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

* 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.

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)

AMD Ryzen 9 5950X 16-Core

97th

39967 ^{+/- 541}

AMD Ryzen 7 5800X 8-Core

95th

40244 ^{+/- 412}

AMD Ryzen 9 5900X 12-Core

92nd

40572 ^{+/- 365}

Intel Core i9-11900K

88th

41310 ^{+/- 99}

Intel Core i9-10900K

86th

44165 ^{+/- 271}

AMD Ryzen Threadripper 3970X 32-Core

84th

47100 ^{+/- 69}

AMD Ryzen Threadripper 3990X 64-Core

83rd

48774 ^{+/- 500}

AMD Ryzen 9 3900XT 12-Core

82nd

48927 ^{+/- 109}

AMD Ryzen 5 5600X 6-Core

80th

51822 ^{+/- 222}

Intel Xeon E-2288G

77th

52418 ^{+/- 709}

Intel Core i7-7900X

77th

52528 ^{+/- 517}

Mid-Tier

75th

> 54790

Intel Core i5-11600K

75th

54790

Intel Core i9-7980XE

75th

55718 ^{+/- 104}

AMD Ryzen Threadripper 2990WX 32-Core

72nd

57608 ^{+/- 1174}

AMD Ryzen 5 3600XT 6-Core

69th

64941 ^{+/- 742}

2 x AMD EPYC 75F3 32-Core

69th

65408 ^{+/- 8910}

AMD EPYC 75F3 32-Core

68th

68060 ^{+/- 1152}

AMD Ryzen Threadripper 3960X 24-Core

67th

68788 ^{+/- 65}

AMD Ryzen 9 3950X 16-Core

65th

69834 ^{+/- 159}

AMD EPYC 7713 64-Core

64th

70678 ^{+/- 10537}

Intel Xeon E-2278GEL

64th

70943 ^{+/- 317}

AMD Ryzen 7 1700 Eight-Core

62nd

71314 ^{+/- 151}

Intel Core i9-9900KS

61st

73862 ^{+/- 367}

AMD Ryzen 9 3900X 12-Core

61st

74318 ^{+/- 412}

AMD EPYC 7F32 8-Core

58th

76089 ^{+/- 136}

AMD EPYC 7F52 16-Core

58th

76154 ^{+/- 923}

Intel Core i9-9900K

56th

77199 ^{+/- 87}

Intel Core i9-10980XE

54th

78590 ^{+/- 2606}

AMD EPYC 7763 64-Core

53rd

78970 ^{+/- 227}

2 x AMD EPYC 7713 64-Core

52nd

79039 ^{+/- 364}

2 x AMD EPYC 7F52 16-Core

51st

79310 ^{+/- 686}

Median

50th

79818

2 x AMD EPYC 7763 64-Core

50th

80655 ^{+/- 1196}

AMD Ryzen 5 4500U

49th

80791 ^{+/- 3181}

AMD EPYC 7542 32-Core

45th

87143 ^{+/- 392}

AMD EPYC 7742 64-Core

44th

87805 ^{+/- 432}

AMD EPYC 7502P 32-Core

41st

88718 ^{+/- 516}

AMD EPYC 7402P 24-Core

41st

88848 ^{+/- 477}

Intel Xeon Gold 6258R

39th

89643 ^{+/- 465}

2 x AMD EPYC 7742 64-Core

39th

89852 ^{+/- 392}

Intel Core i7-6800K

37th

89989 ^{+/- 453}

AMD EPYC 7302P 16-Core

37th

90061 ^{+/- 443}

AMD EPYC 7532 32-Core

35th

90302 ^{+/- 323}

Intel Xeon Platinum 8280

34th

90404

AMD EPYC 7552 48-Core

32nd

90619 ^{+/- 690}

AMD EPYC 7642 48-Core

31st

90864 ^{+/- 909}

AMD EPYC 7662 64-Core

31st

90891 ^{+/- 488}

AMD EPYC 7272 12-Core

28th

92517 ^{+/- 289}

AMD EPYC 7232P 8-Core

28th

92519 ^{+/- 207}

2 x Intel Xeon Gold 5220R

26th

93091 ^{+/- 533}

AMD EPYC 7282 16-Core

26th

93233 ^{+/- 751}

Intel Xeon Gold 6226R

26th

93356 ^{+/- 811}

Low-Tier

25th

> 93647

Intel Xeon Gold 5220R

25th

94949 ^{+/- 601}

AMD Ryzen 7 3800XT 8-Core

22nd

99023 ^{+/- 571}

Intel Core i7-8700K

22nd

100567 ^{+/- 336}

Intel Xeon E5-1680 v3

21st

105955 ^{+/- 232}

Intel Core i7-7700K

20th

107107 ^{+/- 120}

Intel Core i7-1165G7

19th

110141 ^{+/- 856}

AMD Ryzen 7 2700 Eight-Core

18th

113139 ^{+/- 185}

AMD Ryzen Threadripper 2970WX 24-Core

17th

115184 ^{+/- 8132}

Intel Xeon E5-2687W v3

17th

115478 ^{+/- 1318}

Intel Core i5-9400F

17th

116389 ^{+/- 1744}

AMD Ryzen Threadripper 2950X 16-Core

16th

118053 ^{+/- 791}

Intel Xeon E3-1275 v6

15th

120834 ^{+/- 222}

AMD EPYC 7601 32-Core

14th

122465 ^{+/- 969}

Intel Core i7-9750H

13th

123495 ^{+/- 18281}

Intel Core i7-8565U

11th

125393 ^{+/- 5650}

2 x AMD EPYC 7601 32-Core

11th

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

2nd

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 0.3%.

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.

Microsoft Azure EPYC 7003 HBv3 Benchmarks 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
Intel Core i5 11600K + Core i9 11900K Linux Performance 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
Intel Core i5 11600K + Core i9 11900K Linux Performance 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
AMD EPYC 7003 Linux Benchmarks 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
Core i9 11900K + ASUS MAXIMUS XIII HERO 0703 BIOS Linux Performance 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
Intel Core i9 11900K Rocket Lake Mitigation Impact 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
AMD EPYC 7003 Linux Benchmarks 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
Intel Core i5 11600K + Core i9 11900K Linux Performance 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
AMD EPYC 7003 Linux Benchmarks 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
Broadwell 5775C 2021 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
AMD EPYC 7003 Linux Benchmarks 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
onerun EPYC data 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

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
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
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
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
Ryzen 5 3600XT 2021 AMD 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
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
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
inaug Xeon Silver 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
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
Xeon Gold Weekend 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

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