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 Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsFinanceBench Popularity Statisticspts/financebench2016.062016.082016.102016.122017.022017.042017.062017.082017.102017.122018.022018.042018.062018.082018.102018.122019.022019.042019.072019.092019.112020.012020.032020.052020.072020.092020.112021.012021.032021.052021.072021.092021.116001200180024003000
* 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.
Black-Scholes OpenCL59.1%Bonds OpenMP7.8%Monte-Carlo OpenCL25.3%Repo OpenMP7.8%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 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)
100th
6
31827 +/- 296
94th
12
40199 +/- 387
92nd
36
40401 +/- 1325
91st
24
40578 +/- 345
89th
16
41127 +/- 1197
84th
12
43934 +/- 591
80th
4
48927 +/- 109
77th
9
51825 +/- 192
Mid-Tier
75th
> 51905
73rd
11
52418 +/- 709
73rd
3
52528 +/- 517
73rd
5
53680 +/- 1519
71st
5
55718 +/- 104
66th
4
64941 +/- 742
65th
4
67370 +/- 441
64th
7
68414 +/- 1118
61st
4
69774 +/- 161
61st
3
69834 +/- 159
61st
4
69937 +/- 124
59th
4
70943 +/- 317
58th
6
71314 +/- 151
57th
6
72643 +/- 8736
57th
3
73862 +/- 367
56th
3
74318 +/- 412
53rd
5
76089 +/- 136
52nd
7
76154 +/- 923
51st
3
77199 +/- 87
Median
50th
77250
50th
4
77915 +/- 388
47th
6
78723 +/- 692
45th
3
79310 +/- 686
43rd
10
80490 +/- 1141
43rd
11
80791 +/- 3181
39th
4
87143 +/- 392
38th
5
87805 +/- 432
36th
5
88718 +/- 516
36th
5
88848 +/- 477
34th
3
89643 +/- 465
34th
10
89852 +/- 392
32nd
3
89989 +/- 453
32nd
5
90061 +/- 443
31st
5
90302 +/- 323
29th
5
90619 +/- 690
28th
4
90864 +/- 909
28th
5
90891 +/- 488
27th
3
91111 +/- 3672
Low-Tier
25th
> 92462
25th
5
92517 +/- 289
25th
5
92519 +/- 207
24th
7
93091 +/- 533
24th
5
93233 +/- 751
23rd
3
93356 +/- 811
22nd
3
94949 +/- 601
20th
5
99023 +/- 571
20th
3
100567 +/- 336
18th
3
105955 +/- 232
18th
3
107107 +/- 120
17th
8
110141 +/- 856
16th
3
113139 +/- 185
15th
3
115478 +/- 1318
15th
3
116389 +/- 1744
13th
3
120834 +/- 222
13th
3
122465 +/- 969
12th
4
123495 +/- 18281
11th
5
125393 +/- 5650
10th
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
3rd
3
192259 +/- 313
1st
3
203957 +/- 2284
1st
3
282543 +/- 1191
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Bonds OpenMP620 Results Range From 31675 To 658882 ms316754422056765693108185594400106945119490132035144580157125169670182215194760207305219850232395244940257485270030282575295120307665320210332755345300357845370390382935395480408025420570433115445660458205470750483295495840508385520930533475546020558565571110583655596200608745621290633835646380658925306090120150

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-Time510152025Min: 1 / Avg: 4.55 / Max: 22

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.4%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsBenchmark: Bonds OpenMPDeviation246810Min: 0 / Avg: 0.37 / 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 OpenMP46812162432641280.49580.99161.48741.98322.479

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