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 874 public results since 20 January 2021 with the latest data as of 23 November 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 - 124 Benchmark Results |
2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1 |
1 System - 124 Benchmark Results |
2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1 |
1 System - 135 Benchmark Results |
2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1 |
Featured Graphics Comparison |
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1 System - 2 Benchmark Results |
ARMv8 Cortex-A78E - NVIDIA Jetson - 62GB Ubuntu 22.04 - 5.15.136-tegra - GNOME Shell 42.9 |
1 System - 1 Benchmark Result |
ARMv8 Cortex-A78E - NVIDIA Jetson - 62GB Ubuntu 22.04 - 5.15.136-tegra - GNOME Shell 42.9 |
1 System - 137 Benchmark Results |
2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1 |
5 Systems - 531 Benchmark Results |
AMD EPYC 7702 64-Core - Supermicro Super Server H12SSL-NT v1.02 - AMD Starship Debian 12 - 6.8.8-2-pve - NVIDIA |
1 System - 9 Benchmark Results |
AMD Ryzen 9 7945HX - Shenzhen Meigao Electronic Equipment DRFXI - AMD Device 14d8 Ubuntu 22.04 - 6.5.0-41-generic - GNOME Shell 42.9 |
1 System - 5 Benchmark Results |
AMD Ryzen 9 7950X 16-Core - ASRock B650M PG Riptide - AMD Device 14d8 Arch Linux - 6.7.7-arch1-1 - X Server |