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

* 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 21 November 2024.

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 873 public results since 20 January 2021 with the latest data as of 15 September 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)

Intel Core i9-13900K

100th

30855 ^{+/- 242}

AMD Ryzen 7 7700X 8-Core

97th

31891 ^{+/- 53}

AMD Ryzen 9 7950X 16-Core

96th

31980 ^{+/- 608}

Intel Core i9-14900K

96th

32485 ^{+/- 625}

AMD Ryzen 9 7900X 12-Core

95th

32770 ^{+/- 76}

Intel Core i9-12900K

94th

33097 ^{+/- 1341}

AMD Ryzen 5 7600X 6-Core

85th

40510 ^{+/- 194}

AMD Ryzen 9 5900X 12-Core

85th

40578 ^{+/- 369}

Intel Core i9-11900K

84th

40832 ^{+/- 1415}

AMD Ryzen 9 5950X 16-Core

83rd

40872 ^{+/- 3201}

AMD Ryzen 7 5800X 8-Core

83rd

41132 ^{+/- 2609}

AMD Ryzen 7 5800X3D 8-Core

80th

41672 ^{+/- 287}

Intel Core i9-10900K

77th

43934 ^{+/- 591}

Mid-Tier

75th

> 44998

Intel Core i5-13600K

75th

46643 ^{+/- 2123}

AMD Ryzen Threadripper 3970X 32-Core

74th

47100 ^{+/- 69}

AMD Ryzen Threadripper 3990X 64-Core

72nd

48774 ^{+/- 500}

AMD Ryzen 9 3900XT 12-Core

72nd

48927 ^{+/- 109}

Intel Core i5-12600K

70th

51155 ^{+/- 7490}

Intel Core i7-7900X

66th

52528 ^{+/- 517}

Intel Core i5-11600K

65th

53680 ^{+/- 1519}

Intel Core i9-7980XE

64th

55718 ^{+/- 104}

Intel Core i5-13400

64th

55937 ^{+/- 597}

AMD Ryzen 7 PRO 5850U

62nd

56805 ^{+/- 234}

AMD Ryzen Threadripper 2990WX 32-Core

61st

57608 ^{+/- 1174}

AMD Ryzen 7 PRO 6850U

59th

60063 ^{+/- 6313}

AMD Ryzen 5 3600XT 6-Core

57th

64941 ^{+/- 742}

AMD EPYC 73F3 16-Core

56th

67370 ^{+/- 441}

AMD EPYC 75F3 32-Core

56th

68414 ^{+/- 1118}

AMD Ryzen Threadripper 3960X 24-Core

55th

68788 ^{+/- 65}

AMD EPYC 74F3 24-Core

54th

69774 ^{+/- 161}

2 x AMD EPYC 73F3 16-Core

53rd

69937 ^{+/- 124}

Intel Xeon E-2278GEL

52nd

70943 ^{+/- 317}

AMD Ryzen 7 1700 Eight-Core

51st

71314 ^{+/- 151}

Median

50th

71839

AMD EPYC 7713 64-Core

50th

72643 ^{+/- 8736}

Intel Core i9-9900KS

50th

73862 ^{+/- 367}

AMD EPYC 7F52 16-Core

47th

76154 ^{+/- 923}

Intel Core i9-9900K

45th

77199 ^{+/- 87}

2 x AMD EPYC 7513 32-Core

44th

77915 ^{+/- 388}

2 x AMD EPYC 7713 64-Core

43rd

78723 ^{+/- 692}

2 x AMD EPYC 7F52 16-Core

41st

79310 ^{+/- 686}

2 x AMD EPYC 7763 64-Core

40th

80490 ^{+/- 1141}

AMD Ryzen 5 4500U

40th

80791 ^{+/- 3181}

2 x Intel Xeon Gold 6248R

39th

81295 ^{+/- 213}

Intel Core i7-1280P

38th

81520 ^{+/- 4163}

AMD EPYC 7542 32-Core

35th

87143 ^{+/- 392}

AMD EPYC 7742 64-Core

34th

87805 ^{+/- 432}

AMD EPYC 7502P 32-Core

33rd

88718 ^{+/- 516}

AMD EPYC 7402P 24-Core

33rd

88848 ^{+/- 477}

Intel Xeon Gold 6258R

32nd

89643 ^{+/- 465}

2 x AMD EPYC 7742 64-Core

31st

89852 ^{+/- 392}

Intel Core i7-6800K

30th

89989 ^{+/- 453}

AMD EPYC 7302P 16-Core

30th

90061 ^{+/- 443}

AMD EPYC 7532 32-Core

29th

90302 ^{+/- 323}

Intel Xeon Platinum 8280

28th

90404

AMD EPYC 7552 48-Core

27th

90619 ^{+/- 690}

AMD EPYC 7642 48-Core

27th

90864 ^{+/- 909}

AMD EPYC 7662 64-Core

27th

90891 ^{+/- 488}

Intel Xeon E-2388G

27th

91475 ^{+/- 768}

Low-Tier

25th

> 92387

AMD EPYC 7272 12-Core

24th

92517 ^{+/- 289}

AMD EPYC 7232P 8-Core

24th

92519 ^{+/- 207}

2 x Intel Xeon Gold 5220R

23rd

93091 ^{+/- 533}

AMD EPYC 7282 16-Core

23rd

93233 ^{+/- 751}

Intel Xeon Gold 6226R

23rd

93356 ^{+/- 811}

Intel Xeon Gold 5220R

22nd

94949 ^{+/- 601}

AMD Ryzen 7 3800XT 8-Core

21st

99023 ^{+/- 571}

Intel Core i7-8700K

20th

100567 ^{+/- 336}

AMD Ryzen 7 PRO 3700 8-Core

20th

102799

AMD Ryzen 9 PRO 3900 12-Core

19th

102849

Intel Xeon E5-1680 v3

17th

105955 ^{+/- 232}

Intel Core i7-7700K

16th

107107 ^{+/- 120}

Intel Xeon E-2278G

16th

107336

Intel Core i7-1165G7

15th

110141 ^{+/- 856}

AMD Ryzen 7 2700 Eight-Core

14th

113139 ^{+/- 185}

AMD Ryzen Threadripper 2970WX 24-Core

14th

115184 ^{+/- 8132}

Intel Xeon E5-2687W v3

14th

115478 ^{+/- 1318}

Intel Core i5-9400F

13th

116389 ^{+/- 1744}

AMD Ryzen Threadripper 2950X 16-Core

13th

118053 ^{+/- 791}

Intel Xeon E3-1275 v6

12th

120834 ^{+/- 222}

AMD EPYC 7601 32-Core

12th

122465 ^{+/- 969}

Intel Core i7-9750H

11th

123495 ^{+/- 18281}

Intel Core i7-8565U

11th

124115 ^{+/- 5945}

2 x AMD EPYC 7601 32-Core

10th

127754 ^{+/- 3494}

Intel Xeon E3-1245 v5

7th

134466 ^{+/- 478}

Intel Xeon E3-1280 v5

7th

135207 ^{+/- 326}

Intel Core i7-1065G7

7th

136903 ^{+/- 3604}

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

4th

162098 ^{+/- 205}

Intel Celeron G6900

3rd

182698 ^{+/- 35}

Intel Core i7-5775C

3rd

192259 ^{+/- 313}

Intel Xeon E5-2609 v4

2nd

203957 ^{+/- 2284}

Ampere eMAG ARMv8 32-Core

1st

281884 ^{+/- 934}

Intel Core i7-4600U

1st

288715 ^{+/- 20698}

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.

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.

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

test_002 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
Nvidia 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
Meteor Lake OpenCL 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
old-bios-settings-1 1 System - 124 Benchmark Results	2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1
updated-bios-settings-1 1 System - 124 Benchmark Results	2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1
updated-bios-settings 1 System - 135 Benchmark Results	2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1
Jetson Orin Featured Graphics Comparison	Orin - NVIDIA Tegra Orin
Jetson Orin 1 System - 2 Benchmark Results	ARMv8 Cortex-A78E - NVIDIA Jetson - 62GB Ubuntu 22.04 - 5.15.136-tegra - GNOME Shell 42.9
Jetson Orin 1 System - 1 Benchmark Result	ARMv8 Cortex-A78E - NVIDIA Jetson - 62GB Ubuntu 22.04 - 5.15.136-tegra - GNOME Shell 42.9
old-bios-settings 1 System - 137 Benchmark Results	2 x Intel Xeon Gold 6248R - Supermicro SYS-6029P-TR X11DPi-N - Intel Sky Lake-E DMI3 Registers Arch Linux - 5.18.12-arch1-1 - GCC 12.1.0 + Clang 13.0.1
AMD Ryzen 5800X, 5800X3D, 5950X Linux Benchmarks 5 Systems - 531 Benchmark Results	AMD Ryzen 7 5800X3D 8-Core - ASRock X570 Pro4 - AMD Starship Ubuntu 22.04 - 5.17.4-051704-generic - GNOME Shell 42.0
bbbbbb 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
gooxi-ai 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
pts-result-gpu-30-05-2024.list Featured Compiler Comparison	GCC 4.8.5 20150623 + CUDA 12.3 - GCC 8.3.0 + CUDA 12.3
Nvidia 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

10100 t 3 Systems - 24 Benchmark Results	Intel Core i3-10100 - Gigabyte B460M DS3H - Intel Device 9b63 Ubuntu 20.04 - 5.9.0-050900rc7daily20201002-generic - GNOME Shell 3.36.3
c1700 3 Systems - 34 Benchmark Results	AMD Ryzen 7 1700 Eight-Core - MSI B350 TOMAHAWK - AMD 17h Ubuntu 20.10 - 5.11.0-rc1-phx - 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
Intel Core i9 13900K Linux CPU Benchmarks 16 Systems - 333 Benchmark Results	AMD Ryzen 9 7950X 16-Core - ASUS ROG CROSSHAIR X670E HERO - AMD Device 14d8 Ubuntu 22.04 - 6.0.0-060000rc1daily20220820-generic - GNOME Shell 42.2
Intel Core i5 11600K + Core i9 11900K Linux Performance 8 Systems - 439 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
AMD Ryzen 9 5950X Linux 5.11 Featured Kernel Comparison	AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 20.10 - 5.11.0-051100rc4daily20210121-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
AMD EPYC 7F72 2P Linux 5.11 3 Systems - 376 Benchmark Results	2 x AMD EPYC 7F72 24-Core - Supermicro H11DSi-NT v2.00 - AMD Starship Ubuntu 20.10 - 5.10.9-051009-generic - GNOME Shell 3.38.1
AMD Ryzen 7900 Series Linux CPU Benchmarks 13 Systems - 333 Benchmark Results	AMD Ryzen 7 5800X3D 8-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 22.04 - 6.0.0-060000rc1daily20220820-generic - GNOME Shell 42.2
Icelake Crypt 3 Systems - 17 Benchmark Results	Intel Core i7-1065G7 - Dell 06CDVY - Intel Device 34ef Ubuntu 20.10 - 5.8.0-38-generic - GNOME Shell 3.38.1
Xeon E 8 Systems - 84 Benchmark Results	Intel Xeon E-2288G - Compulab SBC-ATCFL v1.2 - Intel Cannon Lake PCH Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2
Intel 10980XE GCC Compiler Benchmarks Featured Compiler Comparison	Intel Core i9-10980XE - ASRock X299 Steel Legend - Intel Sky Lake-E DMI3 Registers Ubuntu 21.04 - 5.11.0-22-generic - GNOME Shell 3.38.4
Linux Servers AlmaLinux vs. RHEL 9.0 Featured OS Comparison	2 x AMD EPYC 7773X 64-Core - AMD DAYTONA_X - AMD Starship AlmaLinux 9.0 - 5.14.0-70.13.1.el9_0.x86_64 - GNOME Shell 40.9
AMD Ryzen 7 5800X3D Linux Benchmarks Featured Processor Comparison	AMD Ryzen 7 5800X 8-Core - ASRock X570 Pro4 - AMD Starship Ubuntu 22.04 - 5.17.4-051704-generic - GNOME Shell 42.0
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?

Tested CPU Architectures

Recent Test Results

Most Popular Test Results