Wasp nest safe removal in November
It would be helpful to identify what you are dealing with. Take a look at photos on our website of stinging insects. Take a look at bald faced hornets, yellowjackets, European hornets, etc. http://extension.umd.edu/hgic/topics/stinging-and-biting
If the insects are not a threat to you or others then you should leave it. They feed on a variety of insect pests. The workers will die back with the first several hard freezes and the queen will overwinter elsewhere.
However, if the nest is in a wall void and the insects are flying in and out of the wall void, contact a professional pest control company for the best way to proceed.