:
  • Minjie Lin

    (Hainan College of Economics and Business)

Abstract

To assess investment risks in the health industry in the South China Sea, project analysis and expert experience were used to obtain risk assessment data. To account for the numerous risks posed by investing in tourism in the South China Sea, we employed a multi-level grey analysis method to create an evaluation index system for tourism risk investment in the region. At the same time, the GA-BP South China Sea risk investment evaluation model is adopted, and the impact relationship of various indicators is quantified. The simulation experiment results demonstrate that, in the function loss test outcomes of risk sample 1, BP’s function loss was 1.02, PSO’s function loss was 0.79, and GA-BP’s function loss was 0.125, following 40 training iterations. GA-BP has better function loss performance. During the training function output test of each model, the GA-BP model exhibits the best output performance and can precisely generate output results on South China Sea venture capital. The research content has important reference value for the development of marine resources and investment in the corresponding tourism industry.

Suggested Citation

  • Minjie Lin, 2025. "Evaluation model of South China Sea tourism venture capital based on improved GA neural network under the background of health tourism industry development," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(2), pages 4185-4201, February.
  • Handle: RePEc:spr:endesu:v:27:y:2025:i:2:d:10.1007_s10668-023-04069-0
    DOI: 10.1007/s10668-023-04069-0
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10668-023-04069-0
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10668-023-04069-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Luo, Jian & Yan, Xin & Tian, Ye, 2020. "Unsupervised quadratic surface support vector machine with application to credit risk assessment," European Journal of Operational Research, Elsevier, vol. 280(3), pages 1008-1017.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Luo, Jian & Hong, Tao & Gao, Zheming & Fang, Shu-Cherng, 2023. "A robust support vector regression model for electric load forecasting," International Journal of Forecasting, Elsevier, vol. 39(2), pages 1005-1020.
    2. Gao, Zheming & Fang, Shu-Cherng & Luo, Jian & Medhin, Negash, 2021. "A kernel-free double well potential support vector machine with applications," European Journal of Operational Research, Elsevier, vol. 290(1), pages 248-262.
    3. Astorino, Annabella & Avolio, Matteo & Fuduli, Antonio, 2022. "A maximum-margin multisphere approach for binary Multiple Instance Learning," European Journal of Operational Research, Elsevier, vol. 299(2), pages 642-652.
    4. Shi, Yong & Qu, Yi & Chen, Zhensong & Mi, Yunlong & Wang, Yunong, 2024. "Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation," European Journal of Operational Research, Elsevier, vol. 315(2), pages 786-801.
    5. Kim, A. & Yang, Y. & Lessmann, S. & Ma, T. & Sung, M.-C. & Johnson, J.E.V., 2020. "Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting," European Journal of Operational Research, Elsevier, vol. 283(1), pages 217-234.
    6. Kuang, Xianhua & Ma, Chaoqun & Ren, Yi-Shuai, 2024. "Credit risk: A new privacy-preserving decentralized credit assessment model," Finance Research Letters, Elsevier, vol. 67(PB).
    7. Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022. "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, vol. 134(C).
    8. Nana Zhang & Qi An & Shuai Zhang & Huanhuan Ma, 2024. "Price Prediction for Fresh Agricultural Products Based on a Boosting Ensemble Algorithm," Mathematics, MDPI, vol. 13(1), pages 1-17, December.
    9. Mingyang Wu & Zhixia Yang, 2025. "Kernel-free Reduced Quadratic Surface Support Vector Machine with 0-1 Loss Function and L $$_p$$ p -norm Regularization," Annals of Data Science, Springer, vol. 12(1), pages 381-412, February.
    10. Tu, Jiancheng & Wu, Zhibin, 2025. "Inherently interpretable machine learning for credit scoring: Optimal classification tree with hyperplane splits," European Journal of Operational Research, Elsevier, vol. 322(2), pages 647-664.
    11. Xia, Meng & Wang, Zhijie & Liu, Wanan, 2024. "Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction," Chaos, Solitons & Fractals, Elsevier, vol. 189(P1).
    12. Maggioni, Francesca & Spinelli, Andrea, 2025. "A novel robust optimization model for nonlinear Support Vector Machine," European Journal of Operational Research, Elsevier, vol. 322(1), pages 237-253.
    13. Tao Yu & Wei Huang & Xin Tang, 2023. "A Novel Fuzzy Unsupervised Quadratic Surface Support Vector Machine Based on DC Programming: An Application to Credit Risk Management," Mathematics, MDPI, vol. 11(22), pages 1-14, November.
    14. Chen, Claire Y.T. & Sun, Edward W. & Miao, Wanyu & Lin, Yi-Bing, 2024. "Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1086-1107.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:endesu:v:27:y:2025:i:2:d:10.1007_s10668-023-04069-0. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.