Data mining is the term given to knowledge discovery paradigms that attempt to infer knowledge, in the form of rules, from structured data using machine learning algorithms. Specifically, data mining attempts to infer rules that are accurate, crisp, comprehensible and interesting. There are not many data mining algorithms for mining continuous classes. This thesis develops a new approach for mining continuous classes. The approach is based on a genetic program, which utilises an efficient genetic algorithm approach to evolve the non-linear regressions described by the leaf nodes of individuals in the genetic program's population. The approach also optimises the learning process by using an efficient, fast data clustering algo¬rithm to reduce the training pattern search space. Experimental results from both algorithms are compared with results obtained from a neural network. The experimental results of the genetic program is also compared against a commercial data mining package (Cubist). These results indicate that the genetic algorithm technique is substantially faster than the neural network, and produces comparable accuracy. The genetic program produces substantially less complex rules than that of both the neural network and Cubist.