What to do with new, noisy neighbors?

Recently a house has been occupied in my neighborhood, but I've been having problems with them (and I think a lot of people does but nobody speaks up). They seem to work from Monday to Thrusday night, so approximately from Thrusday to Friday, 4 or 5 am, they have super loud music. I live easily at the other side of the square and still hear them. Sometimes they even sing... if you can call it that. Clearly this people are not reasonable if they have not one ounce of respect for other people, so I want to give them a lesson.
What can I do?
What to do with new, noisy neighbors?
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