You shouldn't put up with this kind of disturbance in your final year. You have invested a lot of time and money in your degree and it is the uni's responsibility to ensure the environment (that you are paying them for) allows you to study and sleep.
Most unis put final year students together wherever possible, away from first years or exchange students, as final year students require quieter accommodation in order to study. I would advise you in the first instance to contact the hall warden, who will speak to the exchange students. If the verbal warning doesn't work, the warden can issue them with a written warning, threatening to throw them out of halls if they disturb other students again. Keep a record of all the disturbances, days/times etc. and note all action you have taken (e.g. discussion with warden, date etc.). Call out security if necessary in the middle of the night if you are being disturbed (again, keep a record). If this doesn't work, write to the Head of Student Services (or whoever the appropriate person is in your uni, and copy it to your department) informing them that the disturbance is affecting your ability to study and may ultimately affect your marks and your degree. You should also mention the problems to your academic department, as they may be able to speed things up a bit. The Students' Union may also be able to advise.
If all this doesn't work, write a letter to Head of Student Services (or appropriate person) stating you intend to take legal action if the matter is not resolved. This always works! Good luck.