my supervisors, Pedro Larrañaga and Concha Bielza, for their guidance, support and patience. I have learnt a lot from them during this period of time, and our meetings and talks gave me many new inspirations and motivations for completing this work.I am very grateful to Roberto Santana who has been like a third supervisor to me. Our meetings, discussions and chats helped me to obtain a better understanding of EDAs and gave me many new ideas for advancing in my research. Thank you Roberto for your help.I also want to thank Fernando Lobo for receiving me as a visitor in his laboratory in the University of Algarve at Faro, Portugal. I enjoyed very much the calm and friendly working environment with all the people at the laboratory, especially Mosab Bazargani and Hossein Moeinzadeh, who helped me a lot during my stay there.I like to mention the Consolider Ingenio 2010-CSD-2007-00018 and TIN2010-20900-C04-04 projects, and the financial grant GI111015026 from the Technical University of Madrid, which supported me during this period of time while I was working as a PhD student.At last but not least, I am grateful to all my friends and colleagues at the Computational Intelligence Group, Rubén