How do I deal with a thuggish neighbour?

I live in this hostel temporarily, and my neighbour likes to sing in the evenings. I got fed up today and went over, knocked on the door, and asked him to stop or keep it down. He refused, said it’s my problem (and we argued that point for about 10 minutes without any progress) and in the end threatened to “make trouble” for me the next day if I didn’t leave him alone. All the while hinting he is some sort of high ranking mafioso from Italy. I told him we won’t speak again, and walked away. I did not back down, and he seems to have stopped singing for now. I am physically fit but he does look better built than me so I didn’t want to push this further. What do you think I should do about this? Ideas? I will be living here for about 3 more weeks, so I would appreciate some tips on handling a difficult and possibly unstable neighbour such as this one.