Every exotic $\mathbb{R}^4$ is parallelisable (as $\mathbb{R}^4$ is contractible), and therefore admits an almost complex structure. It is a result of Gromov that an open manifold of dimension six or less admits a complex structure if and only if it admits an almost complex structure. Therefore every exotic $\mathbb{R}^4$ admits a complex structure.
Michael Albanese
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