I don't think the BIOS is likely to apply here, but I could be wrong.
The settings are in the POWER SETTINGS section.
1) Have you tried ALL the options? (one should be "nothing" for example)
2) Are you certain it's turning off completely and not Hibernating?
(The only way i can think to check is leave a program open and see if it's there.)
If it's hibernating then the program will still be there once you start the PC again. It still turns off, but it restores the Hibernation file.
3) Is the battery working fine?
4) Was it working before?
5) If so, did you change anything like installing Windows 10?