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

54 Seconds

Test Dependencies

C/C++ Compiler Toolchain + OpenCL

Accolades

60k+ Downloads

Supported Platforms


Public Result UploadsReported Installs*Test Completions*OpenBenchmarking.orgEventsFinanceBench Popularity Statisticspts/financebench2016.062016.082016.102016.122017.022017.042017.062017.082017.102017.122018.022018.042018.062018.082018.102018.122019.022019.042019.072019.092019.112020.012020.032020.052020.072020.092020.112021.012021.03400800120016002000
* 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.
Data current as of Sat, 10 Apr 2021 13:49:35 GMT.
Black-Scholes OpenCL52.9%Bonds OpenMP10.7%Monte-Carlo OpenCL25.7%Repo OpenMP10.8%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 489 public results since 20 January 2021 with the latest data as of 10 April 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
# Matching Public Results
ms (Average)
97th
25
39967 +/- 541
95th
10
40244 +/- 412
92nd
21
40572 +/- 365
88th
11
41310 +/- 99
86th
10
44165 +/- 271
82nd
4
48927 +/- 109
80th
7
51822 +/- 222
77th
11
52418 +/- 709
77th
3
52528 +/- 517
Mid-Tier
75th
> 54790
75th
5
55718 +/- 104
69th
4
64941 +/- 742
69th
9
65408 +/- 8910
68th
5
68060 +/- 1152
65th
3
69834 +/- 159
64th
4
70678 +/- 10537
64th
4
70943 +/- 317
62nd
6
71314 +/- 151
61st
3
73862 +/- 367
61st
3
74318 +/- 412
58th
5
76089 +/- 136
58th
7
76154 +/- 923
56th
3
77199 +/- 87
54th
6
78590 +/- 2606
53rd
3
78970 +/- 227
52nd
4
79039 +/- 364
51st
3
79310 +/- 686
Median
50th
79818
50th
8
80655 +/- 1196
49th
11
80791 +/- 3181
45th
4
87143 +/- 392
44th
5
87805 +/- 432
41st
5
88718 +/- 516
41st
5
88848 +/- 477
39th
3
89643 +/- 465
39th
10
89852 +/- 392
37th
3
89989 +/- 453
37th
5
90061 +/- 443
35th
5
90302 +/- 323
32nd
5
90619 +/- 690
31st
4
90864 +/- 909
31st
5
90891 +/- 488
28th
5
92517 +/- 289
28th
5
92519 +/- 207
26th
7
93091 +/- 533
26th
5
93233 +/- 751
26th
3
93356 +/- 811
Low-Tier
25th
> 93647
25th
3
94949 +/- 601
22nd
5
99023 +/- 571
22nd
3
100567 +/- 336
21st
3
105955 +/- 232
20th
3
107107 +/- 120
19th
8
110141 +/- 856
18th
3
113139 +/- 185
17th
3
115478 +/- 1318
17th
3
116389 +/- 1744
15th
3
120834 +/- 222
14th
3
122465 +/- 969
13th
4
123495 +/- 18281
11th
5
125393 +/- 5650
11th
9
127754 +/- 3494
8th
3
134466 +/- 478
7th
3
135207 +/- 326
6th
7
138027 +/- 1837
6th
3
142787 +/- 7634
5th
3
147231 +/- 322
4th
6
152263 +/- 679
3rd
3
162098 +/- 205
2nd
3
192259 +/- 313
1st
3
203957 +/- 2284
1st
3
282543 +/- 1191
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Bonds OpenMP489 Results Range From 39148 To 283852 ms3914844043489385383358728636236851873413783088320388098929939788810278310767811257311746812236312725813215313704814194314683815173315662816152316641817131317620818110318599819089319578820068320557821047321536822026322515823005323494823984324473824963325452825942326431826921327410827900328389820406080100

Based on OpenBenchmarking.org data, the selected test / test configuration (FinanceBench 2016-07-25 - Benchmark: Bonds OpenMP) has an average run-time of 5 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-Time48121620Min: 1 / Avg: 4.38 / Max: 17

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.3%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsBenchmark: Bonds OpenMPDeviation246810Min: 0 / Avg: 0.34 / 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 OpenMP4681216182432641280.6751.352.0252.73.375

Recent Test Results

OpenBenchmarking.org Results Compare

2 Systems - 86 Benchmark Results

2 x AMD EPYC 7V13 64-Core - Microsoft Virtual Machine - 442GB

CentOS Linux 8 - 4.18.0-147.8.1.el8_1.x86_64 - GCC 8.3.1 20190507

12 Systems - 453 Benchmark Results

Intel Core i9-10900K - Gigabyte Z490 AORUS MASTER - Intel Comet Lake PCH

Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3

9 Systems - 442 Benchmark Results

AMD Ryzen 7 5800X 8-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3

26 Systems - 438 Benchmark Results

2 x AMD EPYC 7742 64-Core - Supermicro H11DSi-NT v2.00 - AMD Starship

Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4

1 System - 323 Benchmark Results

Intel Core i9-11900K - ASUS ROG MAXIMUS XIII HERO - Intel Tiger Lake-H

Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3

2 Systems - 96 Benchmark Results

Intel Core i9-11900K - ASUS ROG MAXIMUS XIII HERO - Intel Tiger Lake-H

Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3

25 Systems - 438 Benchmark Results

AMD EPYC 7742 64-Core - ASRockRack EPYCD8 - AMD Starship

Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4

8 Systems - 439 Benchmark Results

Intel Core i5-11600K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef

Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3

24 Systems - 333 Benchmark Results

2 x AMD EPYC 75F3 32-Core - AMD DAYTONA_X - AMD Starship

Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4

4 Systems - 56 Benchmark Results

Intel Core i7-5775C - MSI Z97-G45 GAMING - Intel Broadwell-U DMI

Ubuntu 18.10 - 5.0.0-999-generic - GNOME Shell 3.30.2

24 Systems - 307 Benchmark Results

AMD EPYC 7F52 16-Core - Supermicro H11DSi-NT v2.00 - AMD Starship

Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4

2 Systems - 255 Benchmark Results

2 x AMD EPYC 7763 64-Core - AMD DAYTONA_X - AMD Starship

Ubuntu 20.04 - 5.11.6-051106-generic - GNOME Shell 3.36.4

Most Popular Test Results

OpenBenchmarking.org Results Compare

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

2 Systems - 151 Benchmark Results

Intel Xeon E-2278GEL - Logic Supply RXM-181 - Intel Cannon Lake PCH

Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2

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

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

3 Systems - 23 Benchmark Results

AMD Ryzen Threadripper 3970X 32-Core - ASUS ROG ZENITH II EXTREME - AMD Starship

Ubuntu 20.10 - 5.11.0-rc1-phx - GNOME Shell 3.38.1

4 Systems - 62 Benchmark Results

AMD Ryzen 5 3600XT 6-Core - MSI X470 GAMING M7 AC - AMD Starship

Ubuntu 20.10 - 5.8.0-33-generic - GNOME Shell 3.38.1

4 Systems - 48 Benchmark Results

AMD Ryzen 5 5600X 6-Core - ASUS TUF GAMING B550M-PLUS - AMD Starship

Ubuntu 20.10 - 5.10.4-051004-generic - GNOME Shell 3.38.1

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

3 Systems - 15 Benchmark Results

Intel Xeon Silver 4216 - TYAN S7100AG2NR - Intel Sky Lake-E DMI3 Registers

Debian 10 - 4.19.0-9-amd64 - GNOME Shell 3.30.2

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

3 Systems - 58 Benchmark Results

Intel Xeon Gold 6226R - Supermicro X11SPL-F v1.02 - Intel Sky Lake-E DMI3 Registers

Ubuntu 20.04 - 5.9.0-050900rc6daily20200921-generic - GNOME Shell 3.36.4

Find More Test Results