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.
OpenBenchmarking.org metrics for this test profile configuration based on 866 public results since 20 January 2021 with the latest data as of 17 March 2024.
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.
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 0.3%.
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.
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.
1 System - 4 Benchmark Results |
Intel Core i7-14700K - ASUS ProArt Z690-CREATOR WIFI - Intel Alder Lake-S PCH Fedora Linux 39 - 6.7.9-200.fc39.x86_64 - GNOME Shell 45.4 |
1 System - 5 Benchmark Results |
Intel Core i5-8250U - HP 83B2 - Intel Xeon E3-1200 v6 Ubuntu 22.04 - 6.5.0-14-generic - GNOME Shell 42.2 |
1 System - 5 Benchmark Results |
AMD Ryzen 7 7800X3D 8-Core - ASUS ROG STRIX B650E-I GAMING WIFI - AMD Device 14d8 Pop 22.04 - 6.6.6-76060606-generic - GNOME Shell 42.5 |
1 System - 7 Benchmark Results |
16 x AMD Ryzen Threadripper 3960X 24-Core - Intel 440BX - Intel 440BX Ubuntu 20.04 - 5.15.0-75-generic - GNOME Shell 3.36.9 |
1 System - 12 Benchmark Results |
8 x AMD Ryzen Threadripper 3960X 24-Core - Intel 440BX - Intel 440BX Ubuntu 20.04 - 5.15.0-88-generic - GNOME Shell 3.36.4 |
2 Systems - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Ubuntu 20.04 - 4.4.0-19041-Microsoft - 1.1.182 |
2 Systems - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Debian GNU - 4.4.0-19041-Microsoft - GCC 12.2.0 |
1 System - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Debian GNU - 4.4.0-19041-Microsoft - GCC 12.2.0 |
1 System - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Ubuntu 20.04 - 4.4.0-19041-Microsoft - 1.1.182 |
3 Systems - 100 Benchmark Results |
Intel Core i9-14900K - ASUS PRIME Z790-P WIFI - Intel Device 7a27 Ubuntu 23.10 - 6.5.0-9-generic - GNOME Shell 45.0 |