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 UploadsReported Installs*Test Completions*OpenBenchmarking.orgEventsFinanceBench Popularity Statisticspts/financebench2016.062016.082016.102016.122017.022017.042017.062017.082017.102017.122018.022018.042018.062018.082018.102018.122019.022019.042019.072019.092019.112020.012020.032020.052020.072020.092020.112021.012021.03400800120016002000
* 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 Thu, 15 Apr 2021 06:34:13 GMT.
Black-Scholes OpenCL53.6%Bonds OpenMP10.4%Monte-Carlo OpenCL25.4%Repo OpenMP10.5%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 2,581 public results since 20 January 2021 with the latest data as of 8 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)
Mid-Tier
75th
> 1.3
67th
8
7.4 +/- 0.2
52nd
611
23.3 +/- 0.3
Median
50th
23.4
Low-Tier
25th
> 34.2
19th
273
41.6
9th
255
42.1
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Black-Scholes OpenCL2581 Results Range From 0 To 78 ms0714212835424956637077842004006008001000

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 0.7%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsBenchmark: Black-Scholes OpenCLDeviation3691215Min: 0 / Avg: 0.75 / Max: 7

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