There are several material which light in weight and transparent also they won't allow cosmic radiation to penetrate to it. I'm looking for that kind of material.
polymer composites have become attractive candidates for developing materials that can be designed to effectively attenuate photon or particle radiation.
In fact there are hardly any neutrons or gamma rays in primary cosmic rays incident on the top of the atmosphere. However they are produced within the atmosphere in a cascade of secondary particles that include everything known to man and probably many that are not. Primary cosmic rays are mainly energetic protons plus all heavier ions. For these, hydrogen is definitely the best shielding material. Use of fuel and water is proposed for interplanetary travel while polythene is used on the ISS.. If you are considering secondary particles near the earth's surface, these are mainly neutrons and mu-mesons. Hydrogen is again optimum buit in practice concrete and soil are used.