I assume you're checking the "Keep me logged in" (or whatever it says) next to the user/password fields?
If you're checking that and it's still logging you out, it might be a company cookie policy... in Chrome, you can go to settings, Privacy and security, cookies.. and it'll show you if it's set to allow all cookies or to block.... but if it's set by group policy, you probably wouldn't be able to change the setting (or else would want to allow cookies or only block 3rd party cookies).
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