There is a program called "auto nice daemon" which does this. It runs in the background, and when a process matching a particular pattern appears in the process table, it sets its niceness automatically.
You can use this — but, you might be a bit disappointed, because the Linux scheduler has a lot to balance and increasing priority won't necessarily give a magic speed boost. You can even run into situations where it makes things worse, because your high-priority process might "starve" lower-priority processes that your application might actually depend on to move forward.
So, instead, you could look at something like tuned, which has performance profiles for a variety of different workloads. Or, if you are adventurous, you could look at Con Kolivas desktop scheduler patches, which aim to optimize desktop experience. This is really hard to measure and somewhat controversial — many people swear by it, while others are skeptical. (There's a Linux Weekly News article on the latest iteration at The MuQSS CPU scheduler — currently behind a paywall but will become free on May 4th.)