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.

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


Public Result Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsFinanceBench Popularity Statisticspts/financebench2016.062016.082016.102016.122017.022017.042017.062017.082017.102017.122018.022018.042018.062018.082018.102018.122019.022019.042019.072019.092019.112020.012020.032020.052020.072020.092020.112021.012021.032021.052021.072021.092021.112022.012022.032022.052022.072022.097001400210028003500
* 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.
Black-Scholes OpenCL10.7%Bonds OpenMP41.7%Monte-Carlo OpenCL5.9%Repo OpenMP41.7%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: 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)
99th
6
31906 +/- 61
99th
6
32211 +/- 437
98th
5
32752 +/- 85
98th
10
32842 +/- 1329
89th
3
40589 +/- 274
88th
18
40832 +/- 1415
87th
46
40882 +/- 3238
84th
15
41672 +/- 287
80th
12
43934 +/- 591
76th
4
48927 +/- 109
Mid-Tier
75th
> 49064
70th
3
52528 +/- 517
69th
5
53680 +/- 1519
68th
5
55718 +/- 104
66th
6
56805 +/- 234
63rd
5
60063 +/- 6313
61st
4
64941 +/- 742
61st
4
67370 +/- 441
60th
7
68414 +/- 1118
58th
4
69774 +/- 161
57th
4
69937 +/- 124
56th
4
70943 +/- 317
55th
6
71314 +/- 151
54th
6
72643 +/- 8736
54th
3
73862 +/- 367
Median
50th
76146
50th
7
76154 +/- 923
49th
3
77199 +/- 87
48th
4
77915 +/- 388
46th
6
78723 +/- 692
44th
3
79310 +/- 686
43rd
10
80490 +/- 1141
43rd
11
80791 +/- 3181
42nd
3
81520 +/- 4163
38th
4
87143 +/- 392
37th
5
87805 +/- 432
36th
5
88718 +/- 516
36th
5
88848 +/- 477
35th
3
89643 +/- 465
34th
10
89852 +/- 392
33rd
3
89989 +/- 453
33rd
5
90061 +/- 443
32nd
5
90302 +/- 323
30th
5
90619 +/- 690
29th
4
90864 +/- 909
29th
5
90891 +/- 488
29th
7
91475 +/- 768
27th
5
92517 +/- 289
27th
5
92519 +/- 207
Low-Tier
25th
> 92909
25th
7
93091 +/- 533
25th
5
93233 +/- 751
25th
3
93356 +/- 811
24th
3
94949 +/- 601
23rd
5
99023 +/- 571
22nd
3
100567 +/- 336
19th
3
105955 +/- 232
18th
3
107107 +/- 120
17th
8
110141 +/- 856
16th
3
113139 +/- 185
15th
3
115478 +/- 1318
15th
3
116389 +/- 1744
13th
3
120834 +/- 222
13th
3
122465 +/- 969
12th
4
123495 +/- 18281
11th
6
124115 +/- 5945
11th
9
127754 +/- 3494
8th
3
134466 +/- 478
8th
3
135207 +/- 326
7th
8
136903 +/- 3604
6th
3
142787 +/- 7634
6th
3
147231 +/- 322
5th
6
152263 +/- 679
4th
3
162098 +/- 205
4th
4
182698 +/- 35
3rd
3
192259 +/- 313
2nd
3
203957 +/- 2284
1st
7
281884 +/- 934
1st
3
288715 +/- 20698
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Bonds OpenMP780 Results Range From 31675 To 658882 ms316754422056765693108185594400106945119490132035144580157125169670182215194760207305219850232395244940257485270030282575295120307665320210332755345300357845370390382935395480408025420570433115445660458205470750483295495840508385520930533475546020558565571110583655596200608745621290633835646380658925306090120150

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.

OpenBenchmarking.orgMinutesTime Required To Complete BenchmarkBenchmark: Bonds OpenMPRun-Time612182430Min: 2 / Avg: 5.5 / Max: 24

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

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsBenchmark: Bonds OpenMPDeviation246810Min: 0 / Avg: 0.35 / Max: 3

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.

IntelAMDOpenBenchmarking.orgRelative Core Scaling To BaseFinanceBench CPU Core ScalingBenchmark: Bonds OpenMP46812162432641280.73541.47082.20622.94163.677

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

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