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

13 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/financebench2016.062016.092016.122017.032017.062017.092017.122018.032018.062018.092018.122019.032019.072019.102020.012020.042020.072020.102021.012021.042021.072021.102022.012022.042022.072022.102023.012023.042023.072023.102024.012024.042024.072024.1016003200480064008000
* 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 updated weekly as of 25 December 2024.
Black-Scholes OpenCL13.8%Bonds OpenMP39.9%Monte-Carlo OpenCL6.6%Repo OpenMP39.7%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 914 public results since 20 January 2021 with the latest data as of 20 December 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.

Component
Percentile Rank
# Compatible Public Results
ms (Average)
100th
16
30855 +/- 242
97th
9
31891 +/- 53
96th
9
31980 +/- 608
96th
6
32485 +/- 625
95th
3
32763 +/- 82
95th
7
32770 +/- 76
94th
12
33097 +/- 1341
94th
7
33235 +/- 220
93rd
5
33535 +/- 23
92nd
7
33971 +/- 76
91st
7
35556 +/- 2142
83rd
6
40510 +/- 194
82nd
31
40578 +/- 369
82nd
48
40783 +/- 3220
81st
18
40832 +/- 1415
80th
22
41132 +/- 2609
78th
15
41672 +/- 287
Mid-Tier
75th
> 43196
74th
12
43934 +/- 591
72nd
8
46643 +/- 2123
72nd
5
46994 +/- 187
69th
4
48927 +/- 109
67th
11
51155 +/- 7490
63rd
3
52528 +/- 517
62nd
5
53680 +/- 1519
61st
5
55718 +/- 104
61st
4
55937 +/- 597
59th
6
56805 +/- 234
56th
5
60063 +/- 6313
55th
4
64941 +/- 742
54th
4
67370 +/- 441
53rd
7
68414 +/- 1118
51st
4
69774 +/- 161
51st
4
69937 +/- 124
Median
50th
70017
50th
4
70943 +/- 317
49th
6
71314 +/- 151
48th
6
72643 +/- 8736
48th
3
73862 +/- 367
45th
7
76154 +/- 923
43rd
3
77199 +/- 87
43rd
4
77915 +/- 388
41st
6
78723 +/- 692
39th
3
79310 +/- 686
38th
10
80490 +/- 1141
38th
11
80791 +/- 3181
37th
4
81295 +/- 213
36th
3
81520 +/- 4163
33rd
4
87143 +/- 392
33rd
5
87805 +/- 432
31st
5
88718 +/- 516
31st
5
88848 +/- 477
30th
3
89643 +/- 465
30th
10
89852 +/- 392
29th
3
89989 +/- 453
29th
5
90061 +/- 443
28th
5
90302 +/- 323
26th
5
90619 +/- 690
26th
4
90864 +/- 909
26th
5
90891 +/- 488
Low-Tier
25th
> 91107
25th
7
91475 +/- 768
23rd
5
92517 +/- 289
23rd
5
92519 +/- 207
22nd
7
93091 +/- 533
22nd
5
93233 +/- 751
22nd
3
93356 +/- 811
21st
3
94949 +/- 601
20th
5
99023 +/- 571
19th
3
100567 +/- 336
16th
3
105955 +/- 232
16th
3
107107 +/- 120
15th
8
110141 +/- 856
14th
3
113139 +/- 185
13th
3
115478 +/- 1318
13th
3
116389 +/- 1744
12th
3
120834 +/- 222
11th
3
122465 +/- 969
11th
4
123495 +/- 18281
10th
6
124115 +/- 5945
9th
9
127754 +/- 3494
7th
3
134466 +/- 478
7th
3
135207 +/- 326
6th
8
136903 +/- 3604
6th
3
142787 +/- 7634
5th
3
147231 +/- 322
4th
6
152263 +/- 679
4th
3
162098 +/- 205
3rd
4
182698 +/- 35
3rd
3
192259 +/- 313
2nd
3
203957 +/- 2284
1st
7
281884 +/- 934
1st
3
288715 +/- 20698
Detailed Performance Overview
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Bonds OpenMP914 Results Range From 28480 To 658882 ms2848041089536986630778916915251041341167431293521419611545701671791797881923972050062176152302242428332554422680512806602932693058783184873310963437053563143689233815323941414067504193594319684445774571864697954824044950135076225202315328405454495580585706675832765958856084946211036337126463216589304080120160200

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-Time510152025Min: 2 / Avg: 5.02 / Max: 23

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 OpenMP4681012162432641280.79171.58342.37513.16683.9585

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
ARMv8 Cortex-A78E 12-Core, Ampere Altra ARMv8 Neoverse-N1 160-Core, Ampere eMAG ARMv8 32-Core

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