feature selection for time series data like stock market [closed]

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i am new to data mining,i just want to know which feature selection is easy and best for time series data. as my project is share market prediction...these are the following parameters available and i have to select best 5 features for constructing my model.can anyone help me which one to use and how to do it.. Features available are symbol,series,date,prev close,open price,high price,low price,last price,close price,average price,total traded quantity,turnover in lacs, deliverable qty,% deliv qty to to traded qty

you can see those features in this link

click on it to see the data in nse website to know how data represents

Answer 1

Here I will not do your home work to select the features(attributes) but I can help you so that you can also select features:-
You can use Minimum-redundancy-maximum-relevance.
Do by choosing that features which are less repeating and giving giving high co-relation with output.You must google for more information about mRMR algorithm.