should I file a noise complaint?

Ah
I don't want to be the bitchy pregnant lady but my neighbors kids play the music so loud that it shakes our walls! Usually I just bang on the wall or go over and ask them to turn it down, and they do. But they just start all over the next day. I really don't want this to be an issue when baby is here but I also don't want to be the one to call the cops or complain to management. But seriously this is getting ridiculous.
I feel like I shouldn't have to be talking to them everyday about the music. They're teenagers and the parents are NEVER home. It's so annoying. What would you do?