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

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/financebench2016.062016.092016.122017.032017.062017.092017.122018.032018.062018.092018.122019.032019.072019.102020.012020.042020.072020.102021.012021.042021.072021.102022.012022.042022.072022.102023.012023.042023.072023.102024.012024.0413002600390052006500
* 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 22 April 2024.
Black-Scholes OpenCL13.0%Bonds OpenMP40.7%Monte-Carlo OpenCL5.6%Repo OpenMP40.6%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: Black-Scholes OpenCL

OpenBenchmarking.org metrics for this test profile configuration based on 276 public results since 20 January 2021 with the latest data as of 17 April 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)
MSI NVIDIA GeForce RTX 4090
93rd
3
3
NVIDIA GeForce RTX 4090
90th
7
3
NVIDIA GH200
86th
10
4
NVIDIA GeForce RTX 4080
83rd
3
4
NVIDIA GeForce RTX 3090
77th
24
6
Mid-Tier
75th
> 6
NVIDIA GeForce RTX 3080 Ti
68th
5
7
NVIDIA GeForce RTX 3080
63rd
14
7
NVIDIA GeForce RTX 2080 Ti
56th
10
9
Median
50th
10
NVIDIA GeForce RTX 3070 Ti
50th
4
10
Gigabyte NVIDIA GeForce RTX 3070
50th
4
10
NVIDIA GeForce RTX 3070
47th
11
10
NVIDIA GeForce RTX 2080 SUPER
44th
7
11
NVIDIA GeForce GTX 1080
42nd
3
11
Zotac NVIDIA GeForce RTX 2080
39th
6
12
NVIDIA GeForce RTX 2070 SUPER
36th
7
13
NVIDIA GeForce RTX 3060 Ti
34th
11
13
ASUS NVIDIA GeForce RTX 2070
29th
6
16
eVGA NVIDIA GeForce RTX 3060
26th
8
16
Low-Tier
25th
> 16
NVIDIA GeForce RTX 2060 SUPER
25th
7
16
NVIDIA GeForce RTX 2060
21st
6
20
NVIDIA Quadro RTX 4000
18th
9
23
NVIDIA Quadro RTX 5000 with Max-Q Design
13th
9
28
MSI Intel HD 630
8th
3
42
Intel HD P630
7th
3
42
Intel HD 5500
4th
7
47
Intel HD 4400 HSW GT2
3rd
3
55 +/- 4
NVIDIA T400
1st
3
243 +/- 6
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Black-Scholes OpenCL276 Results Range From 0 To 250 ms1632486480961121281441601761922082242402564080120160200

Based on OpenBenchmarking.org data, the selected test / test configuration (FinanceBench 2016-07-25 - Benchmark: Black-Scholes OpenCL) has an average run-time of 2 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: Black-Scholes OpenCLRun-Time246810Min: 1 / Avg: 1 / Max: 1

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 1%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsBenchmark: Black-Scholes OpenCLDeviation3691215Min: 0 / Avg: 0.99 / Max: 10

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)
ARMv8 64-bit
aarch64
ARMv8 Neoverse-V2 72-Core

Recent Test Results

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1 System - 134 Benchmark Results

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Ubuntu 23.04 - 6.2.0-39-generic - GNOME Shell 44.3

3 Systems - 105 Benchmark Results

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Ubuntu 22.04 - 5.15.0-102-generic - X Server 1.21.1.3

1 System - 133 Benchmark Results

AMD Ryzen Threadripper 7960X 24-Cores - ASRock TRX50 WS - AMD Device 14a4

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1 System - 129 Benchmark Results

AMD Ryzen Threadripper 7960X 24-Cores - ASRock TRX50 WS - AMD Device 14a4

Ubuntu 22.04 - 6.5.0-25-generic - GNOME Shell 42.9

1 System - 4 Benchmark Results

Intel Core i7-14700K - ASUS ProArt Z690-CREATOR WIFI - Intel Alder Lake-S PCH

Fedora Linux 39 - 6.7.9-200.fc39.x86_64 - GNOME Shell 45.4

4 Systems - 61 Benchmark Results

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6 Systems - 23 Benchmark Results

ARMv8 Neoverse-V2 - Quanta Cloud QuantaGrid S74G-2U 1S7GZ9Z0000 S7G MB - 1 x 480GB DRAM-6400MT

Ubuntu 22.04 - 6.5.0-1007-NVIDIA-64k - NVIDIA

2 Systems - 100 Benchmark Results

14 x Intel Xeon Gold 6342 - Nutanix AHV - Intel 440FX 82441FX PMC

Ubuntu 20.04 - 5.4.0-172-generic - NVIDIA

1 System - 100 Benchmark Results

14 x Intel Xeon Gold 6342 - Nutanix AHV - Intel 440FX 82441FX PMC

Ubuntu 20.04 - 5.4.0-172-generic - NVIDIA

5 Systems - 166 Benchmark Results

Intel Core i9-13900K - ASUS TUF GAMING Z790-PRO WIFI - Intel Device 7a27

EndeavourOS rolling - 6.7.1-arch1-1 - KDE Plasma 5.27.10

1 System - 158 Benchmark Results

Intel Core i7-13700 - HP 895C - Intel Device 7aa7

Linuxmint 21.2 - 6.1.0-1033-oem - Cinnamon 5.8.4

1 System - 158 Benchmark Results

Intel Core i7-13700 - HP 895E - Intel Device 7aa7

Linuxmint 21.2 - 6.1.0-1033-oem - Cinnamon 5.8.4

1 System - 157 Benchmark Results

Intel Core i7-13700 - LENOVO 3333 - Intel Device 7aa7

Linuxmint 21.2 - 5.15.0-94-generic - Cinnamon 5.8.4

4 Systems - 166 Benchmark Results

Intel Core i9-13900K - ASUS TUF GAMING Z790-PRO WIFI - Intel Device 7a27

EndeavourOS rolling - 6.7.1-arch1-1 - KDE Plasma 5.27.10

3 Systems - 156 Benchmark Results

Intel Core i9-13900K - ASUS TUF GAMING Z790-PRO WIFI - Intel Device 7a27

EndeavourOS rolling - 6.7.1-arch1-1 - KDE Plasma 5.27.10

Most Popular Test Results

OpenBenchmarking.org Results Compare

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

12 Systems - 59 Benchmark Results

AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2

4 Systems - 138 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

3 Systems - 100 Benchmark Results

AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 20.04 - 5.8.0-48-generic - GNOME Shell 3.36.7

3 Systems - 177 Benchmark Results

AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 21.10 - 5.13.0-22-generic - GNOME Shell 40.5

2 Systems - 358 Benchmark Results

AMD Ryzen Threadripper 3990X 64-Core - Gigabyte TRX40 DESIGNARE - AMD Starship

Ubuntu 20.04 - 5.13.0-28-generic - X Server 1.20.11

2 Systems - 243 Benchmark Results

Intel Core i9-10885H - HP 8736 - Intel Comet Lake PCH

Ubuntu 20.10 - 5.8.0-43-generic - GNOME Shell 3.38.2

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Ubuntu 20.04 - 5.9.0-050900rc8daily20201011-generic - X Server 1.20.8

3 Systems - 99 Benchmark Results

AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 20.04 - 5.8.0-48-generic - GNOME Shell 3.36.7

8 Systems - 236 Benchmark Results

AMD Ryzen 7 5800X3D 8-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 22.04 - 5.18.0-051800-generic - GNOME Shell 42.2

2 Systems - 89 Benchmark Results

2 x Intel Xeon Silver 4208 - Dell 0DY2X0 - 64GB

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