It is demonstration of impact of feature selection for supervised learning in R using stock dataset (https://drive.google.com/file/d/0ByPBn4rtMQ5HaVFITnBObXdtVUU/view?usp=sharing). The goal is to improve the performance of supervised learning by using a subset of all features which are important.
For more details, you can read my article on Analytics Vidhya: https://www.analyticsvidhya.com/blog/2016/12/introduction-to-feature-selection-methods-with-an-example-or-how-to-select-the-right-variables/.