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This study uses Genetic Programming (GP) to discover new types of volatility forecasting models for financial time series. GP is a convenient tool to explore the space of potential forecasting models and to select the more robust solutions. The application to foreign exchange financial problems requires an exact symmetry induced by the interchange of currencies. In GP, this symmetry is enforced by using a strongly typed GP approach and syntactic restrictions on the node set. GP convergence isdoi:10.1007/978-1-4757-3613-7_28 fatcat:dttdwo7zzverhg5s45w3rov5we