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The Repast Suite is a family of free agent-based modeling libraries.
The Repast Suite is a family of advanced, free, and open source agent-based modeling and simulation platforms that have been under continuous development for over 20 years. Current source code and releases are hosted on Github https://repast.github.io/
MonteCarlo portfolio simulation - it can be used as stand-alone command line application - it takes simple XML file needed data as entry and creates simple XML file with output, also this stuff have JNI and ISAPI interface.