Yelling out of the window at night is a non-starter.
Probably the best way to start would be to go over there during the day, introduce yourself to the parents, and nicely tell them that they might not realize it, but the sound carries very clearly at night from their place to yours, could they please try to keep it down after 10 pm, etc., etc. If the noise still keeps up at night, you could try going over there to the front door and asking if they could keep it down. Ideally this woud result in waking up one of the parents who would take our their crankiness on the kids instead of you. You could try calling the police after that, but I’m not sure what the threshold is for a noise violation, and you’ll probably permanently damage the relationship with your neighbors. Otherwise, shut your windows, use earplugs, and hope that they move away soon.
I’m sorry that you have to deal with this. I wish people believed in doing neighborly things, like keeping it down at night.