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.ioTest Created
6 June 2016Last Updated
21 January 2021Test Maintainer
Michael LarabelTest Type
GraphicsAverage Install Time
3 SecondsAverage Run Time
13 SecondsTest Dependencies
C/C++ Compiler Toolchain + OpenCLAccolades
70k+ DownloadsSupported 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.
*** Test profile page view reporting began March 2021.
Data updated weekly as of 18 November 2024.
Suites Using This Test
Performance Metrics
Analyze Test Configuration:FinanceBench 2016-07-25
Benchmark: Black-Scholes OpenCL
OpenBenchmarking.org metrics for this test profile configuration based on 311 public results since 20 January 2021 with the latest data as of 7 October 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.
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.
Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.9%.
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.
Recent Test Results
Compare
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1 System - 113 Benchmark Results |
AMD Ryzen 9 7900X3D 12-Core - ASUS ProArt B650-CREATOR - AMD Device 14d8 Ubuntu 24.04 - 6.8.0-47-generic - GNOME Shell 46.0 |
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2 Systems - 85 Benchmark Results |
2 x Intel Xeon Gold 6226R - (5.14 BIOS) - Intel Sky Lake-E DMI3 Registers Ubuntu 24.04 - 6.8.0-38-generic - X Server |
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1 System - 97 Benchmark Results |
Intel Core Ultra 7 155H - MTL Swift SFG14-72T Coral_MTH - Intel Device 7e7f Ubuntu 24.10 - 6.11.0-rc6-phx - GNOME Shell 47.0 |
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1 System - 116 Benchmark Results |
AMD Ryzen 7 3700X 8-Core - ASUS TUF GAMING X570-PLUS - AMD Starship RockyLinux 9.4 - 6.1.102-1.el9.elrepo.x86_64 - KDE Plasma 5.27.11 |
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2 Systems - 91 Benchmark Results |
Intel Xeon Gold 6226R - QEMU Standard PC - Intel 440FX 82441FX PMC Ubuntu 24.04 - 6.8.0-39-generic - X Server |
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Featured Compiler Comparison |
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1 System - 83 Benchmark Results |
2 x Intel Xeon Gold 6226R - (5.14 BIOS) - Intel Sky Lake-E DMI3 Registers Ubuntu 24.04 - 6.8.0-38-generic - X Server |
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2 Systems - 130 Benchmark Results |
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