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

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/financebench2016.062016.092016.122017.032017.062017.092017.122018.032018.062018.092018.122019.032019.072019.102020.012020.042020.072020.102021.012021.042021.072021.102022.012022.042022.072022.102023.012023.042023.072023.102024.0112002400360048006000
* 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 2 March 2024.
Black-Scholes OpenCL12.7%Bonds OpenMP40.9%Monte-Carlo OpenCL5.6%Repo OpenMP40.8%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 877 public results since 20 January 2021 with the latest data as of 24 January 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)
100th
16
30855 +/- 242
97th
9
31891 +/- 53
96th
8
32142 +/- 390
96th
6
32485 +/- 625
96th
7
32770 +/- 76
95th
12
33097 +/- 1341
86th
6
40510 +/- 194
85th
31
40578 +/- 369
85th
18
40832 +/- 1415
84th
47
40872 +/- 3201
83rd
22
41132 +/- 2609
81st
15
41672 +/- 287
77th
12
43934 +/- 591
Mid-Tier
75th
> 46448
75th
8
46643 +/- 2123
72nd
4
48927 +/- 109
70th
11
51155 +/- 7490
66th
3
52528 +/- 517
65th
5
53680 +/- 1519
64th
5
55718 +/- 104
64th
4
55937 +/- 597
62nd
6
56805 +/- 234
59th
5
60063 +/- 6313
57th
4
64941 +/- 742
56th
4
67370 +/- 441
55th
7
68414 +/- 1118
53rd
4
69774 +/- 161
53rd
4
69937 +/- 124
51st
4
70943 +/- 317
51st
6
71314 +/- 151
Median
50th
71325
50th
6
72643 +/- 8736
49th
3
73862 +/- 367
46th
7
76154 +/- 923
45th
3
77199 +/- 87
44th
4
77915 +/- 388
42nd
6
78723 +/- 692
40th
3
79310 +/- 686
39th
10
80490 +/- 1141
39th
11
80791 +/- 3181
38th
3
81520 +/- 4163
35th
4
87143 +/- 392
34th
5
87805 +/- 432
32nd
5
88718 +/- 516
32nd
5
88848 +/- 477
32nd
3
89643 +/- 465
31st
10
89852 +/- 392
30th
3
89989 +/- 453
30th
5
90061 +/- 443
29th
5
90302 +/- 323
27th
5
90619 +/- 690
27th
4
90864 +/- 909
27th
5
90891 +/- 488
26th
7
91475 +/- 768
Low-Tier
25th
> 92227
24th
5
92517 +/- 289
24th
5
92519 +/- 207
23rd
7
93091 +/- 533
23rd
5
93233 +/- 751
23rd
3
93356 +/- 811
22nd
3
94949 +/- 601
21st
5
99023 +/- 571
20th
3
100567 +/- 336
17th
3
105955 +/- 232
16th
3
107107 +/- 120
15th
8
110141 +/- 856
14th
3
113139 +/- 185
14th
3
115478 +/- 1318
13th
3
116389 +/- 1744
12th
3
120834 +/- 222
12th
3
122465 +/- 969
11th
4
123495 +/- 18281
11th
6
124115 +/- 5945
10th
9
127754 +/- 3494
7th
3
134466 +/- 478
7th
3
135207 +/- 326
7th
8
136903 +/- 3604
6th
3
142787 +/- 7634
5th
3
147231 +/- 322
4th
6
152263 +/- 679
4th
3
162098 +/- 205
3rd
4
182698 +/- 35
3rd
3
192259 +/- 313
2nd
3
203957 +/- 2284
1st
7
281884 +/- 934
1st
3
288715 +/- 20698
OpenBenchmarking.orgDistribution Of Public Results - Benchmark: Bonds OpenMP865 Results Range From 30313 To 658882 ms3031342885554576802980601931731057451183171308891434611560331686051811771937492063212188932314652440372566092691812817532943253068973194693320413446133571853697573823293949014074734200454326174451894577614703334829054954775080495206215331935457655583375709095834815960536086256211976337696463416589134080120160200

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.

OpenBenchmarking.orgMinutesTime Required To Complete BenchmarkBenchmark: Bonds OpenMPRun-Time510152025Min: 2 / Avg: 5.36 / Max: 23

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.3%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsBenchmark: Bonds OpenMPDeviation246810Min: 0 / Avg: 0.35 / 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 OpenMP4681012162432641280.79171.58342.37513.16683.9585

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
Ampere Altra ARMv8 Neoverse-N1 160-Core, Ampere eMAG ARMv8 32-Core

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