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

53 Seconds

Test Dependencies

C/C++ Compiler Toolchain + OpenCL

Accolades

70k+ Downloads

Supported Platforms

* 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 29 September 2022.

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: Bonds OpenMP

OpenBenchmarking.org metrics for this test profile configuration based on 790 public results since 20 January 2021 with the latest data as of 1 October 2022.

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)

AMD Ryzen 7 7700X 8-Core

99th

31906 ^{+/- 61}

AMD Ryzen 9 7950X 16-Core

99th

32211 ^{+/- 437}

AMD Ryzen 9 7900X 12-Core

98th

32752 ^{+/- 85}

Intel Core i9-12900K

98th

32842 ^{+/- 1329}

AMD Ryzen 5 7600X 6-Core

89th

40589 ^{+/- 274}

Intel Core i9-11900K

88th

40832 ^{+/- 1415}

AMD Ryzen 9 5950X 16-Core

87th

40882 ^{+/- 3238}

AMD Ryzen 7 5800X3D 8-Core

84th

41672 ^{+/- 287}

Intel Core i9-10900K

80th

43934 ^{+/- 591}

AMD Ryzen Threadripper 3970X 32-Core

78th

47100 ^{+/- 69}

AMD Ryzen Threadripper 3990X 64-Core

77th

48774 ^{+/- 500}

AMD Ryzen 9 3900XT 12-Core

76th

48927 ^{+/- 109}

Mid-Tier

75th

> 49064

Intel Core i7-7900X

70th

52528 ^{+/- 517}

Intel Core i5-11600K

69th

53680 ^{+/- 1519}

Intel Core i9-7980XE

68th

55718 ^{+/- 104}

AMD Ryzen 7 PRO 5850U

66th

56805 ^{+/- 234}

AMD Ryzen Threadripper 2990WX 32-Core

65th

57608 ^{+/- 1174}

AMD Ryzen 7 PRO 6850U

63rd

60063 ^{+/- 6313}

AMD Ryzen 5 3600XT 6-Core

61st

64941 ^{+/- 742}

AMD EPYC 73F3 16-Core

61st

67370 ^{+/- 441}

AMD EPYC 75F3 32-Core

60th

68414 ^{+/- 1118}

AMD Ryzen Threadripper 3960X 24-Core

60th

68788 ^{+/- 65}

AMD EPYC 74F3 24-Core

58th

69774 ^{+/- 161}

2 x AMD EPYC 73F3 16-Core

57th

69937 ^{+/- 124}

Intel Xeon E-2278GEL

56th

70943 ^{+/- 317}

AMD Ryzen 7 1700 Eight-Core

55th

71314 ^{+/- 151}

AMD EPYC 7713 64-Core

54th

72643 ^{+/- 8736}

Intel Core i9-9900KS

54th

73862 ^{+/- 367}

Median

50th

76146

AMD EPYC 7F52 16-Core

50th

76154 ^{+/- 923}

Intel Core i9-9900K

49th

77199 ^{+/- 87}

2 x AMD EPYC 7513 32-Core

48th

77915 ^{+/- 388}

2 x AMD EPYC 7713 64-Core

46th

78723 ^{+/- 692}

2 x AMD EPYC 7F52 16-Core

44th

79310 ^{+/- 686}

2 x AMD EPYC 7763 64-Core

43rd

80490 ^{+/- 1141}

AMD Ryzen 5 4500U

43rd

80791 ^{+/- 3181}

Intel Core i7-1280P

42nd

81520 ^{+/- 4163}

AMD EPYC 7542 32-Core

38th

87143 ^{+/- 392}

AMD EPYC 7742 64-Core

37th

87805 ^{+/- 432}

AMD EPYC 7502P 32-Core

36th

88718 ^{+/- 516}

AMD EPYC 7402P 24-Core

36th

88848 ^{+/- 477}

Intel Xeon Gold 6258R

35th

89643 ^{+/- 465}

2 x AMD EPYC 7742 64-Core

34th

89852 ^{+/- 392}

Intel Core i7-6800K

33rd

89989 ^{+/- 453}

AMD EPYC 7302P 16-Core

33rd

90061 ^{+/- 443}

AMD EPYC 7532 32-Core

32nd

90302 ^{+/- 323}

Intel Xeon Platinum 8280

31st

90404

AMD EPYC 7552 48-Core

30th

90619 ^{+/- 690}

AMD EPYC 7642 48-Core

29th

90864 ^{+/- 909}

AMD EPYC 7662 64-Core

29th

90891 ^{+/- 488}

Intel Xeon E-2388G

29th

91475 ^{+/- 768}

AMD EPYC 7272 12-Core

27th

92517 ^{+/- 289}

AMD EPYC 7232P 8-Core

27th

92519 ^{+/- 207}

Low-Tier

25th

> 92909

2 x Intel Xeon Gold 5220R

25th

93091 ^{+/- 533}

AMD EPYC 7282 16-Core

25th

93233 ^{+/- 751}

Intel Xeon Gold 6226R

25th

93356 ^{+/- 811}

Intel Xeon Gold 5220R

24th

94949 ^{+/- 601}

AMD Ryzen 7 3800XT 8-Core

23rd

99023 ^{+/- 571}

Intel Core i7-8700K

22nd

100567 ^{+/- 336}

AMD Ryzen 7 PRO 3700 8-Core

21st

102799

AMD Ryzen 9 PRO 3900 12-Core

21st

102849

Intel Xeon E5-1680 v3

19th

105955 ^{+/- 232}

Intel Core i7-7700K

18th

107107 ^{+/- 120}

Intel Xeon E-2278G

18th

107336

Intel Core i7-1165G7

17th

110141 ^{+/- 856}

AMD Ryzen 7 2700 Eight-Core

16th

113139 ^{+/- 185}

AMD Ryzen Threadripper 2970WX 24-Core

15th

115184 ^{+/- 8132}

Intel Xeon E5-2687W v3

15th

115478 ^{+/- 1318}

Intel Core i5-9400F

15th

116389 ^{+/- 1744}

AMD Ryzen Threadripper 2950X 16-Core

14th

118053 ^{+/- 791}

Intel Xeon E3-1275 v6

13th

120834 ^{+/- 222}

AMD EPYC 7601 32-Core

13th

122465 ^{+/- 969}

Intel Core i7-9750H

12th

123495 ^{+/- 18281}

Intel Core i7-8565U

11th

124115 ^{+/- 5945}

2 x AMD EPYC 7601 32-Core

11th

127754 ^{+/- 3494}

Intel Xeon E3-1245 v5

8th

134466 ^{+/- 478}

Intel Xeon E3-1280 v5

8th

135207 ^{+/- 326}

Intel Core i7-1065G7

7th

136903 ^{+/- 3604}

Intel Core i7-4790K

6th

142787 ^{+/- 7634}

AMD Ryzen 5 3400G

6th

147231 ^{+/- 322}

Intel Xeon Silver 4216

5th

152263 ^{+/- 679}

AMD EPYC 7551 32-Core

4th

162098 ^{+/- 205}

Intel Celeron G6900

4th

182698 ^{+/- 35}

Intel Core i7-5775C

3rd

192259 ^{+/- 313}

Intel Xeon E5-2609 v4

2nd

203957 ^{+/- 2284}

Ampere eMAG ARMv8 32-Core

1st

281884 ^{+/- 934}

Intel Core i7-4600U

1st

288715 ^{+/- 20698}

Based on OpenBenchmarking.org data, the selected test / test configuration (FinanceBench 2016-07-25 - Benchmark: Bonds OpenMP) has an average run-time of 6 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.

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.4%.

Does It Scale Well With Increasing Cores?

No, based on the automated analysis of the collected public benchmark data, this test / test settings does not generally scale well with increasing CPU core counts. Data based on publicly available results for this test / test settings, separated by vendor, result divided by the reference CPU clock speed, grouped by matching physical CPU core count, and normalized against the smallest core count tested from each vendor for each CPU having a sufficient number of test samples and statistically significant data.

Tested CPU Architectures

This benchmark has been successfully tested on the below mentioned architectures. The CPU architectures listed is where successful OpenBenchmarking.org result uploads occurred, namely for helping to determine if a given test is compatible with various alternative CPU architectures.

CPU Architecture

Kernel Identifier

Verified On

Intel / AMD x86 64-bit

x86_64

(Many Processors)

Loongson LoongArch 64-bit

loongarch64

Loongson-3A5000LL

ARMv8 64-bit

aarch64

Ampere Altra ARMv8 Neoverse-N1 160-Core, Ampere eMAG ARMv8 32-Core

AMD Ryzen 7 5800X3D Linux Benchmarks 4 Systems - 537 Benchmark Results	AMD Ryzen 7 5800X3D 8-Core - ASRock X570 Pro4 - AMD Starship Ubuntu 22.04 - 5.17.4-051704-generic - GNOME Shell 42.0
ryzen 7000 series extra 4 Systems - 361 Benchmark Results	AMD Ryzen 9 7950X 16-Core - ASUS ROG CROSSHAIR X670E HERO - AMD Device 14d8 Ubuntu 22.04 - 6.0.0-060000rc1daily20220820-generic - GNOME Shell 42.2
AMD Ryzen 7900 Series Linux CPU Benchmarks 13 Systems - 333 Benchmark Results	Intel Core i9-12900K - ASUS ROG STRIX Z690-E GAMING WIFI - Intel Device 7aa7 Ubuntu 22.04 - 6.0.0-060000rc1daily20220820-generic - GNOME Shell 42.2
GPU Compute 8 Systems - 236 Benchmark Results	AMD Ryzen 7 5800X3D 8-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 22.04 - 5.18.0-051800-generic - GNOME Shell 42.2
Linux GPU Compute 7 Systems - 241 Benchmark Results	Intel Core i9-12900K - ASUS ROG STRIX Z690-E GAMING WIFI - Intel Alder Lake-S PCH Ubuntu 22.04 - 5.18.0-051800-generic - GNOME Shell 42.2
ryzen-vm-test-max 3 Systems - 135 Benchmark Results	AMD Ryzen 7 5800X 8-Core - QEMU Standard PC - Intel 440FX 82441FX PMC Linuxmint 21 - 5.15.0-43-generic - Cinnamon 5.4.9
ryzen-vm-test-max 3 Systems - 135 Benchmark Results	AMD Ryzen 7 5800X 8-Core - QEMU Standard PC - Intel 440FX 82441FX PMC Linuxmint 21 - 5.15.0-43-generic - Cinnamon 5.4.9
ryzen-vm-test-max 2 Systems - 87 Benchmark Results	AMD Ryzen 7 5800X 8-Core - QEMU Standard PC - Intel 440FX 82441FX PMC Linuxmint 21 - 5.15.0-43-generic - Cinnamon 5.4.9
multi 1 System - 4 Benchmark Results	Intel Core i9-11900H - ASUS FX506HM v1.0 - Intel Tiger Lake-H Clear Linux OS 36750 - 5.18.16-1165.native - GNOME Shell 42.3.1
ryzen-vm-test-max 2 Systems - 78 Benchmark Results	AMD Ryzen 7 5800X 8-Core - QEMU Standard PC - Intel 440FX 82441FX PMC Linuxmint 21 - 5.15.0-43-generic - Cinnamon 5.4.9
ryzen-vm-test-max 2 Systems - 49 Benchmark Results	AMD Ryzen 7 5800X 8-Core - QEMU Standard PC - Intel 440FX 82441FX PMC Linuxmint 21 - 5.15.0-43-generic - Cinnamon 5.4.9
ryzen-vm-test-max 1 System - 10 Benchmark Results	AMD Ryzen 7 5800X 8-Core - QEMU Standard PC - Intel 440FX 82441FX PMC Linuxmint 21 - 5.15.0-43-generic - Cinnamon 5.4.9
Intel Core i7 1280P ADL-P Linux 5.19 Benchmarks Featured Kernel Comparison	5.18.8-051808-generic - 5.19.0-051900rc6daily20220713-generic
gpu_test_results 1 System - 89 Benchmark Results	2 x Intel Xeon Silver 4210 - Dell 0804P1 - Intel Sky Lake-E DMI3 Registers Ubuntu 22.04 - 5.15.0-41-generic - X Server
fulltest 1 System - 352 Benchmark Results	Intel Core i5-10400F - LENOVO 3717 - Intel Comet Lake-S 6c ManjaroLinux 21.3.2 - 5.18.7-1-MANJARO - KDE Plasma 5.24.5

Intel Core i5 11600K + Core i9 11900K Linux Performance 8 Systems - 439 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3
OnLogic Helix 500 Linux benchmarks 2 Systems - 151 Benchmark Results	Intel Core i7-10700T - Logic Supply RXM-181 - Intel Comet Lake PCH Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2
Xeon E 8 Systems - 84 Benchmark Results	Intel Xeon E-2288G - Compulab SBC-ATCFL v1.2 - Intel Cannon Lake PCH Ubuntu 20.10 - 5.8.0-26-generic - GNOME Shell 3.38.1
10100 t 3 Systems - 24 Benchmark Results	Intel Core i3-10100 - Gigabyte B460M DS3H - Intel Device 9b63 Ubuntu 20.04 - 5.9.0-050900rc7daily20201002-generic - GNOME Shell 3.36.3
AMD EPYC 7003 Linux Benchmarks 26 Systems - 438 Benchmark Results	AMD EPYC 7713 64-Core - TYAN S8030GM2NE - AMD Starship Fedora 33 - 5.11.7-200.fc33.x86_64 - GNOME Shell 3.38.4
5800X march 3 Systems - 66 Benchmark Results	AMD Ryzen 7 5800X 8-Core - ASRock X570 Pro4 - AMD Starship Ubuntu 20.10 - 5.11.0-051100rc3daily20210116-generic - GNOME Shell 3.38.1
7980XE Feb 2921 5 Systems - 89 Benchmark Results	Intel Core i9-7980XE - ASUS PRIME X299-A - Intel Sky Lake-E DMI3 Registers Ubuntu 20.10 - 5.8.0-36-generic - GNOME Shell 3.38.1
10700T Friday 4 Systems - 30 Benchmark Results	Intel Core i7-10700T - Logic Supply RXM-181 - Intel Comet Lake PCH Ubuntu 20.10 - 5.8.0-38-generic - GNOME Shell 3.38.1
9900K Feb 3 Systems - 85 Benchmark Results	Intel Core i9-9900K - ASRock Z390M Pro4 - Intel Cannon Lake PCH Ubuntu 20.04 - 5.9.0-050900rc1daily20200819-generic - GNOME Shell 3.36.4
AMD EPYC 7F72 2P Linux 5.11 3 Systems - 376 Benchmark Results	2 x AMD EPYC 7F72 24-Core - Supermicro H11DSi-NT v2.00 - AMD Starship Ubuntu 20.10 - 5.11.0-051100rc4daily20210122-generic - GNOME Shell 3.38.1
Icelake Crypt 3 Systems - 17 Benchmark Results	Intel Core i7-1065G7 - Dell 06CDVY - Intel Device 34ef Ubuntu 20.10 - 5.8.0-38-generic - GNOME Shell 3.38.1
10700T openSUSE 2 Systems - 78 Benchmark Results	Intel Core i7-10700T - Logic Supply RXM-181 - Intel Comet Lake PCH openSUSE 15.3 - 5.3.18-47-default - KDE Plasma 5.18.6
Linux 5.12 Scheduler Featured Kernel Comparison	AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 20.10 - 5.11.0-sched - GNOME Shell 3.38.2
c1700 3 Systems - 34 Benchmark Results	AMD Ryzen 7 1700 Eight-Core - MSI B350 TOMAHAWK - AMD 17h Ubuntu 20.10 - 5.11.0-rc1-phx - GNOME Shell 3.38.1
9900KS Feb 2021 3 Systems - 84 Benchmark Results	Intel Core i9-9900KS - ASUS PRIME Z390-A - Intel Cannon Lake PCH Ubuntu 20.04 - 5.9.0-050900rc8daily20201005-generic - GNOME Shell 3.36.2

FinanceBench

Project Site

Test Created

Last Updated

Test Maintainer

Test Type

Average Install Time

Average Run Time

Test Dependencies

Accolades

Supported Platforms

Revision History

Suites Using This Test

Performance Metrics

FinanceBench 2016-07-25

Benchmark: Bonds OpenMP

Does It Scale Well With Increasing Cores?

Tested CPU Architectures

Recent Test Results

Most Popular Test Results