This is something that I've discovered about a month ago and thought that I should share this fix that worked for me in case anyone else is also facing this problem. This seems to be a common problem with Windows 10 that occurred for many people after an update that appeared earlier this year. Basically, what happens is that the PSXfin emulator randomly comes out of full screen or minimizes itself during a set amount of time (for me, it was about after the ten minute mark). This can obviously be quite annoying when trying to play a game, especially a fast paced one.
I tried all of the solutions offered online, but none of them worked for me. These were: turning off Focus Assist/Game Mode, reinstalling the video driver, using System Restore before the update that caused this glitch was installed and using windowed full screen mode in the emulator. Which again, none of these things worked for me. Even though this is an older emulator and probably not the best one, it runs well on slower machines and is easy to set up. This is the same reason why I still use other "outdated" emulators as well such as Zsnes and older versions of Snes9x. Anyway, below I'll explain how I fixed this screen minimizing glitch for PSXfin on Windows 10.
First "Run compatibility troubleshooter" in properties (after selecting PSXfin, obviously). For me, it recommended "Windows Vista Service Pack 2". Now, set compatibility mode to this or whatever your computer recommends. Also select the options "Disable Fullscreen Optimizations" and "Run as an Administrator". I'm not sure if this will work for everyone, but it worked for me. For any other potential problems that you might encounter when using this emulator (including the missing dll file error), look here for more information:
https://fantasyanime.com/emuhelp/psxEdit: Or you could just use DuckStation which can also be configured to run well on some low-end computers. It's also easier to set up and much more user friendly than ePSXe. Here's the link where you can read more about it:
https://fantasyanime.com/emuhelp/duckstation