Do you often use models more complicated than multiple linear regression?

I don't have much data analysis experience but when I did six months of data analysis for my finance masters, I struggled to use anything more complicated than multiple linear regression for analysing stock market volatility. My thesis mentor kept telling me to make it more advanced, so I read many top finance papers on the subject but the math used in these papers seemed far beyond my level. Are data scientists, outside of academia and machine learning, often developing …

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