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

54 Seconds

Test Dependencies

C/C++ Compiler Toolchain + OpenCL

Accolades

60k+ 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 6 December 2021.

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 620 public results since 20 January 2021 with the latest data as of 25 November 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

# Compatible Public Results

ms (Average)

Intel Core i9-12900K

100th

31827 ^{+/- 296}

AMD Ryzen 7 5800X 8-Core

94th

40199 ^{+/- 387}

AMD Ryzen 9 5950X 16-Core

92nd

40401 ^{+/- 1325}

AMD Ryzen 9 5900X 12-Core

91st

40578 ^{+/- 345}

Intel Core i9-11900K

89th

41127 ^{+/- 1197}

Intel Core i9-10900K

84th

43934 ^{+/- 591}

AMD Ryzen Threadripper 3970X 32-Core

82nd

47100 ^{+/- 69}

AMD Ryzen Threadripper 3990X 64-Core

81st

48774 ^{+/- 500}

AMD Ryzen 9 3900XT 12-Core

80th

48927 ^{+/- 109}

AMD Ryzen 5 5600X 6-Core

77th

51825 ^{+/- 192}

Mid-Tier

75th

> 51905

Intel Xeon E-2288G

73rd

52418 ^{+/- 709}

Intel Core i7-7900X

73rd

52528 ^{+/- 517}

Intel Core i5-11600K

73rd

53680 ^{+/- 1519}

Intel Core i9-7980XE

71st

55718 ^{+/- 104}

AMD Ryzen Threadripper 2990WX 32-Core

70th

57608 ^{+/- 1174}

AMD Ryzen 5 3600XT 6-Core

66th

64941 ^{+/- 742}

AMD EPYC 73F3 16-Core

65th

67370 ^{+/- 441}

AMD EPYC 75F3 32-Core

64th

68414 ^{+/- 1118}

AMD Ryzen Threadripper 3960X 24-Core

64th

68788 ^{+/- 65}

AMD EPYC 74F3 24-Core

61st

69774 ^{+/- 161}

AMD Ryzen 9 3950X 16-Core

61st

69834 ^{+/- 159}

2 x AMD EPYC 73F3 16-Core

61st

69937 ^{+/- 124}

Intel Xeon E-2278GEL

59th

70943 ^{+/- 317}

AMD Ryzen 7 1700 Eight-Core

58th

71314 ^{+/- 151}

AMD EPYC 7713 64-Core

57th

72643 ^{+/- 8736}

Intel Core i9-9900KS

57th

73862 ^{+/- 367}

AMD Ryzen 9 3900X 12-Core

56th

74318 ^{+/- 412}

AMD EPYC 7F32 8-Core

53rd

76089 ^{+/- 136}

AMD EPYC 7F52 16-Core

52nd

76154 ^{+/- 923}

Intel Core i9-9900K

51st

77199 ^{+/- 87}

Median

50th

77250

2 x AMD EPYC 7513 32-Core

50th

77915 ^{+/- 388}

2 x AMD EPYC 7713 64-Core

47th

78723 ^{+/- 692}

2 x AMD EPYC 7F52 16-Core

45th

79310 ^{+/- 686}

2 x AMD EPYC 7763 64-Core

43rd

80490 ^{+/- 1141}

AMD Ryzen 5 4500U

43rd

80791 ^{+/- 3181}

AMD EPYC 7542 32-Core

39th

87143 ^{+/- 392}

AMD EPYC 7742 64-Core

38th

87805 ^{+/- 432}

AMD EPYC 7502P 32-Core

36th

88718 ^{+/- 516}

AMD EPYC 7402P 24-Core

36th

88848 ^{+/- 477}

Intel Xeon Gold 6258R

34th

89643 ^{+/- 465}

2 x AMD EPYC 7742 64-Core

34th

89852 ^{+/- 392}

Intel Core i7-6800K

32nd

89989 ^{+/- 453}

AMD EPYC 7302P 16-Core

32nd

90061 ^{+/- 443}

AMD EPYC 7532 32-Core

31st

90302 ^{+/- 323}

Intel Xeon Platinum 8280

30th

90404

AMD EPYC 7552 48-Core

29th

90619 ^{+/- 690}

AMD EPYC 7642 48-Core

28th

90864 ^{+/- 909}

AMD EPYC 7662 64-Core

28th

90891 ^{+/- 488}

AMD Ryzen 7 4700U

27th

91111 ^{+/- 3672}

Low-Tier

25th

> 92462

AMD EPYC 7272 12-Core

25th

92517 ^{+/- 289}

AMD EPYC 7232P 8-Core

25th

92519 ^{+/- 207}

2 x Intel Xeon Gold 5220R

24th

93091 ^{+/- 533}

AMD EPYC 7282 16-Core

24th

93233 ^{+/- 751}

Intel Xeon Gold 6226R

23rd

93356 ^{+/- 811}

Intel Xeon Gold 5220R

22nd

94949 ^{+/- 601}

AMD Ryzen 7 3800XT 8-Core

20th

99023 ^{+/- 571}

Intel Core i7-8700K

20th

100567 ^{+/- 336}

Intel Xeon E5-1680 v3

18th

105955 ^{+/- 232}

Intel Core i7-7700K

18th

107107 ^{+/- 120}

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

125393 ^{+/- 5650}

2 x AMD EPYC 7601 32-Core

10th

127754 ^{+/- 3494}

Intel Xeon E3-1245 v5

8th

134466 ^{+/- 478}

Intel Xeon E3-1280 v5

7th

135207 ^{+/- 326}

Intel Core i7-1065G7

6th

138027 ^{+/- 1837}

Intel Core i7-4790K

6th

142787 ^{+/- 7634}

AMD Ryzen 5 3400G

5th

147231 ^{+/- 322}

Intel Xeon Silver 4216

4th

152263 ^{+/- 679}

AMD EPYC 7551 32-Core

3rd

162098 ^{+/- 205}

Intel Core i7-5775C

3rd

192259 ^{+/- 313}

Intel Xeon E5-2609 v4

1st

203957 ^{+/- 2284}

Ampere eMAG ARMv8 32-Core

1st

282543 ^{+/- 1191}

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.

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.

q 1 System - 4 Benchmark Results	2 x Intel Xeon Silver 4210R - Dell 06WXJT - Intel Sky Lake-E DMI3 Registers CentOS Linux 7 - 3.10.0-1160.45.1.el7.x86_64 - NVIDIA
Smoke Run 1 System - 290 Benchmark Results	AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.10 - 5.13.0-20-generic - GNOME Shell 40.5
test.txt 2 Systems - 5 Benchmark Results	Intel Core i5-9600K - ASUS ROG STRIX Z390-I GAMING - Intel Cannon Lake PCH Linuxmint 20.2 - 5.8.0-63-generic - Xfce 4.16
Initial Intel Xeon Platinum 8380 2P Benchmarks 11 Systems - 260 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
Initial Intel Xeon Platinum 8380 2P Benchmarks 10 Systems - 259 Benchmark Results	2 x Intel Xeon Platinum 8380 - Intel M50CYP2SB2U - Intel Device 0998 Ubuntu 20.04 - 5.11.0-051100-generic - GNOME Shell 3.36.4
lx5000ll-financebench 1 System - 1 Benchmark Result	Loongson-3A5000LL - Loongson Loongson-LS3A5000-7A1000-1w-V0.1-CRB v1.0 - Loongson LLC Hyper Transport Bridge Loongnix 20 - 4.19.0-12-loongson-3 - X Server 1.20.4
Xeon Platinum 8380 2 Systems - 103 Benchmark Results	2 x Intel Xeon Platinum 8380 - Intel M50CYP2SB2U - Intel Device 0998 Ubuntu 20.04 - 5.14.0-rc1-folio - GNOME Shell 3.36.4
Intel oneAPI DPC++ Compiler 2 Systems - 82 Benchmark Results	Intel Core i9-11900K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef Ubuntu 21.04 - 5.11.0-25-generic - GNOME Shell 3.38.4
testfinance 1 System - 1 Benchmark Result	AMD FX-8320 Eight-Core - Gigabyte GA-990FXA-UD3 - AMD RD9x0 Ubuntu 20.04 - 5.11.0-25-generic - GNOME Shell 3.36.9
AMD AOCC 3.1 Compiler Benchmarking 2 Systems - 81 Benchmark Results	AMD EPYC 7543 32-Core - TYAN S8036GM2NE-LE - AMD Starship Ubuntu 21.04 - 5.11.0-25-generic - GNOME Shell 3.38.4
4700U 2021 3 Systems - 253 Benchmark Results	AMD Ryzen 7 4700U - LENOVO LNVNB161216 - AMD Renoir Root Complex Ubuntu 20.04 - 5.9.0-050900rc7daily20201003-generic - GNOME Shell 3.36.9
fin1 1 System - 2 Benchmark Results	AMD Ryzen 9 5950X 16-Core - Gigabyte X570 I AORUS PRO WIFI - AMD Starship Ubuntu 20.04 - 5.12.2-051202-generic - GNOME Shell 3.36.9
Intel Core i5 11600K + Core i9 11900K Linux Performance 11 Systems - 454 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
Initial Intel Xeon Platinum 8380 2P Benchmarks 5 Systems - 259 Benchmark Results	2 x AMD EPYC 7763 64-Core - AMD DAYTONA_X - AMD Starship Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4
Xeon Platinum 8380 2P 1 System - 732 Benchmark Results	2 x Intel Xeon Platinum 8380 - Intel M50CYP2SB2U - Intel Device 0998 Ubuntu 20.04 - 5.11.6-051106-generic - GNOME Shell 3.36.4

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
OnLogic Helix 500 Linux benchmarks 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
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
Intel Core i5 11600K + Core i9 11900K Linux Performance 8 Systems - 439 Benchmark Results	AMD Ryzen 5 5600X 6-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3
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
Linux 5.12 Scheduler Featured Kernel Comparison	AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 20.10 - 5.11.0-051100-generic - GNOME Shell 3.38.2
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
10700T openSUSE 2 Systems - 78 Benchmark Results	Intel Core i7-10700T - Logic Supply RXM-181 - Intel Comet Lake PCH openSUSE 15.2 - 5.3.18-lp152.63-default - KDE Plasma 5.18.6
TR 3970X Thu 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
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
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
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 - 5.10.9-051009-generic - GNOME Shell 3.38.1
AMD EPYC 7003 Linux Benchmarks 26 Systems - 438 Benchmark Results	AMD EPYC 7642 48-Core - ASRockRack EPYCD8 - AMD Starship Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4
5600X Week 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

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?

Recent Test Results

Most Popular Test Results