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As companies become complex, they develop sophisticated schemes to hide their real situation. In turn, making an estimation of the credit risks associated with counterparts or predicting bankruptcy becomes harder. Evolutionary algorithms have shown to be an excellent tool to deal with complex problems in finances and economics where a large number of irrelevant features are involved. This paper provides a methodology for feature selection in classification of bankruptcy data sets using an evolutionary multiobjective approach that simultaneously minimise the number of features and maximise the classifier quality measure (e.g., accuracy). The proposed methodology makes use of self-adaptation by applying the feature selection algorithm while simultaneously optimising the parameters of the classifier used. The methodology was applied to four different sets of data. 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