FinanceBench

FinanceBench is a collection of financial program benchmarks with support for benchmarking on the GPU via OpenCL and CPU benchmarking with OpenMP. The FinanceBench test cases are focused on Black-Sholes-Merton Process with Analytic European Option engine, QMC (Sobol) Monte-Carlo method (Equity Option Example), Bonds Fixed-rate bond with flat forward curve, and Repo Securities repurchase agreement. FinanceBench was originally written by the Cavazos Lab at University of Delaware.

To run this test with the Phoronix Test Suite, the basic command is: phoronix-test-suite benchmark financebench.

Project Site

cavazos-lab.github.io

Test Created

6 June 2016

Last Updated

21 January 2021

Test Maintainer

Michael Larabel 

Test Type

Graphics

Average Install Time

3 Seconds

Average Run Time

54 Seconds

Test Dependencies

C/C++ Compiler Toolchain + OpenCL

Accolades

60k+ Downloads

Supported Platforms

Public Result Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsFinanceBench Popularity Statisticspts/financebench2016.062016.082016.102016.122017.022017.042017.062017.082017.102017.122018.022018.042018.062018.082018.102018.122019.022019.042019.072019.092019.112020.012020.032020.052020.072020.092020.112021.012021.032021.05400800120016002000
* Uploading of benchmark result data to OpenBenchmarking.org is always optional (opt-in) via the Phoronix Test Suite for users wishing to share their results publicly.
** Data based on those opting to upload their test results to OpenBenchmarking.org and users enabling the opt-in anonymous statistics reporting while running benchmarks from an Internet-connected platform.
*** Test profile page view reporting began March 2021.
Data current as of 20 June 2021.
Black-Scholes OpenCL48.2%Bonds OpenMP15.2%Monte-Carlo OpenCL21.4%Repo OpenMP15.2%Benchmark Option PopularityOpenBenchmarking.org

Revision History

pts/financebench-1.1.1   [View Source]   Thu, 21 Jan 2021 08:09:17 GMT
Drop Monte Carlo OpenMP as numbers seem to be too flakey.

pts/financebench-1.1.0   [View Source]   Wed, 20 Jan 2021 11:43:13 GMT
Update test profile, include CPU OpenMP tests too.

pts/financebench-1.0.0   [View Source]   Mon, 06 Jun 2016 18:09:53 GMT
Initial commit of FinanceBench as some more OpenCL coverage

Suites Using This Test

NVIDIA GPU Compute

Finance


Performance Metrics

Analyze Test Configuration:

FinanceBench 2016-07-25

Benchmark: Black-Scholes OpenCL

OpenBenchmarking.org metrics for this test profile configuration based on 1,771 public results since 20 January 2021 with the latest data as of 18 June 2021.

Below is an overview of the generalized performance for components where there is sufficient statistically significant data based upon user-uploaded results. It is important to keep in mind particularly in the Linux/open-source space there can be vastly different OS configurations, with this overview intended to offer just general guidance as to the performance expectations.

Component
Percentile Rank
# Compatible Public Results
ms (Average)
ASUS Intel Iris Pro 6200
100th
52
0.5
Mid-Tier
75th
> 1.3
NVIDIA GeForce RTX 3090
65th
7
6.3
NVIDIA GeForce RTX 3080
65th
8
7.4 +/- 0.2
NVIDIA GeForce RTX 2080 Ti
64th
7
9.3
NVIDIA GeForce RTX 3070
63rd
5
10.5
NVIDIA GeForce RTX 2080 SUPER
63rd
7
10.6
NVIDIA GeForce GTX 1080
63rd
3
11.1
Zotac NVIDIA GeForce RTX 2080
62nd
6
12.0 +/- 0.2
NVIDIA GeForce RTX 2070 SUPER
62nd
7
12.8
NVIDIA GeForce RTX 3060 Ti
62nd
7
13.0 +/- 0.1
ASUS NVIDIA GeForce RTX 2070
61st
6
16.0 +/- 0.1
NVIDIA GeForce RTX 2060 SUPER
61st
7
16.5
eVGA NVIDIA GeForce RTX 3060
61st
3
16.7
NVIDIA GeForce RTX 2060
60th
6
19.8
Median
50th
23.2
NVIDIA Quadro RTX 4000
49th
364
23.3 +/- 0.3
NVIDIA Quadro RTX 5000 with Max-Q Design
39th
9
27.8 +/- 0.2
Low-Tier
25th
> 34.2
MSI Intel HD 630
19th
156
41.6
Intel HD P630
10th
156
42.1
Intel HD 5500
4th
7
47.3
MSI NVIDIA GeForce GTX 1080 Ti
1st
52
77.0
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Black-Scholes OpenCL1771 Results Range From 0 To 78 ms071421283542495663707784140280420560700

Based on OpenBenchmarking.org data, the selected test / test configuration (FinanceBench 2016-07-25 - Benchmark: Black-Scholes OpenCL) has an average run-time of 2 minutes. By default this test profile is set to run at least 3 times but may increase if the standard deviation exceeds pre-defined defaults or other calculations deem additional runs necessary for greater statistical accuracy of the result.

OpenBenchmarking.orgMinutesTime Required To Complete BenchmarkBenchmark: Black-Scholes OpenCLRun-Time246810Min: 1 / Avg: 1 / Max: 1

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.8%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsBenchmark: Black-Scholes OpenCLDeviation3691215Min: 0 / Avg: 0.77 / Max: 10

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